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Paper Citation Record · LEDGER

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books

As of 17 August 2026, this Paper Citation Record lists 24 of 24 outbound references and 2 inbound Pith citation observations for arXiv:2504.20349.

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

pith.paper-citation-record.v1
2504.20349 v3

Coverage vector

measured 24 of 24 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-16T05:37:22.161340Z

measured 26 of 26 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-17T06:30:58.91139+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-08T18:49:44.478942Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-05T05:41:18.961514Z

Reference resolution

24 of 24 outbound references displayed

  • verified exact2
  • verified fuzzy16
  • unresolved6
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation aec33daf-15b4-47e5-9f5c-6d1cf78c89a9 · outbound

This paper cites k-means++: The advantages of careful seeding.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books k-means++: The advantages of careful seeding

Reference 1

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.051133Z digest=sha256:0c5cbc51d3b2713a4a15921ec0b885f98d9700ccbf05e35275c3b76646db4d9a

Observation 1fa49f7d-8ddd-4963-8763-933a167e4a0a · outbound

This paper cites Deep Limit Order Book Forecasting.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Deep Limit Order Book Forecasting

Reference 2

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Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T05:37:22.056519Z digest=sha256:0ec8678e61192b8abf0d03a8dbe082d1d3a87fe03bdac025e96d79d7e1fecfb9

Observation cb7d8a90-903c-43c5-963e-85dbcefd4cf1 · outbound

This paper cites HLOB -- Information Persistence and Structure in Limit Order Books.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books HLOB -- Information Persistence and Structure in Limit Order Books

Reference 3

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no resolver link, observed 2026-08-16T05:37:22.061686Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T05:37:22.061686Z digest=sha256:61566795a88d4e847de9679f0093eb1581d56f59a0fc170118bfb1e5f9eeb4c1

Observation b3d9fabd-376a-4ff4-bd0b-f60ab98d5ff3 · outbound

This paper cites Statistical predictions of trading strategies in electronic markets.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Statistical predictions of trading strategies in electronic markets

Reference 4

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.067334Z digest=sha256:ec3a28984fa693196b651698360476f8d4e130731f850e41f8c4d8bfec75b04f

Observation ceac7ca7-9d02-48dc-ba58-9dc5c25b53a0 · outbound

This paper cites Analysis and modeling of client order flow in limit order markets.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Analysis and modeling of client order flow in limit order markets

Reference 5

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.072138Z digest=sha256:8f1aa9a6ea1f4e64b5f0651d99dae6cdc82ac887dda1850bf5017a94a0bec34f

Observation 1cf44c47-7ca0-4284-90fe-c8b61c50ebd3 · outbound

This paper cites Cross-impact of order flow imbalance in equity markets.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Cross-impact of order flow imbalance in equity markets

Reference 6

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.076922Z digest=sha256:2e527a3320db706c934b872fd9bf9fae7d1f66c7fca0bfb12ddc895738fbaff2

Observation 52552344-8367-4f73-aad5-28afe895d43d · outbound

This paper cites The price impact of order book events.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books The price impact of order book events

Reference 7

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.082167Z digest=sha256:5d53b29ccbf85298b3835cba8caa2cea9a6ef11e40820e8a13d03b88fddaa5a0

Observation d05b988d-15e0-4035-ae34-6a4f67c98c64 · outbound

This paper cites The price impact of order book events: market orders, limit orders and cancellations.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books The price impact of order book events: market orders, limit orders and cancellations

Reference 8

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.086633Z digest=sha256:cc129b22eca84331c3a4b7d2d26699b702878547442806f9ba350d0077055549

Observation 02a2fe2f-1864-4ff3-bca6-fedc4b43f358 · outbound

This paper cites Limit order books.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Limit order books

Reference 9

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.091554Z digest=sha256:b578dac865497b708917e74992c6c6f13f29f97d510ce5f665d51c4d4ffb72c3

Observation b04b3652-29b2-4af4-9822-8f527a7cba06 · outbound

This paper cites Lobster: Limit order book reconstruction system.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Lobster: Limit order book reconstruction system

Reference 10

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.096001Z digest=sha256:afca187f7f06d519e1b540b3aef5a122aa0b09007e77082bb8b76c8eb57d2ef0

Observation 468ff11b-a7b4-4381-a7ef-e9ac5f560431 · outbound

This paper cites Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book

Reference 11

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.100462Z digest=sha256:56c6024ba4541fd74c91071c81160c471cf0bec5699f5bab9fbd7db20719df92

Observation 3589f08c-7e58-428e-a203-df9502f03df4 · outbound

This paper cites Improving Deep Learning of Alpha Term Structures from the Order Book.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Improving Deep Learning of Alpha Term Structures from the Order Book

Reference 12

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raw_fallback, observed 2026-08-16T05:37:22.439822Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.105230Z digest=sha256:1f0c20f600927256d7ac410d57e5b5d21d48c66b9cff705e157bf58472c82186

Observation db7b7101-4e37-471d-a5c5-cd9fc54ae0e7 · outbound

This paper cites Enhancing time-series momentum strate- gies using deep neural networks.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Enhancing time-series momentum strate- gies using deep neural networks

Reference 13

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.109592Z digest=sha256:ddab863fe44ae2d3032a1f653eb5b04b56f6ee8ccf530127400f23157f2ed780

Observation b2216ef4-8015-4171-b674-7fd14584cb00 · outbound

This paper cites Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies

Reference 14

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Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T05:37:22.114008Z digest=sha256:397a6b4583387839053d403c71d6d32d5691be92b2be7ea958a1be003a74f6ca

Observation f622ada3-2557-4bf3-b36f-833be9adc8fa · outbound

This paper cites Multi-Factor Inception: What to Do with All of These Features?.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Multi-Factor Inception: What to Do with All of These Features?

Reference 15

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local_arxiv, observed 2026-08-16T05:37:22.276761Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.119038Z digest=sha256:1d1fec11dea20582c4f9ef502f8a21f46c3cfafc9513bf69000adedb7b68fdb7

Observation ae8a96f0-0ffe-430e-9cf0-1e755fa10590 · outbound

This paper cites Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity

Reference 16

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local_arxiv, observed 2026-08-16T05:37:22.254656Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.123921Z digest=sha256:88cf759f5bf85c544c019779d45afa745b2a7e3c742d625372fa7bd65440143e

Observation d6975c93-00c2-48af-8517-94e50e07e863 · outbound

This paper cites Order Flow Decomposition for Price Impact Analysis in Equity Limit Order Books.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Order Flow Decomposition for Price Impact Analysis in Equity Limit Order Books

Reference 17

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.128660Z digest=sha256:718844a8990af0d93b22919b098a176d8fc7a425635b1d1fc30d6b736c8de3cf

Observation 93113835-2b22-4732-98f8-437aaa0b5b0f · outbound

This paper cites Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies

Reference 18

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Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T05:37:22.133012Z digest=sha256:90353701c8c65b5439f97604beb4a8ca975000e0364aee2408c825e85ab7277c

Observation 0f87fefc-136c-4876-a77e-a5570aaa7bda · outbound

This paper cites Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture

Reference 19

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no resolver link, observed 2026-08-16T05:37:22.137800Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T05:37:22.137800Z digest=sha256:9836be7dba834be2ced64f37ff543bc252165d29dacdf0d64a14f3177a84cb36

Observation b138968c-5aa8-4ec5-8e59-056c1958ca65 · outbound

This paper cites Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection

Reference 20

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Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T05:37:22.142527Z digest=sha256:fd594fd39bc9deff4bba0622236ec54c63e7c0b949de3bb8a29b39321bb6a7c4

Observation 4daca1a7-350e-4e7a-982e-bb024ac4c786 · outbound

This paper cites Slow momentum with fast reversion: A trading strategy using deep learning and changepoint detection.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Slow momentum with fast reversion: A trading strategy using deep learning and changepoint detection

Reference 21

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.147357Z digest=sha256:e8bc4b41c43abb48aeaedc52b07e41ec875a5e663803807f72259a87df12a9a8

Observation 6a420d17-adb4-4f25-b710-41ddabf1e131 · outbound

This paper cites Multi-level order-flow imbalance in a limit order book.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Multi-level order-flow imbalance in a limit order book

Reference 22

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.152082Z digest=sha256:072863ff4711f7b43a236a1e1df7db0e0d362b5be49706b6bec406663b3baa73

Observation b7152253-936f-42cc-b027-c1a2fc41e55b · outbound

This paper cites Deep Learning for Market by Order Data.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Deep Learning for Market by Order Data

Reference 23

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.156677Z digest=sha256:0c7602a8741f6e7084b1bc8801e49bd4a584121230bfcdc8a1eb812ac90425ed

Observation 37870229-d58c-4183-8cec-0aff8d3e3eb5 · outbound

This paper cites Deeplob: Deep convolutional neural networks for limit order books.

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Deeplob: Deep convolutional neural networks for limit order books

Reference 24

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-16T05:37:22.161340Z digest=sha256:425d7a25efc2fa1a981d4d1093e6f64a203fed81addde0682d41c42fbdef2632

Pith citing papers

Observation 1ce86670-1454-4091-a7e0-fa525b256cd6 · inbound

Painting the market: generative diffusion models for financial limit order book simulation and forecasting cites this paper.

Painting the market: generative diffusion models for financial limit order book simulation and forecasting ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books

Reference 2025

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local_arxiv, observed 2026-08-05T05:41:19.054859Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T05:41:18.184835Z digest=sha256:f2c4ee9eb13eef2aa9c9154ae01fc23f81b4ffb15a0f6373e1009f7a7d487e11

Observation ed6b7483-8de1-49e5-bdab-3c789ccc24e8 · inbound

Public Trader Identity: Adverse Selection and Return Predictability cites this paper.

Public Trader Identity: Adverse Selection and Return Predictability ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books

Reference 45

Resolution
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no resolver link, observed 2026-08-08T18:49:44.478942Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-08T18:49:44.478942Z digest=sha256:6b1b51eff19e021b450e0ec358afcb26e8e05b70b7c765a61b53be1baf1dd0e2