Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-09T00:50:33.773188Z
Paper Citation Record · LEDGER
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions
As of 20 August 2026, this Paper Citation Record lists 11 of 11 outbound references and 1 inbound Pith citation observation for arXiv:2502.05226.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-20T06:33:59.587034+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-05T14:39:49.881850Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-08-05T14:39:50.298409Z
Reference resolution
11 of 11 outbound references displayed
- verified exact0
- verified fuzzy9
- unresolved2
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 341f0324-f220-4d03-8023-d8c1912861f2 · outbound
This paper cites Optimal control of execution costs.
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Optimal control of execution costs
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-09T00:50:33.966111Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 327d26c5-5e89-4ede-9751-677c204f6481 · outbound
This paper cites odzimierz Ogryczak, M.
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions odzimierz Ogryczak, M
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-09T00:50:33.891469Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 6f7a1788-d5a6-4357-8710-9680d6c7a512 · outbound
This paper cites Quantum algorithms for mixed binary optimization applied to transaction settlement.
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Quantum algorithms for mixed binary optimization applied to transaction settlement
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-09T00:50:33.951380Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation eadf04dd-c88a-4b82-8d83-b26111f2543a · outbound
This paper cites Capital asset pricing model (CAPM) with drawdown measure.
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Capital asset pricing model (CAPM) with drawdown measure
Reference 15
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-09T00:50:33.845440Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 63efb117-fcfa-4419-a8cd-a67590845d48 · outbound
This paper cites Towards a Linear-Ramp QAOA protocol: Evidence of a scaling advantage in solving some combinatorial optimization problems.
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Towards a Linear-Ramp QAOA protocol: Evidence of a scaling advantage in solving some combinatorial optimization problems
Reference 21
- Resolution
- unresolved
- no resolver link, observed 2026-08-09T00:50:33.758899Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 750a34a3-a1ee-4782-82a0-fcb1e6fe65d0 · outbound
This paper cites Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: A mixed- integer multistage stochastic model and a moving-horizon approach.
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: A mixed- integer multistage stochastic model and a moving-horizon approach
Reference 131
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-09T00:50:33.937377Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation b8159856-0799-44a0-a263-7572fd8dcddb · outbound
This paper cites Optimal portfolio policies with borrowing and shortsale constraints.
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Optimal portfolio policies with borrowing and shortsale constraints
Reference 291
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-09T00:50:33.861309Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 85a9a0a4-45a4-44d7-9762-be6b47984071 · outbound
This paper cites A multi-period fuzzy portfolio optimization model with minimum transaction lots.
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions A multi-period fuzzy portfolio optimization model with minimum transaction lots
Reference 404
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-09T00:50:33.922415Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation d64489b3-6a1e-492b-9ee6-1067ee4c44d7 · outbound
This paper cites A Survey of Quantum Computing for Finance.
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions A Survey of Quantum Computing for Finance
Reference 428
- Resolution
- unresolved
- no resolver link, observed 2026-08-09T00:50:33.739244Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation d9c117b8-6db4-4331-a16d-61156396ddd9 · outbound
This paper cites Ising formulations of many NP problems.
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Ising formulations of many NP problems
Reference 941
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-09T00:50:33.906405Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 2e058463-f2b3-4e99-a201-c867a97825f1 · outbound
This paper cites Quantumcomputationalfinance:Monte Carlo pricing of financial derivatives.
Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Quantumcomputationalfinance:Monte Carlo pricing of financial derivatives
Reference 4213
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-09T00:50:33.876586Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Pith citing papers
Observation ef24b3be-f88f-471b-9470-06488ecf5bb2 · inbound
Benchmarking Quantum Solvers in Noisy Digital Simulations for Financial Portfolio Optimization cites this paper.
Benchmarking Quantum Solvers in Noisy Digital Simulations for Financial Portfolio Optimization Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions
Reference 45
- Resolution
- verified exact
- local_arxiv, observed 2026-08-05T14:39:50.303681Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.