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Paper Citation Record · LEDGER

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making

As of 10 August 2026, this Paper Citation Record lists 100 of 112 outbound references and 0 inbound Pith citation observations for arXiv:2607.08291.

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

pith.paper-citation-record.v1
2607.08291 v1

Coverage vector

measured 100 of 112 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-07-10T09:56:20.351339Z

measured 100 of 100 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-09T06:31:02.800959+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

100 of 112 outbound references displayed

  • verified exact11
  • verified fuzzy83
  • unresolved3
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch3

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation ca78f6dc-f00e-4fd9-a83b-ea37a79b96c7 · outbound

This paper cites Mathematics and financial economics , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematics and financial economics , volume=

Reference 1

Resolution
verified fuzzy
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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:6f887eecdb868e7d74ef915f8ea0dd2696c817b14073ef9316f3f9cb8ca28026

Observation 5028cd6d-8e0f-4dbf-a4f0-f215138eb5b8 · outbound

This paper cites 2011 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2011 , publisher=

Reference 2

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.980508Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:203947230f971de5ff80462f83a2410e3d447ae00a4ea36fda5abb9b633d6482

Observation 9cb2aaa9-e5dc-4a5f-bca0-995923ccbf52 · outbound

This paper cites Applied Mathematical Finance , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Applied Mathematical Finance , volume=

Reference 3

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.883629Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:d76a988639a136dbb4c63b8e0484366d7c21cb92f5e75d1fea35d80a3baa5209

Observation 05de028b-3157-446d-a450-3c83260a705e · outbound

This paper cites Mathematics of Operations Research , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematics of Operations Research , volume=

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.903064Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:7cdef3ab2fd306a8b70b68ccb4110e9ceed4549b5115c12654347cd1bd093628

Observation fe5e74a0-7e16-45e7-a8b7-cb10a00201c3 · outbound

This paper cites Mathematical Programming , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematical Programming , volume=

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.946433Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:67e09a155453141c1c827abf65952547f1e6c38bb505037cb875986e7d6060a2

Observation d3783a72-b65b-4487-933f-9cecc7be9666 · outbound

This paper cites Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model , year=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model , year=

Reference 7

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.985801Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:840f3a5312ed9f51d879c2c15d798d41269e3347c7fbac899de2930c26bdd307

Observation 28945a0c-b6c6-48c2-823a-00912d0c4324 · outbound

This paper cites The Review of Financial Studies , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making The Review of Financial Studies , volume=

Reference 8

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.960804Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:21d02004909b82e32adaadc982f4928385023cb60d1915c862ed3e4d13a1b0b5

Observation f8ba81d0-eab7-4a51-ba6e-20e68a36e087 · outbound

This paper cites The Journal of Portfolio Management , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making The Journal of Portfolio Management , volume=

Reference 9

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.988825Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:fd24f7952aab2eabe26c1af56324363cd0842cc8a8c91afab4f777d29328bd68

Observation 4ee15cf7-d0b0-433e-b9c5-14133b3f0f86 · outbound

This paper cites Journal of Financial Economics , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Journal of Financial Economics , volume=

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.893751Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f49ca27abc536c6145146d4e0f2440ed8162f7e492aa9ad5f533387002011e1f

Observation 93c1745d-1793-47b9-bb8d-b637bd86bbbe · outbound

This paper cites Applied Mathematical Finance , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Applied Mathematical Finance , volume=

Reference 11

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.883829Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:18a474539b20b297611d96db6ced925e59216769d7cfc980d16e6ba5630eea57

Observation 55a38ecb-63f7-4682-919a-1bbfd7bda60f · outbound

This paper cites Review of Economic Dynamics , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Review of Economic Dynamics , volume=

Reference 12

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.891872Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:9b11792bbec9a95412374012c30410eaef83b0d52e31b35d2dff1a431cd34947

Observation 7b8337e3-d298-4583-8ce5-528e0eb377df · outbound

This paper cites Management Science , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Management Science , volume=

Reference 13

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.962465Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ad7c58bab6488cc4ed9b9d4248f70adb7b8a7ca27edbef962087dbe5ab01b4d8

Observation acae4806-5eaa-44c3-b032-708bad3cf442 · outbound

This paper cites Acta Numerica , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Acta Numerica , volume=

Reference 14

Resolution
verified fuzzy
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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f003bd7c04623cd16d958248c9dbcbed4313b56e0c32e8a55ce76edb1684c7d2

Observation d93c52de-50b1-4fa9-bc17-e1cdda4162e1 · outbound

This paper cites Management Science , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Management Science , volume=

Reference 15

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.944755Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:a49f926f1ae33b8a877c8b21850eed2973469abfdc2dd7f0d380654f467ad382

Observation c3bc6806-9ae5-4340-aa27-1f0603b5bc8f · outbound

This paper cites an unresolved cited work.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Unresolved cited work

Reference 16

Resolution
unresolved
raw_fallback, observed 2026-07-10T09:57:00.858768Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:53f375def363100ed350582b7c0b5e09e2fe5a3aac7594630750f8d83a24330e

Observation 6748953f-91ea-41f1-bbb7-d900deffe4d2 · outbound

This paper cites Intraday market making with overnight inventory costs , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Intraday market making with overnight inventory costs , journal =

Reference 17

Resolution
verified exact
arxiv_id, observed 2026-07-10T09:57:00.672323Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:4acd5053b0e0811118626216c3cb7e7e7d23d09d9256f02df1f84dc01f612275

Observation eba7eb79-e13e-4a8b-b166-098177881223 · outbound

This paper cites 2013 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2013 , publisher=

Reference 18

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.929268Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:8497e99bbd1afb5b4f71a4d905c5ccc3c5427ee571612cd15832a3cee268645e

Observation 6006cfa6-30bd-4d18-90c5-a307cc094f10 · outbound

This paper cites 2004 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2004 , publisher=

Reference 19

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.985388Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:53921df322a8e4b78240ec7595e9bee0cf23c1696f52a7ab205476656c7c9bab

Observation ccc5d225-3a0a-464a-8b47-577715708259 · outbound

This paper cites Journal of the Operational Research Society , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Journal of the Operational Research Society , volume=

Reference 20

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.951902Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ec79e7323067a8834d820197935ac3b52de46da87642532d82fdcf48d0d5f3d3

Observation dc00328d-59c9-422b-8b2f-e7e031c69a69 · outbound

This paper cites 2009 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2009 , publisher=

Reference 22

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.989058Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:5eb32e1972749f3de1f01fa874b2dd05f4020fccbab91b2df2234447c9274be5

Observation 3a2f481c-80aa-4913-abe7-7832de080c8b · outbound

This paper cites Management Science , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Management Science , volume=

Reference 23

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.918936Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3fbff6a1fd4d0815f0c6a927b8218087f12cb082028859bea5174b22f0018e6d

Observation a8af04d3-5f51-4dc0-aecf-13a15e949974 · outbound

This paper cites Histological and Histochemical Methods - Theory and Practice.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Histological and Histochemical Methods - Theory and Practice

Reference 25

Resolution
metadata mismatch
arxiv_id, observed 2026-07-10T09:57:00.657557Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:eb73c5eb9da7d5e373bc054586d353040d37052d2276459fd4b9f95ffaa5b727

Observation 914dd3b2-71a3-4f23-8afc-a8ef3ad659c0 · outbound

This paper cites Quantitative Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Quantitative Finance , volume =

Reference 26

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.987380Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:030731dc2439b0eac726e24817e8ac176d48616ab5bafcec09cd864698c693c8

Observation 3bed317a-81f0-42d7-a45f-e0bbbec3f100 · outbound

This paper cites Optimal trading strategy and supply/demand dynamics.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Optimal trading strategy and supply/demand dynamics

Reference 27

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.662065Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:9d4cb0bb381b00d66a870e29030909e141d536633ad09504c755804010b954c4

Observation b7301f4a-ec21-41c7-bdca-185d7b676d87 · outbound

This paper cites Dealing with the Inventory Risk. A solution to the market making problem.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Dealing with the Inventory Risk. A solution to the market making problem

Reference 28

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.634053Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:9f4c85c65fcad1363aa2ddb818dd530e24666a04594eac21978e89571643739e

Observation 70f2b50e-de47-4f01-ad45-b7e33427c3d9 · outbound

This paper cites Optimal Make-Take Fees in a Multi Market-Maker Environment , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Optimal Make-Take Fees in a Multi Market-Maker Environment , journal =

Reference 29

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.880154Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:0d7589ce953b08d08b10019692176d5d1a2628179e01b34708211b42c51e43ad

Observation de1e229e-a8fc-4de0-a99b-ead9bdfc04d4 · outbound

This paper cites Applied Mathematical Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Applied Mathematical Finance , volume =

Reference 30

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.969620Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:13dcb2dd39c08eb5b850320e27d315b6753309c4b59aa4a0a6b214769d66cc6d

Observation c1ef225f-7879-42b9-9e0b-9644966c958b · outbound

This paper cites Buy Low, Sell High: A High Frequency Trading Perspective , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Buy Low, Sell High: A High Frequency Trading Perspective , journal =

Reference 32

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.908531Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:00a2b979c2d1c7cc004eb3984d6b62279f9cf27d8a8f35d9482839289ccb0e77

Observation 5bf9a22e-48b8-4f5b-8fe2-417e8cb12aa9 · outbound

This paper cites Applied Mathematical Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Applied Mathematical Finance , volume =

Reference 33

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.926258Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:9a6389168ae25a25111cd99145d739e145bf25acd94cbea9e4d613bb92793558

Observation 6b1704db-c702-462a-8b49-e41d4b927d01 · outbound

This paper cites Mathematical Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematical Finance , volume =

Reference 34

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.669240Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:0baf8e93f977eef61bf7919e734af9698acbbf62f6a0fcb7074a1d91a6ff7267

Observation 68f6bc1d-db3f-44ab-a2e7-9bc92ebf86d9 · outbound

This paper cites Quantitative Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Quantitative Finance , volume =

Reference 35

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.982256Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:5ae78180e2b861ea7ed169bd2068ac8d166e0c160cf696788fc34df9c2259ece

Observation 4a5f22a2-45ed-4d5a-85c9-e9bcc872467f · outbound

This paper cites Proceedings of the 17th International Conference on Autonomous Agents and MultiAgent Systems , pages =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Proceedings of the 17th International Conference on Autonomous Agents and MultiAgent Systems , pages =

Reference 36

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.847539Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:b0e9a8dbe21dee34a6d5d54828c57daeac4d9936e8a6432403a15dc864f24b31

Observation 7261a16e-34d3-4f2c-b6ae-a43850cff57e · outbound

This paper cites Applied Mathematical Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Applied Mathematical Finance , volume =

Reference 37

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.972863Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3de1dd8f7ccde967c8572f73485c2e8227a1c65518f0a9897d0bfedbcf34da93

Observation d2e0f06c-ea65-428b-a6de-bea038fcf862 · outbound

This paper cites Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence , articleno =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence , articleno =

Reference 38

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.955451Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:2d93c9cd67071ad6c716300ed894bb6c7c51ac9d91cceb4c9ce89113ca137d74

Observation 76794271-cb82-489a-a53c-e8cf4010e8e6 · outbound

This paper cites 2019 , eprint=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2019 , eprint=

Reference 39

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.945476Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:8fd5e24702ace9c9a75e6cc5a3775ed392fc862f6f2e9775e083addb3d093e7b

Observation 9395fe20-da12-464e-ab98-ab0c96d2b8f5 · outbound

This paper cites Online Robust Reinforcement Learning with Model Uncertainty , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Online Robust Reinforcement Learning with Model Uncertainty , volume =

Reference 40

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.980731Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:c06837a03b199b6870989c34b7f7c43a1dc59716b85856263ed87f3054ffff56

Observation fb981576-0992-40bf-a46a-09dd7dbe0779 · outbound

This paper cites Kernel-Based Reinforcement Learning in Robust.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Kernel-Based Reinforcement Learning in Robust

Reference 41

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.915388Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:306f6c20b1e8f0c3abb8e1673800a80af5f33495d79ce8ca982f93c84e775b3c

Observation 18630481-647e-4592-b256-ec098ad405f0 · outbound

This paper cites Reinforcement Learning under Model Mismatch , url =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Reinforcement Learning under Model Mismatch , url =

Reference 42

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.922369Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:117e96adc3112b5eb4db002b7616c2026bc3929d470c9d493c1af12052634751

Observation cb6f549c-b78e-4b89-8831-f1330f436d48 · outbound

This paper cites Proceedings of the 31st International Conference on Machine Learning , pages =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Proceedings of the 31st International Conference on Machine Learning , pages =

Reference 43

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.924006Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:43f1c9b298e428d331b046a239800097da4a2ef66d9b8b74e5b2dfc6446e3558

Observation a5fefb80-3462-4f31-b059-760260d92cce · outbound

This paper cites Robust Markov Decision Processes , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Robust Markov Decision Processes , journal =

Reference 44

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.943016Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:02ef8b3c13afc8bad6e200693e5fc3344e3b018c74d34ba9a7aa60884af94a93

Observation a362c6bf-bbe4-47a6-87c9-386b7255ebfb · outbound

This paper cites Robust Markov Decision Processes: Beyond Rectangularity , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Robust Markov Decision Processes: Beyond Rectangularity , journal =

Reference 45

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.959323Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:64a3465ae047776282e756d7acb9a7ff34ec91ce5823f7606a983828829db6bd

Observation 2884f62d-5c62-43e9-8d50-c6ff00fa105c · outbound

This paper cites and Singh, Sundeep and Moore, David , title =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making and Singh, Sundeep and Moore, David , title =

Reference 46

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.987119Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:feaa5aefc45f3a71ac9455bbe523afb401ec511e7693099c5b785be6c31caf20

Observation 54250dfb-a44a-4a39-85b5-6ab5145d87c6 · outbound

This paper cites Mathematics of Operations Research , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematics of Operations Research , volume =

Reference 47

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.927969Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:eba13dfdb58d830fc110bc2edfa7e4706f12baa65b52ccb91e92bba01313e6d2

Observation 34fb49ea-f0f9-4ed1-a137-ce2f27193aff · outbound

This paper cites an unresolved cited work.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Unresolved cited work

Reference 48

Resolution
unresolved
raw_fallback, observed 2026-07-10T09:57:00.932544Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:d726d7dbb2bb90b7ff760a649c7974d8f73cdf94f2d4e75c4f1969c484b2d528

Observation fd1cd453-5dba-40a0-bb60-5400e881b470 · outbound

This paper cites , title =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making , title =

Reference 49

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.971217Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:be8aec0a6650bfddfb2c00fbd9e6400f55e608dd6cc6c6433f08db36eeaf676d

Observation 2469b0ac-989f-45a6-82b8-81ccc15d576d · outbound

This paper cites Operations Research , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Operations Research , volume=

Reference 50

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.966134Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:31909299b8c82807fb62ae7e7701a6c2cea177071be83a536db9505026db9914

Observation b4a5ff80-4545-478a-a9c6-dda42e33a626 · outbound

This paper cites Neural computation , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Neural computation , volume=

Reference 51

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.976577Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:9e25ee132590140485ee7ef400828e978155ff5888e66319603a4771a96d5f35

Observation 02f48ab4-0279-416d-8a45-a2aa7c453b07 · outbound

This paper cites and Border, Kim C.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making and Border, Kim C

Reference 52

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.849729Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:710c7a2b8a1151386fabf0639843e47bd7803dea33a2405785f89ca82c115c0e

Observation f79146fe-c107-4749-82d3-0a6b5bb6369e · outbound

This paper cites High Frequency Traders and Asset Prices , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making High Frequency Traders and Asset Prices , journal =

Reference 53

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.973177Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:284d26031b744e3aea2105470c4cdbd9c850a20188202739217a091bf2bc1860

Observation ba28d259-96a7-4041-a8e9-4abd0ba0be63 · outbound

This paper cites Quantitative Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Quantitative Finance , volume =

Reference 54

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.895651Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:39e7ac96fab8b9454ba14ea83e34f31a1c783b7fa0afbe4a115bfec220f74e52

Observation 13a11fd3-92c2-4f7d-aa8d-174e0fac70bc · outbound

This paper cites Market Making With Signals Through Deep Reinforcement Learning , year=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Market Making With Signals Through Deep Reinforcement Learning , year=

Reference 55

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.919121Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:034964d5c18afc72d813b36fed57f79df2934b78963be090100c9be2ac3dc2c9

Observation cb2cc2f7-1925-497b-ad74-9da445d549ee · outbound

This paper cites Proceedings of the AAAI conference on artificial intelligence , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Proceedings of the AAAI conference on artificial intelligence , volume=

Reference 56

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.887520Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:cb24421ab620b9edabfb708935e86a1972900ec5b2f17b17f9559d53aba8fbdb

Observation e5e4faae-e1e4-49dc-8e31-a02d568f53e4 · outbound

This paper cites 1921 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 1921 , publisher=

Reference 57

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.924441Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f202ddbb4309109a47ec64968305c86a285d4fe74b4116eda7f950305e2482d7

Observation 2a0bb906-8621-482f-be10-d165208c39af · outbound

This paper cites Mathematics , VOLUME =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematics , VOLUME =

Reference 58

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.866861Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:77713d7c99e1f753a3058fa2460f9b8352f9c8a9eb320c31c4907a2274c9dfe3

Observation 6ede8cd2-e766-42c5-8c73-bc445bc8238f · outbound

This paper cites Proceedings of the Second ACM International Conference on AI in Finance , articleno =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Proceedings of the Second ACM International Conference on AI in Finance , articleno =

Reference 59

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.990702Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f390e0ebb738549097e9114be52695e23a7395ecf3ea21a3c350622ef41cd391

Observation fde1b3c0-ce3c-4f19-ad7b-6dcefd1aa9df · outbound

This paper cites Advances in Neural Information Processing Systems , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Advances in Neural Information Processing Systems , volume=

Reference 60

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.917190Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:fe00421248d3b1ae228e79c725c358350e3dd434e2a20de07ccb4e51e0f9219b

Observation 8685d7f5-3870-4a54-8fed-8d5a917a298b · outbound

This paper cites 2013 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2013 , publisher=

Reference 61

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.886794Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:27dc68c819b74860e5b5c7ced0e7853dfa6705c9fb42f1c2dd83216b49921f0b

Observation f99531e8-ae73-4587-bf58-36cebcbc2a01 · outbound

This paper cites 2007 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2007 , publisher=

Reference 62

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.957320Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:c239dbc9d06f355d28be842c1174f7e39475348e506c305226fb64a672b7bfb6

Observation e8e61e87-8138-4de9-b735-fa342aef5c4b · outbound

This paper cites 1981 , author =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 1981 , author =

Reference 63

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.950551Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:7537506916490f0020593a95244947e00a2f59ac55218e76a27fbc0dbb21bc7c

Observation e04de940-3687-4f42-ae8f-d39533142797 · outbound

This paper cites Mathematical Finance , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematical Finance , volume=

Reference 64

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.969819Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:e62f9806b958377d3174292ff5ae8013d5ca271f639b420c7466877899f7beac

Observation e93e8719-6379-45ae-ad6c-1fe4397bb1c5 · outbound

This paper cites The Review of Financial Studies , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making The Review of Financial Studies , volume =

Reference 65

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.947124Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:1e93fba152ccb1971ed25502c104029993eb9ec06db4fa387ce9e6b05236bf54

Observation c5051859-d39e-464c-99e9-af3c79e938d6 · outbound

This paper cites Advances in Neural Information Processing Systems , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Advances in Neural Information Processing Systems , volume=

Reference 68

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.906947Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:05b1678c5bddad6871e7a0e0edca253cea945fbae4c0cb06ab667a513686136f

Observation cbf0ee43-e8c9-4515-896c-7e029a7166fb · outbound

This paper cites Deep Reinforcement Learning in a Handful of Trials using Probabilistic Dynamics Models , booktitle =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Deep Reinforcement Learning in a Handful of Trials using Probabilistic Dynamics Models , booktitle =

Reference 69

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.948983Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:af30d99994cd29b9823cc88bf0d40d0ea25fe4bef8026bc497b8bfddae89ba56

Observation d4cbf990-00df-4e4d-860f-7bff6d2e16e3 · outbound

This paper cites Journal of Financial Econometrics , year =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Journal of Financial Econometrics , year =

Reference 70

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.912180Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:67a29fa4add21e99530e72f689ac26d3d3261f91045fd1eba26e9c472758baf5

Observation ddb6515a-9d71-4d58-afc6-1f98b29c5425 · outbound

This paper cites Turbocharging Monte Carlo pricing for the rough Bergomi model.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Turbocharging Monte Carlo pricing for the rough Bergomi model

Reference 71

Resolution
metadata mismatch
arxiv_id, observed 2026-07-10T09:57:00.654118Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:cbb34f3ba51c5cd579c0ec27ba3b730dc58811ddd7ebbacaa2fdcf7a68a54e53

Observation b0dd6992-42fd-4da5-9f3c-0064037d21a9 · outbound

This paper cites and Bollerslev, Tim , title =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making and Bollerslev, Tim , title =

Reference 72

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.882027Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:edf7a9b93e52a5f2cc05d706651a30ba48497389bf52cfb9bc5bf448703d50f5

Observation 4775adfb-3c07-4898-af75-50ba698c4419 · outbound

This paper cites 2015 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2015 , publisher=

Reference 73

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.974811Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:65a985efd94075a692a88b489fe6f5fde5c5ed155036115a61b4411cba207a1a

Observation febc2085-d5cb-454f-ad38-47554f25d235 · outbound

This paper cites International Conference on Learning Representations , year =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making International Conference on Learning Representations , year =

Reference 75

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.868753Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:d7626790935c968df45b572217ce60a8e43e3568b2557f0a79de380f56834171

Observation e478df3b-11c4-43bd-8b60-432f55d385e6 · outbound

This paper cites Risk , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Risk , volume =

Reference 76

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.982071Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:2a500bc2bc8e9ed77ad22c7c99cdb0e4496ca1e7eeea545493c79114d1e6edb8

Observation ff6deecd-1c51-444c-a61d-97e87a1a9c22 · outbound

This paper cites Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets , journal =

Reference 77

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.906629Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ec34eb364e4ef5c217c976d143744f50981ce78398ee0e1637100f091f997e34

Observation cc674c13-ecae-4079-b8eb-de09720a24fd · outbound

This paper cites Direct estimation of equity market impact.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Direct estimation of equity market impact

Reference 78

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.937475Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:d42dd30f17d57262ec2234e462fd5880e304d4d803bf878a1723805410476a60

Observation 3b349ef1-3e7c-46e3-acff-48864439c3cb · outbound

This paper cites Andersen and Tim Bollerslev.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Andersen and Tim Bollerslev

Reference 79

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.911997Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:4429e8d8ff83232557513994be849a30aa7e3bc01314dbf51e80fb9cea16bb32

Observation 2468ab21-806a-461c-bf34-efe5f355fe7b · outbound

This paper cites High Frequency Trading in a Limit Order Book.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making High Frequency Trading in a Limit Order Book

Reference 80

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.665423Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:8abc21dbde0c02eaeff35dc6be5b9cfbd7ef2a6007988df722e30448ba0c8f7b

Observation 930c30dc-bddd-4be4-8501-1c17bfcf558a · outbound

This paper cites Pricing and hedging derivative securities in markets with uncertain volatilities.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Pricing and hedging derivative securities in markets with uncertain volatilities

Reference 81

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.910396Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3f83378d21e6d7c58addc8330425f545c91764ac28b7005685a3fb217da6fe6c

Observation baf988b0-cd35-4180-a08d-2264794e7cd7 · outbound

This paper cites Stock return predictability and model uncertainty.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Stock return predictability and model uncertainty

Reference 82

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.922707Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3b5cd56ac7cf941b16ab4942667318aa5ee52914dca471ececd795816a9d6388

Observation 9eedabed-1c29-483c-89d2-30dc798c3703 · outbound

This paper cites Optimal make-take fees in a multi market-maker environment.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Optimal make-take fees in a multi market-maker environment

Reference 83

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.654745Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:9d933ad74a4413d8f1905d3d689c097d570b25ff49e0283436b86a3471d02099

Observation bd1c66dc-b3c5-4247-ac21-aad861d6bd23 · outbound

This paper cites Best and Robert R.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Best and Robert R

Reference 84

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.976498Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f7dfd4f3b9eea3cd22047187efc33ac80ecfa32ae68d797bff57b368f716a651

Observation d9cdd83d-670b-4149-94dd-684ef7de62b4 · outbound

This paper cites Convergence of probability measures.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Convergence of probability measures

Reference 85

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.901307Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:7ce26da5db2f24ee67aa77a163a7e84a00b19bd0238fd4ff3a32413d17fcddc9

Observation 8968aabe-5d6d-4506-81b6-ce1729d19515 · outbound

This paper cites Algorithmic and High-Frequency Trading.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Algorithmic and High-Frequency Trading

Reference 86

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.971560Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:e285b63a0553e9624cb06cb9b945f6fdea0a92c82845665e6694ba35c25f92d1

Observation de12c6bb-6326-4577-b803-96cf0e16c73c · outbound

This paper cites Risk metrics and fine tuning of high-frequency trading stategies.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Risk metrics and fine tuning of high-frequency trading stategies

Reference 87

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.667921Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:73df763eed1a113b780d26bbf243036ea6685643d491ec18d832c745ef254c41

Observation d62911cb-f6b1-49ce-b6ed-26257fa1b1ac · outbound

This paper cites Chopra and William T.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Chopra and William T

Reference 88

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.978829Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:c13c380bddc1d51bc4cf9508edea64640a12f3619e088a700ad79c5feb1a3415

Observation 1d32a389-c96f-429f-832b-5bb48f3e9ca9 · outbound

This paper cites Deep reinforcement learning in a handful of trials using probabilistic dynamics models.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Deep reinforcement learning in a handful of trials using probabilistic dynamics models

Reference 89

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.966425Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:2ad06a2293681fb4c25bb5e5b52920b046afd2a8d8d15b4a0c31ca8895be9f5a

Observation 412c8eb6-537c-407a-aaa1-8bfcc0423e29 · outbound

This paper cites The price impact of order book events.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making The price impact of order book events

Reference 90

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.888418Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:99353c40f672b9d7a455b44dc6f1713c83c06fd02056208fe453106f63ea5746

Observation 847f6fb1-b918-4a84-b33d-f436bbbb7360 · outbound

This paper cites Delage and Y.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Delage and Y

Reference 91

Resolution
metadata mismatch
arxiv_id, observed 2026-07-10T09:57:00.666867Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:23cc52cabe935ba5c2488e1c92d9d6d16fec14822d21c425b36c2f77fc27d714

Observation 54d86b02-d910-4998-be78-6801f6bc1330 · outbound

This paper cites Distributionally robust stochastic optimization with wasserstein distance.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Distributionally robust stochastic optimization with wasserstein distance

Reference 92

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.964293Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:2557cc8d55861c7bbd5d68dda75365553501a51c1b5bec70b75811be4f238d7b

Observation 5b35fe63-3f5c-4a89-8cd3-db41cfa5b3dd · outbound

This paper cites Limit theorems for markovian hawkes processes with a large initial intensity.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Limit theorems for markovian hawkes processes with a large initial intensity

Reference 93

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.673117Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:df3eb305a3bb4b43da9b22b3e6b11508e4038b6d2b4ea94d09f8df50ee2f52ba

Observation 7682aa63-013c-4835-b8ea-4c261c153b27 · outbound

This paper cites Zenios, Sundeep Singh, and David Moore.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Zenios, Sundeep Singh, and David Moore

Reference 94

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.953891Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:2cc608b19a3396fabd4de73da48995aebe3653ea3a6534cbb0e0f22cead86540

Observation 42292ff5-c175-4553-82af-c81fe8a58360 · outbound

This paper cites Robust markov decision processes: Beyond rectangularity.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Robust markov decision processes: Beyond rectangularity

Reference 95

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.913913Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:e1d81aff556acaae2f09185b89aa77d9e8302c7fe5f12ca0fe834feaec574252

Observation 2c60449d-cd58-489a-a436-33b9bc901367 · outbound

This paper cites Deep reinforcement learning for market making in corporate bonds: beating the curse of dimensionality.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Deep reinforcement learning for market making in corporate bonds: beating the curse of dimensionality

Reference 96

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.832419Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:b9002dd78a478faf020a626d299ef74d8eff57b5422b11101224fe55e617cc81

Observation 433a05ea-bfb8-40e4-9eb5-f0ee6276da70 · outbound

This paper cites Dealing with the inventory risk: a solution to the market making problem.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Dealing with the inventory risk: a solution to the market making problem

Reference 97

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.920639Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:6dc771a257285b17479e836c64c3fd7b6d5b3bbd5f87331542f7b7f91f1eef25

Observation 985ac7fb-57d6-4fe9-882b-2954123bd65b · outbound

This paper cites Optimal High Frequency Trading with Limit and Market Orders.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Optimal High Frequency Trading with Limit and Market Orders

Reference 98

Resolution
verified exact
arxiv_id, observed 2026-07-10T09:57:00.670836Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:331e1bf784c39a869f30315ae3e03064b4f2deb88432607f606270cbf2143428

Observation 619b2a1b-8875-4644-ad0e-e7c128f1597e · outbound

This paper cites Robustness.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Robustness

Reference 99

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.992541Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:8bbf1016ba0e2bc42dc5b9c6249f2ee1e0512dc18f4829f5e123a12abe570bdf

Observation b03e692f-9f3e-44b2-86be-f9e555106762 · outbound

This paper cites an unresolved cited work.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Unresolved cited work

Reference 100

Resolution
unresolved
raw_fallback, observed 2026-07-10T09:57:00.917366Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:03c123106d2bfa8701a7dffe559df72d719222c2a986c7805374b3e3205b390f

Observation 1ac31e38-9e33-4234-8dde-0c8227d7457a · outbound

This paper cites Distributionally robust optimization.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Distributionally robust optimization

Reference 101

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.830633Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:58743efd46cad1cc266b791a43196f5cd7df26326c05500393d7df0bc9336be9

Observation df3dc861-d269-40ee-9b3f-f80f25ef6e79 · outbound

This paper cites Simple and scalable predictive uncertainty estimation using deep ensembles.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Simple and scalable predictive uncertainty estimation using deep ensembles

Reference 102

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.940187Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:10d32163577cf9a4b2da7ef9f43ee9a6d35c03f079fde29137c1da5d76624c60

Observation 2ecb76d9-40eb-436a-83a4-dec913ee307b · outbound

This paper cites Kernel-based reinforcement learning in robust M arkov decision processes.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Kernel-based reinforcement learning in robust M arkov decision processes

Reference 103

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.948182Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f515a4ea2ab2aae29f3673e7c73e77268a32fdcc0ad9dce229c06d88a69ef462

Observation 3b3356ef-ab80-45f7-95ec-f62a627791ae · outbound

This paper cites Decoupled weight decay regularization.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Decoupled weight decay regularization

Reference 104

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.962696Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:7687f56656d594063d4417022b9aeac91c2e557dfcc717bdaede8eeaf9fb2810

Observation 8e06f30b-2c3b-48d9-8ffd-d411166a95ae · outbound

This paper cites Distributionally Robust Deep Q-Learning.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Distributionally Robust Deep Q-Learning

Reference 105

Resolution
verified exact
local_arxiv, observed 2026-07-10T09:57:00.795026Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:54f4796935e7de1cc20032c8e90731a51fbf2b27900acac549a1369a74b33d81

Observation bb2fbd89-082b-4d7d-a2de-e7ac8cbe0834 · outbound

This paper cites Price fluctuations from the order book perspective—empirical facts and a simple model.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Price fluctuations from the order book perspective—empirical facts and a simple model

Reference 106

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.660106Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:cbaff1038e9904d44343de25867735225e1415b8137fb4235924e26c766492d7

Observation 9962c425-3146-4fea-a527-1ec2ffb5520f · outbound

This paper cites Data-driven distributionally robust optimization using the wasserstein metric: Performance guarantees and tractable reformulations.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Data-driven distributionally robust optimization using the wasserstein metric: Performance guarantees and tractable reformulations

Reference 107

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.955675Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:51e678c704511e7f72de7be2177f3d8b0df93f1258bec3e35edf30e19239d5f1

Pith citing papers

No inbound Pith citation observations are available.