Paper Citation Record · LEDGER

Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations

As of 18 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 7 inbound Pith citation observations for arXiv:2504.10789.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2504.10789 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 7 of 7 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-18T06:34:40.430872+00:00

measured 7 of 7 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-10T04:20:58.351425Z

measured 1 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: arxiv_reference, observed 2026-08-05T02:28:24.338817Z

Reference resolution

0 of 0 outbound references displayed

verified exact0
verified fuzzy0
unresolved0
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

0
arxiv_reference, observed 2026-08-05T02:28:24.338817Z

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation 4c171c0e-9527-4a56-bc12-b5d23250bc38 · inbound

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions cites this paper.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-06T18:22:15.778692Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 7879135e-a97a-4db6-9c53-8225f26fb3f8 · inbound

When Compression Becomes an Attack Surface: Black-Box Attacks on Prompt-Compressed LLM Agents cites this paper.

When Compression Becomes an Attack Surface: Black-Box Attacks on Prompt-Compressed LLM Agents Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations

Reference 60

Resolution: unresolved; no resolver link, observed 2026-08-04T08:06:12.477642Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9e74a1e6-2f50-46fe-ad4b-194768d8956b · inbound

Debiasing LLMs by Fine-tuning cites this paper.

Debiasing LLMs by Fine-tuning Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations

Reference 18

Resolution: verified exact; arxiv_id, observed 2026-05-13T18:38:07.586125Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

Observation bf57f20b-6236-4ce2-9c7e-956ad4cbc9c8 · inbound

QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance cites this paper.

QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations

Reference 84

Resolution: verified exact; arxiv_id, observed 2026-05-10T03:08:58.905139Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

Observation be3d97a7-9614-4a0a-8317-6fbee79bd88c · inbound

FinBoardBench: Benchmarking Dynamic Wealth Management and Strategic Financial Reasoning of LLMs via Board Game Simulations cites this paper.

FinBoardBench: Benchmarking Dynamic Wealth Management and Strategic Financial Reasoning of LLMs via Board Game Simulations Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations

Reference 4

Resolution: metadata mismatch; arxiv_id, observed 2026-06-29T13:13:27.264127Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

Observation 18532e6f-4605-42d3-8708-d4e336b238b4 · inbound

Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems cites this paper.

Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations

Reference 38

Resolution: metadata mismatch; arxiv_id, observed 2026-07-02T21:37:25.655887Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

Observation bd0a2096-385a-4dd1-9e93-395acb30a0ca · inbound

TradeVerse: A Longitudinal Benchmark of Political Negotiation in International Trade cites this paper.

TradeVerse: A Longitudinal Benchmark of Political Negotiation in International Trade Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations

Reference 2004

Resolution: unresolved; no resolver link, observed 2026-08-10T04:20:58.351425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.