{"as_of":"2026-08-09T16:41:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:25e4a5dafc292b9adf5079684b490a4a6d48c48aedd2d915682eef376a9986a6","coverage":[{"denominator":59,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":59,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-02T21:13:58.440850Z","state":"measured"},{"denominator":59,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":59,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-09T06:31:02.800959+00:00","state":"measured"},{"denominator":0,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"cited_works","source_observed_at":null,"state":"measured"}],"external_citation_measurements":[],"inbound":[],"links":{"evidence":"/evidence","html":"/paper/2602.21362/citation-record","integrity":"/paper/2602.21362/integrity","json":"/paper/2602.21362/citation-record.json","paper":"/paper/2602.21362"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:51.908287Z","title":"Portfolio selection, the journal of finance","venue":null,"work_id":null,"year":1952},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:51.908287Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:ed2bb724e76d42bb5b919587b22230599ef621cbbbc3a075957e1167d45136d5","observation_id":"6f24d97a-5ecf-4a03-9cb9-6f2d5d7fec2f","resolution":{"observed_at":"2026-08-02T21:13:51.908287Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:51.972473Z","title":"Optimal portfolio allocation under higher moments","venue":null,"work_id":null,"year":2006},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:51.972473Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:3dd5920d6b5077440359724aa6c057f6894c93bedd5d2e500794e17d50f4915e","observation_id":"10826e28-7174-4f5f-9374-12ccddf8be9a","resolution":{"observed_at":"2026-08-02T21:13:51.972473Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:52.096547Z","title":"Portfolio selection with higher moments.Quantitative Finance, 10(5):469–485, 2010","venue":null,"work_id":null,"year":2010},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:52.096547Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:3a1da611ce0ffcf46e6957bae22e7b496f66b45782aa740d7554c09a5808e922","observation_id":"4551d9f5-d51b-40ce-b7c3-7d25bc1f5ceb","resolution":{"observed_at":"2026-08-02T21:13:52.096547Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:52.238922Z","title":"Machine learning and portfolio optimization.Management Science, 64(3):1136–1154, 2018","venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:52.238922Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:0b52ecf6f5ef51919f6befd6a50f5ed5f4fc871e87b58e5882f065447f7c2e79","observation_id":"6acc59f5-b33e-47f1-be90-f5fe979e808a","resolution":{"observed_at":"2026-08-02T21:13:52.238922Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:52.294132Z","title":"Portfolio management with higher mo- ments: the cardinality impact.International Transactions in Operational Research, 26(6):2531– 2560, 2019","venue":null,"work_id":null,"year":2019},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:52.294132Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:afd728339f88e8dadebfad1c6efbe6e709cf2264591e8f3da45330ffd67566b2","observation_id":"973fe898-0cf5-407a-9daa-8b16b2814b90","resolution":{"observed_at":"2026-08-02T21:13:52.294132Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:52.453989Z","title":"Gainers and losers with higher order portfolio risk optimization.Physica A: Statistical Mechanics and its Applications, 563:125416, 2021","venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:52.453989Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:c8c1e0957d81a8f50b19100b70f68e13697bc3dbae6630be4049d3255276f32c","observation_id":"36a1814e-1a74-4abc-9f41-5a8aa2f7f718","resolution":{"observed_at":"2026-08-02T21:13:52.453989Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:52.680049Z","title":"Solving high-order portfolios via successive convex approxi- mation algorithms.IEEE Transactions on Signal Processing, 69:892–904, 2021","venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:52.680049Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:80db1729b4258e69842856a7ded3f3ead0c4a9974c1b450419f32413583a9aea","observation_id":"424c103b-3452-442b-8502-26aad743d53c","resolution":{"observed_at":"2026-08-02T21:13:52.680049Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:52.807391Z","title":"A theoretical generalization of the markowitz model incorporating skewness and kurtosis.Quantitative Finance, 23(5):877–886, 2023","venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:52.807391Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:0d9e42c78c59fcad918d84800ee92cac2e0a32e29e8f149bab008d904526fa5d","observation_id":"57c9f1ae-2c3d-4f36-af27-56cea85928aa","resolution":{"observed_at":"2026-08-02T21:13:52.807391Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:52.940436Z","title":"Pgp for portfolio optimization: application to esg index family.Annals of Operations Research, 347(1):405–417, 2025","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:52.940436Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:95be15159f33a55c2bf5a335ba248b01ebb325fd499d558d67fb75915d016fbf","observation_id":"df2cd23a-cbf7-4d81-b59c-1a161424cf31","resolution":{"observed_at":"2026-08-02T21:13:52.940436Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:53.029479Z","title":"Some np-complete problems in quadratic and nonlinear programming","venue":null,"work_id":null,"year":1985},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:53.029479Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:3ac3ea8978f8a37221fc72f1a6299ec9e169e0621ceee12c01ad87d858cda773","observation_id":"fe9907f4-94f0-46df-9bc8-d8c31a75f2f3","resolution":{"observed_at":"2026-08-02T21:13:53.029479Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:53.113299Z","title":"Optimal versus naive diversification: How inefficient is the 1/n portfolio strategy?The review of Financial studies, 22(5):1915–1953, 2009","venue":null,"work_id":null,"year":1915},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:53.113299Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:9e103b83ed693744ebde757141a706335a19ae6391ee217582a7f7c830d6a7a1","observation_id":"11359c28-8c5f-4431-b61c-dd20fe18c632","resolution":{"observed_at":"2026-08-02T21:13:53.113299Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:53.220907Z","title":"The properties of equally weighted risk contribution portfolios.Journal of portfolio management, 36(4):60, 2010","venue":null,"work_id":null,"year":2010},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:53.220907Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:6115ecd32a05ba8badba9e626fbbba41e1ac7c4d8f495ee3123688882945dc78","observation_id":"77dc549e-9229-49fa-9a31-2cbf56f7fa3a","resolution":{"observed_at":"2026-08-02T21:13:53.220907Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:53.380234Z","title":"The 1/n investment strategy is optimal under high model ambiguity.Journal of Banking & Finance, 36(2):410–417, 2012","venue":null,"work_id":null,"year":2012},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:53.380234Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:389fd2e5509711876aa5d35d6cd81d0443cdcafb7901afed4669d3313cd382d8","observation_id":"e949307a-dd83-44cb-b032-7339275d281d","resolution":{"observed_at":"2026-08-02T21:13:53.380234Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:53.475730Z","title":"The equally weighted portfolio still remains a challenging benchmark.International Economics, 179:100525, 2024","venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:53.475730Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:04e6951a0a7b6d8c9357e762d331bf0963462bdf74a71f79cdc099c3512187aa","observation_id":"e92b6145-593c-4e91-8322-94a52b80df6b","resolution":{"observed_at":"2026-08-02T21:13:53.475730Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:53.636435Z","title":"Combining the minimum-variance and equally- weighted portfolios: Can portfolio performance be improved?Economic Modelling, 80:260–274, 2019","venue":null,"work_id":null,"year":2019},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:53.636435Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:3034d8b470ba5c73e59536ac6a3a77683430d158a85295916d5ee9c5acbc57f3","observation_id":"b3550ffc-a82e-4a1d-97ca-e2e4866c3b62","resolution":{"observed_at":"2026-08-02T21:13:53.636435Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:53.769500Z","title":"A network perspective of the stock market.Journal of Empirical Finance, 17(4):659–667, 2010","venue":null,"work_id":null,"year":2010},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":16,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:53.769500Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:c76e25c16fcf5fd1e1cdfe0b0e8aa96bf163c268f379f793036299f926efa803","observation_id":"99f8f622-e94b-4afe-bc8c-90528b542ac4","resolution":{"observed_at":"2026-08-02T21:13:53.769500Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:53.884448Z","title":"Hierarchical structure in financial markets.The European Physical Journal B-Condensed Matter and Complex Systems, 11:193–197, 1999","venue":null,"work_id":null,"year":1999},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:53.884448Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:510a6a1afd7f53b8ed7c05495d3ed8ed91266239a2a5b302ead9df6a52d09af4","observation_id":"9dea9b95-e87f-45bf-819d-af86fcdbe03b","resolution":{"observed_at":"2026-08-02T21:13:53.884448Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:54.039084Z","title":"Nets: Network estimation for time series.Journal of Applied Econometrics, 34(3):347–364, 2019","venue":null,"work_id":null,"year":2019},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:54.039084Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:c8e896f8490fc4a0b6ae943a8d0c5d8185a54ab304938ef775bdfbe39697f61d","observation_id":"5b84a75f-cafd-4227-a808-f91a37fbb476","resolution":{"observed_at":"2026-08-02T21:13:54.039084Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:54.123820Z","title":"Correlation analysis and systemic risk measurement of regional, financial and global stock indices.Physica A: Statistical Mechanics and its Applications, 542:122653, 2020","venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:54.123820Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:0a5d54dac0b4c1f044d2ebe32b5e56392462cff238ee8f93b872038bf23d7b7c","observation_id":"dc7df3aa-7089-40a0-9929-0bf8654a08fd","resolution":{"observed_at":"2026-08-02T21:13:54.123820Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:54.274086Z","title":"Financial network systemic risk contributions.Review of Finance, 19(2):685–738, 2015","venue":null,"work_id":null,"year":2015},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":20,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:54.274086Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:6380bd72e41d900af942b0b7c7323096c89c8a7e30745665cb265f5f6362f4ab","observation_id":"a80584a7-ffdd-4c07-98d5-a760acebca65","resolution":{"observed_at":"2026-08-02T21:13:54.274086Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:54.467366Z","title":"A network approach to portfolio selection.Journal of Empirical Finance, 38:157–180, 2016","venue":null,"work_id":null,"year":2016},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":21,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:54.467366Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:0ab6b3b9ca2a093d84707c7f2e59515a0ab7b62618edf1d9bc0d1b7d9f63c8d5","observation_id":"cbd86856-074e-418b-b9c8-891ff4cd0a2d","resolution":{"observed_at":"2026-08-02T21:13:54.467366Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:54.544923Z","title":"Signature-based portfolio allocation: a network approach.Applied Network Science, 9(1):54, 2024","venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":22,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:54.544923Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:1b6e68508c329e36043d1f04ea954fe764e6f6883f9b490c535cf0e1817ba1d5","observation_id":"54d7a243-56ae-4ec6-aa0f-c89b774a90f2","resolution":{"observed_at":"2026-08-02T21:13:54.544923Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:54.666488Z","title":"Network science: a useful tool in economics and finance","venue":null,"work_id":null,"year":2015},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":23,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:54.666488Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:56aaad601070c0ba799d1c403ddf1fcd033cc6d43df8b310b728d0394adb76a7","observation_id":"97069e5a-cdc5-405d-ab27-ecfc757a0efd","resolution":{"observed_at":"2026-08-02T21:13:54.666488Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:54.809276Z","title":"Networks in the understanding of economic behaviors.Journal of economic perspectives, 28(4):3–22, 2014","venue":null,"work_id":null,"year":2014},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":24,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:54.809276Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:81aa4e87246ab4cdcb36d6994473556af95a4c176e04fc19a2cb75ca850b8ccc","observation_id":"de864bf7-cb4e-4573-85b2-268d11ff3846","resolution":{"observed_at":"2026-08-02T21:13:54.809276Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:54.927240Z","title":"Systemic risk and stability in financial networks.American Economic Review, 105(2):564–608, 2015","venue":null,"work_id":null,"year":2015},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":25,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:54.927240Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:ed2bdfdcb93b992e55507333be49f6384f13868b91f9e16cc70ae1ec6e6439d4","observation_id":"cad9eff6-6915-4604-a8ee-2e6d385942ec","resolution":{"observed_at":"2026-08-02T21:13:54.927240Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:55.030840Z","title":"A new method to estimate the noise in financial correlation matrices.Journal of Physics A: Mathematical and General, 36(12):3009, 2003","venue":null,"work_id":null,"year":2003},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":26,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:55.030840Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:eeb74a8be60c39085f678dbc91f343488468c77bdeb1f77a663f735daad426a7","observation_id":"21c03124-fc80-459c-8d95-24377209f2ae","resolution":{"observed_at":"2026-08-02T21:13:55.030840Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:55.225208Z","title":"Noise dressing of financial correlation matrices.Physical review letters, 83(7):1467, 1999","venue":null,"work_id":null,"year":1999},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":27,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:55.225208Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:89d0d96047af76d257b5391fd762878a23ff5bae9ab850dbea0ff208bdbd819b","observation_id":"dba83027-58b1-4a6d-ba41-185e115ef4b7","resolution":{"observed_at":"2026-08-02T21:13:55.225208Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:55.338137Z","title":"Noisy covariance matrices and portfolio optimization ii.Physica A: Statistical Mechanics and its Applications, 319:487–494, 2003","venue":null,"work_id":null,"year":2003},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":28,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:55.338137Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:5de23f2680231dd551fa073416d135329d8b8ea48160e019ff6bdc4283ca688d","observation_id":"44a77fe9-b774-4f14-a23b-33b74dfde7b0","resolution":{"observed_at":"2026-08-02T21:13:55.338137Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:55.516208Z","title":"Noise sensitivity of portfolio selection under various risk measures.Journal of Banking & Finance, 31(5):1545–1573, 2007","venue":null,"work_id":null,"year":2007},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":29,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:55.516208Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:7fb72a52ab4b9389b2f73a45df5201de3b8197afcf4378a3aed6377aa4fae30a","observation_id":"5e39b599-90ae-46f9-b129-56b4ff530331","resolution":{"observed_at":"2026-08-02T21:13:55.516208Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:55.586666Z","title":"The effects of errors in means, variances, and correlations on the mean-variance framework.Quantitative Finance, 22(10):1893–1903, 2022","venue":null,"work_id":null,"year":1903},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":30,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:55.586666Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:563c377ef2cdb7ab25bf1cf97bb61d62c67c54bc0204b4c3ed9af9274145ecbc","observation_id":"1137e726-ebf4-4a67-8a0b-c4a02bcc206b","resolution":{"observed_at":"2026-08-02T21:13:55.586666Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:55.700630Z","title":"Partial correlation financial networks.Applied Net- work Science, 5(1):11, 2020","venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":31,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:55.700630Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:0a61ef6c1036141af2118eb4504d8cccdd7b2e9d7d04ee088865e38fe48630ad","observation_id":"a919a579-2e67-4194-95c3-8fd378987a6f","resolution":{"observed_at":"2026-08-02T21:13:55.700630Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:55.867934Z","title":"Forecasting financial market structure from network features using machine learning","venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":32,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:55.867934Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:4a8aecc68c1077908e4de00c3ff67ed553236b17e6c0e30d9ef98b01151dad1a","observation_id":"d887b832-170b-4fe6-90a4-000fe3fa4c32","resolution":{"observed_at":"2026-08-02T21:13:55.867934Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:55.950873Z","title":"Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection.Intelligent Systems with Applications, 17:200181, 2023","venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":33,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:55.950873Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:c65a45f4203b4fa4ce561797b57b7543ee7279dfab37741b2fbfdc7410bb0f63","observation_id":"83cdf0ed-2056-49ef-8d3e-071c889eb694","resolution":{"observed_at":"2026-08-02T21:13:55.950873Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:56.049340Z","title":"Signed network models for portfolio optimization.arXiv preprint arXiv:2510.05377, 2025","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":34,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:56.049340Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:fac9048cb4b2a608c5864c6273fe174bbbbbf6fefc0c57ec609bb9fa9d425069","observation_id":"efde42ab-7aad-48eb-af47-cf679a054c9a","resolution":{"observed_at":"2026-08-02T21:13:56.049340Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:56.157483Z","title":"Portfolio optimization with digitized counterdiabatic quantum al- gorithms.Physical Review Research, 4(4):043204, 2022","venue":null,"work_id":null,"year":2022},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":35,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:56.157483Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:b75c1c7e18e4047c94acd10120400aa57218456101a2022011844c5d5ab7689c","observation_id":"b1693ef5-4594-4f20-af7a-e04d377eca47","resolution":{"observed_at":"2026-08-02T21:13:56.157483Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:56.273901Z","title":"Train-and-scaling the quantum alternating operator ansatz to solve portfolio diversification","venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":36,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:56.273901Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:012dfddbe41b2da748f874577e0ec1a20557d4a64da79ac644e5df1433acc0c1","observation_id":"5e577b03-61e1-41bc-8890-85d59adb3f43","resolution":{"observed_at":"2026-08-02T21:13:56.273901Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2505.18396","last_updated":"2026-02-28T01:46:53Z","snapshot_observed_at":"2026-08-06T06:15:27.986950Z","submitted_at":"2025-05-23T22:00:22Z","title":"The Lie Algebra of XY-mixer Topologies and Warm Starting QAOA for Constrained Optimization","version":4},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2505.18396","snapshot_observed_at":"2026-08-02T21:13:56.400281Z","title":"The lie algebra of xy-mixer topologies and warm starting qaoa for constrained optimization.arXiv preprint arXiv:2505.18396, 2025","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":37,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:56.400281Z"},"links":{"cited_paper":"/paper/2505.18396","citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:165795a6394587ad014da10b6ad1ad8b39f33833ee83fd7de91627feb4377801","observation_id":"eff7b63a-14c6-48ac-ac46-39e5321bc66e","resolution":{"observed_at":"2026-08-02T21:13:56.400281Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2506.08947","last_updated":"2025-06-10T16:08:29Z","snapshot_observed_at":"2026-08-08T01:50:12.287276Z","submitted_at":"2025-06-10T16:08:29Z","title":"Scaling Portfolio Diversification with Quantum Circuit Cutting Techniques","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2506.08947","snapshot_observed_at":"2026-08-02T21:13:56.562889Z","title":"Scaling portfolio diversification with quantum circuit cutting techniques.arXiv preprint arXiv:2506.08947, 2025","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":38,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:56.562889Z"},"links":{"cited_paper":"/paper/2506.08947","citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:c92ffa9105cfdf9567a8af56381dc53bdaf05b7b70a8845392890135081ff9ae","observation_id":"153ea726-a697-43da-9a95-8e884f5c7e12","resolution":{"observed_at":"2026-08-02T21:13:56.562889Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:56.648365Z","title":"Best practices for portfolio optimization by quantum computing, experimented on real quantum devices.Scientific Reports, 13(1):19434, 2023","venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":39,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:56.648365Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:0e32522e1ffcc1c5933514fae709f5c2823dd75329411ace12ae2d6fc386a913","observation_id":"b23898f0-309f-45eb-9c76-4f369c8ddb5d","resolution":{"observed_at":"2026-08-02T21:13:56.648365Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:56.693069Z","title":"A mathematical bibliography of signed and gain graphs and allied areas","venue":null,"work_id":null,"year":2012},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":40,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:56.693069Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:34a87eb4da8cb5fab7b94603b2466e330df344ab20748b24c09f9c13204f9a76","observation_id":"e71cab1b-8d02-44a4-bdfd-7d754b1edffa","resolution":{"observed_at":"2026-08-02T21:13:56.693069Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:56.753459Z","title":"Structural balance: a generalization of heider’s theory","venue":null,"work_id":null,"year":1956},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":41,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:56.753459Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:d83b64e15299a76cf93cfb157485109a6f9c57ef19aa054b6a544688fe3157a0","observation_id":"a54d2669-4f4f-4cde-9688-4e694a258afa","resolution":{"observed_at":"2026-08-02T21:13:56.753459Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:56.804490Z","title":"On the notion of balance of a signed graph.Michigan Mathematical Journal, 2(2):143–146, 1953","venue":null,"work_id":null,"year":1953},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":42,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:56.804490Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:c81f19549055bda5d2fbe2035e0c5604387696a4185ba9640a9f139b4540efca","observation_id":"2d9929b9-9173-41cf-bca0-35eb2cc70680","resolution":{"observed_at":"2026-08-02T21:13:56.804490Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:56.886916Z","title":"Balance and frustration in signed networks.Journal of Complex Networks, 7(2):163–189, 2019","venue":null,"work_id":null,"year":2019},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":43,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:56.886916Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:6a3c55cde0cdb7be53f6129dfb8a8003e08cd77ec8093109e15b788bf4cf5353","observation_id":"35f8ca27-35a2-4cd7-bfc2-b3958ce4235b","resolution":{"observed_at":"2026-08-02T21:13:56.886916Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:56.959205Z","title":"Measuring the balance of signed networks and its application to sign prediction.Journal of Statistical Mechanics: Theory and Experiment, 2017(6):063302, 2017","venue":null,"work_id":null,"year":2017},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":44,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:56.959205Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:b4c543c1543f421490eb6eb3ea8aa2c654427b565543f2e4fde000353f1d9ef6","observation_id":"61c13e6f-827e-42f0-bb6a-0a978b4b0d5c","resolution":{"observed_at":"2026-08-02T21:13:56.959205Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:57.012165Z","title":"PhD thesis, Institute of Cross-Disciplinary Physics and Complex Systems, IFISC, 2025","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":45,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:57.012165Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:141737b92b08bc7bd24761ed76cafd74dc9deca4fd3c65deeec15718f9c9e30a","observation_id":"03aa4c53-9037-4ad6-b408-9516c0b39486","resolution":{"observed_at":"2026-08-02T21:13:57.012165Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:57.096823Z","title":"Signed graphs for portfolio analysis in risk management.IMA Journal of management mathematics, 13(3):201–210, 2002","venue":null,"work_id":null,"year":2002},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":46,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:57.096823Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:4c90bdb0c203a909f30e9af1aafa723a282c30d00a79666e3312d4f62775c5c5","observation_id":"bbf99e43-6f25-432a-9796-b6791270385b","resolution":{"observed_at":"2026-08-02T21:13:57.096823Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:57.151551Z","title":"Separator-based data reduction for signed graph balancing.Journal of combinatorial optimization, 20(4):335–360, 2010","venue":null,"work_id":null,"year":2010},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":47,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:57.151551Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:5f0b4b058b864e1d7bc5e845b1d493f4ec6358c887d32917d6849a746f140d26","observation_id":"47711786-493a-48d4-b62f-1966ba4c8b01","resolution":{"observed_at":"2026-08-02T21:13:57.151551Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:57.190884Z","title":"The structure of stock markets as signed networks.Journal of Industrial and Systems Engineering, 13(1):136–146, 2020","venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":48,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:57.190884Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:d61e4b564a652f5f954f7eb58a0c1724b7c9f73acc3cfd965329adf0dcf93f58","observation_id":"13d10082-f83e-4108-afa6-2e630255edbf","resolution":{"observed_at":"2026-08-02T21:13:57.190884Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:57.243823Z","title":"The maximum balanced subgraph of a signed graph: Appli- cations and solution approaches.European Journal of Operational Research, 236(2):473–487, 2014","venue":null,"work_id":null,"year":2014},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":49,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:57.243823Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:35de60a78f002f82a25a4bd372ceb32b8691809b806d0538a72dc182da435122","observation_id":"d11b4eaf-8dd9-4d46-a339-bea7760a2101","resolution":{"observed_at":"2026-08-02T21:13:57.243823Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:57.342835Z","title":"Applications of signed graphs to portfolio turnover analysis.Procedia-Social and Behavioral Sciences, 211:1203–1209, 2015","venue":null,"work_id":null,"year":2015},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":50,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:57.342835Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:f486a79c2f41b8b97c93bb66ede3bdb68fa9f12e9ea6bbf6e0d65560f5869fa8","observation_id":"79341e83-0d1c-4df2-a43a-e3bb91605ded","resolution":{"observed_at":"2026-08-02T21:13:57.342835Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:57.484690Z","title":"Global balance and systemic risk in financial correlation networks.Physica A: Statistical Mechanics and its Applications, page 130698, 2025","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":51,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:57.484690Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:9f03a2735dfbdd4fa69796a5e2d05795680dafa20ec0f8f29f8fadde8ab2efa6","observation_id":"e3f20d3d-825e-4fe7-a87f-f44112aa764b","resolution":{"observed_at":"2026-08-02T21:13:57.484690Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:57.589572Z","title":"Introduction to corre- lation networks: Interdisciplinary approaches beyond thresholding.Physics Reports, 1136:1–39, 2025","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":52,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:57.589572Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:54736225253c0e1f28655451639f00339cdaaefacdab5863cf203b6fc62c010c","observation_id":"9a44280e-1af4-4d9c-b4fc-3255102c876c","resolution":{"observed_at":"2026-08-02T21:13:57.589572Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:57.734248Z","title":"A survey on gaps between mean-variance approach and exponential growth rate approach for portfolio optimization.ACM Computing Surveys (CSUR), 55(2):1–36, 2022","venue":null,"work_id":null,"year":2022},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":53,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:57.734248Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:69accc0dc3b97c8356f1379eccad986ccd33d7f60c5219086208b241acdf57e1","observation_id":"a3846733-8a1e-49e0-a576-78f39697d5ef","resolution":{"observed_at":"2026-08-02T21:13:57.734248Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:57.870648Z","title":"Cambridge university press, 1999","venue":null,"work_id":null,"year":1999},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":54,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:57.870648Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:122757017b1f30dfef9b334038b7d76d9aa241fe2475840cc552c59674ab8b1f","observation_id":"a588af5a-c9aa-4e0e-8854-28d86fa64e5c","resolution":{"observed_at":"2026-08-02T21:13:57.870648Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:57.986543Z","title":"Generalized autoregressive conditional heteroskedasticity.Journal of economet- rics, 31(3):307–327, 1986","venue":null,"work_id":null,"year":1986},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":55,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:57.986543Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:b2aefcf19d042e2e10c402be48f5e79e99811e8a02d7780d987c0a988b13d7c9","observation_id":"04ebcd71-ba7a-4293-aa1a-49cf92798788","resolution":{"observed_at":"2026-08-02T21:13:57.986543Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:58.107961Z","title":"Autoregressive conditional heteroscedasticity with estimates of the variance of united kingdom inflation.Econometrica: Journal of the econometric society, pages 987–1007, 1982","venue":null,"work_id":null,"year":1982},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":56,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:58.107961Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:6f30fba1601b501b43e7220461d6c971fee436003d86118efec021e03e738ae5","observation_id":"c6921643-3c2b-4b80-a5e7-9089f22c6455","resolution":{"observed_at":"2026-08-02T21:13:58.107961Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:58.186861Z","title":"Is gold a hedge or a safe haven? an analysis of stocks, bonds and gold.Financial review, 45(2):217–229, 2010","venue":null,"work_id":null,"year":2010},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":57,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:58.186861Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:479743d9dac9be9a3147a4b1a1c2456364f798a4593d88614d1f5f6026de8f32","observation_id":"07d20345-ecc4-4858-ac5e-02949b5a606a","resolution":{"observed_at":"2026-08-02T21:13:58.186861Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:58.281706Z","title":"The k-clique densest subgraph problem","venue":null,"work_id":null,"year":2015},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":58,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:58.281706Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:f3e63ccf89d0233b77b821537464d162f95c2f7ff010fdcf6709e821b22d9485","observation_id":"79efe2db-c69a-4ec1-96b2-3b0349e37ebf","resolution":{"observed_at":"2026-08-02T21:13:58.281706Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-02T21:13:58.440850Z","title":"Reducibility among combinatorial problems","venue":null,"work_id":null,"year":1958},"citing_paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization","version":2},"reference_index":59,"source":"pdf_text","source_observed_at":"2026-08-02T21:13:58.440850Z"},"links":{"citing_paper":"/paper/2602.21362"},"observation_digest":"sha256:3b9bfdae06c5c2c6a22c7d369c45ebdb58f0ba3a4e9b33088cef91d611a09ed3","observation_id":"06fad5ae-7d8e-4a09-8ed7-f7fbcbb66b5a","resolution":{"observed_at":"2026-08-02T21:13:58.440850Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"paper":{"arxiv_id":"2602.21362","last_updated":"2026-05-26T19:02:56Z","latest_version":2,"primary_category":"math.CO","snapshot_observed_at":"2026-08-05T14:03:41.902673Z","submitted_at":"2026-02-24T20:46:46Z","title":"Signed network models for dimensionality reduction of portfolio optimization"},"reference_resolution":{"displayed":59,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":59,"verified_exact":0,"verified_fuzzy":0},"total_outbound_references":59},"refusal":"A citation records a reference. It does not transfer a finding from one paper to another.","schema":"pith.paper-citation-record.v1","standing_sources":[{"observed_at":"2026-08-09T06:31:02.800959+00:00","source":"crossref"},{"observed_at":"2026-08-09T06:30:57.326959+00:00","source":"retraction_watch"}],"thesis":"As of 9 August 2026, this Paper Citation Record lists 59 of 59 outbound references and 0 inbound Pith citation observations for arXiv:2602.21362."}