{"as_of":"2026-08-10T10:15:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:9d9bfb06997393eae11e165fc899b270ac28ddff4a997c4d09bb7c48597d8845","coverage":[{"denominator":72,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":72,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-01T16:29:19.905429Z","state":"measured"},{"denominator":72,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":72,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-10T06:31:04.303077+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/2607.18001/citation-record","integrity":"/paper/2607.18001/integrity","json":"/paper/2607.18001/citation-record.json","paper":"/paper/2607.18001"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T16:29:11.647208Z","title":null,"venue":null,"work_id":null,"year":2017},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:11.647208Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:01b289cb661eff478f47ecd515c9942dc0d9ea80800618e1931b1cd5a3b557eb","observation_id":"6138e01b-2126-478e-9ee6-405d8fe00c32","resolution":{"observed_at":"2026-08-01T16:29:11.647208Z","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":"2026-08-01T16:29:11.771707Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:11.771707Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:f06fd92961315540146d0b2d2908a12a3fe19c7f1fcb6a8b36c2e38cad5fe2fa","observation_id":"671745e6-edc5-4ee1-9f36-152253741be6","resolution":{"observed_at":"2026-08-01T16:29:11.771707Z","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":"2026-08-01T16:29:11.874729Z","title":"S., Frazzini, A., & Pedersen, L","venue":null,"work_id":null,"year":2012},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:11.874729Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:0bfba6752eb48b7be12d3d48109cc4fde346c146b617b841450138e0d7e9d442","observation_id":"3ede92c3-9849-4d55-9c2c-dd115673a0f1","resolution":{"observed_at":"2026-08-01T16:29:11.874729Z","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":"2026-08-01T16:29:11.989384Z","title":"S., Frazzini, A., & Pedersen, L","venue":null,"work_id":null,"year":2019},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:11.989384Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:2f30140c8b0428e0d6ca208c3f3bf5051ad3b2fea359c1190a846fda24ba0113","observation_id":"40d761be-9216-40ee-84c9-1150da1668b5","resolution":{"observed_at":"2026-08-01T16:29:11.989384Z","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":"2026-08-01T16:29:12.104634Z","title":null,"venue":null,"work_id":null,"year":2010},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:12.104634Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:780b123059b91ecf0bdcd8df1511fce7d37f36e41c6bb58bfb4d935ee721d52f","observation_id":"f9dc1a8a-b7df-4c51-bada-68397d1969eb","resolution":{"observed_at":"2026-08-01T16:29:12.104634Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2411.12746","last_updated":"2024-11-01T01:03:10Z","snapshot_observed_at":"2026-08-05T18:59:46.566066Z","submitted_at":"2024-11-01T01:03:10Z","title":"A Review of Reinforcement Learning in Financial Applications","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2411.12746","snapshot_observed_at":"2026-08-01T16:29:12.223800Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:12.223800Z"},"links":{"cited_paper":"/paper/2411.12746","citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:95ec79b827fde80070bcedcc7d54cf0f68f83fa73abee3c023a6a952eb85713b","observation_id":"20331313-5720-4044-9ed5-8ed2660144e4","resolution":{"observed_at":"2026-08-01T16:29:12.223800Z","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":"2026-08-01T16:29:12.341754Z","title":"H., Borwein, J","venue":null,"work_id":null,"year":2017},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:12.341754Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:b817a40b24c8c70e5474892677bccbc7a9bcbb53e263077667217817b04997af","observation_id":"e5cffbe8-336d-4769-b69c-6800394e5d1d","resolution":{"observed_at":"2026-08-01T16:29:12.341754Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2407.10653","last_updated":"2025-05-05T08:44:07Z","snapshot_observed_at":"2026-08-10T05:19:11.255622Z","submitted_at":"2024-07-15T12:14:23Z","title":"The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series","version":3},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2407.10653","snapshot_observed_at":"2026-08-01T16:29:12.452447Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:12.452447Z"},"links":{"cited_paper":"/paper/2407.10653","citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:89468becd5a897632c7c9861f5b257fcada40cfc854e66167df1b9f356857145","observation_id":"4333698c-2cd1-4167-b9bd-285d7c8d101e","resolution":{"observed_at":"2026-08-01T16:29:12.452447Z","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":"2026-08-01T16:29:12.567631Z","title":"R., Boduroglu, I","venue":null,"work_id":null,"year":2010},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:12.567631Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:ffb95912526128f0974b9947330cfcd0394c773909ce4393f68a322dbda1e76b","observation_id":"b58bad6c-aa81-425d-b72b-2cd28c815110","resolution":{"observed_at":"2026-08-01T16:29:12.567631Z","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":"2026-08-01T16:29:12.680178Z","title":null,"venue":null,"work_id":null,"year":1972},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:12.680178Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:b60468607d36c3a2d2de7f50e2a92fcc6fb6e1d033df6897ee2ff62ab33896a2","observation_id":"ba1540a0-196b-45fd-80fd-b5d648688326","resolution":{"observed_at":"2026-08-01T16:29:12.680178Z","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":"2026-08-01T16:29:12.831348Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:12.831348Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:db3abb086eaf4f95d5af2664aa228aa79a761ad036bf2b46119135c3d7c60cc4","observation_id":"5ec3b49d-6014-4372-818a-4bce9124da89","resolution":{"observed_at":"2026-08-01T16:29:12.831348Z","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":"2026-08-01T16:29:12.986782Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:12.986782Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:adc4701ca20b8347fddecd92972aca1388b3c669a1bfb8fa462d0b5304c9e34c","observation_id":"af2d6b29-668a-427b-9365-c5ee61c55eb7","resolution":{"observed_at":"2026-08-01T16:29:12.986782Z","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":"2026-08-01T16:29:13.127124Z","title":null,"venue":null,"work_id":null,"year":2019},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:13.127124Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:d61538d24c0cfe23b16bc1f8f7217492cca5030917027c72123d3d8ef6c9da0a","observation_id":"f5444526-618e-4a52-a71e-c23be6af321b","resolution":{"observed_at":"2026-08-01T16:29:13.127124Z","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":"2026-08-01T16:29:13.270026Z","title":"Y., Lo, A","venue":null,"work_id":null,"year":1997},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:13.270026Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:b6452244c90b17932aa6071e5c6d8aee0bd95b3b771a3e16e21d4f4f6d9070f7","observation_id":"7be8fc22-fd40-40d8-ac57-6aff52697af6","resolution":{"observed_at":"2026-08-01T16:29:13.270026Z","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":"2026-08-01T16:29:13.387629Z","title":null,"venue":null,"work_id":null,"year":1997},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:13.387629Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:df04246eb2d303e8a75476d1824a051d699964a1de3d669f8c29007e7ecb5e0d","observation_id":"d3378987-6910-4bd0-9283-ffe7ba1e491c","resolution":{"observed_at":"2026-08-01T16:29:13.387629Z","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":"2026-08-01T16:29:13.499634Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":16,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:13.499634Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:24d55b5a81f0636ba216a238b494fdef13e3f20ba11f39c38698d417727959cc","observation_id":"066001fa-b141-4759-b4fa-943327af092d","resolution":{"observed_at":"2026-08-01T16:29:13.499634Z","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":"2026-08-01T16:29:13.614787Z","title":null,"venue":null,"work_id":null,"year":2005},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:13.614787Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:df63021e9b42506e9b2733a041717af6440c03510088432ac0583d37dd2d3b25","observation_id":"fb818f6e-74a9-4751-8ff0-b54a631e39f0","resolution":{"observed_at":"2026-08-01T16:29:13.614787Z","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":"2026-08-01T16:29:13.727138Z","title":null,"venue":null,"work_id":null,"year":2014},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:13.727138Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:3773898455ae8d9c81db97ab03756a40be1fac4eedf5e812ad87435547e788fe","observation_id":"35bbcc9f-d69e-4df9-9614-996d754f69e8","resolution":{"observed_at":"2026-08-01T16:29:13.727138Z","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":"2026-08-01T16:29:13.888949Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:13.888949Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:d911053d60ec52ccf2af8b5a7be738f97961f770553b39a0651f201c790ee2f7","observation_id":"2d4932aa-e514-49ff-91e6-d048d5c61239","resolution":{"observed_at":"2026-08-01T16:29:13.888949Z","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":"2026-08-01T16:29:14.016289Z","title":"V., & Salakhutdinov, R","venue":null,"work_id":null,"year":2019},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":20,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:14.016289Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:e2f9b172aad502566d8fda6665eff9bd9a3c2822f65ca902dec6bac5d7203e56","observation_id":"8901c868-3768-46ae-87d6-7c2a46251fde","resolution":{"observed_at":"2026-08-01T16:29:14.016289Z","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":"2026-08-01T16:29:14.154382Z","title":null,"venue":null,"work_id":null,"year":1970},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":21,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:14.154382Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:773073f0c4c8804c168dbbda97cd7333d82da47b02c8a37f51ac2c149277b034","observation_id":"17cd238d-0ab5-4d90-a948-9480eb32ae7d","resolution":{"observed_at":"2026-08-01T16:29:14.154382Z","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":"2026-08-01T16:29:14.296241Z","title":"F., & French, K","venue":null,"work_id":null,"year":1993},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":22,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:14.296241Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:eef5aa379bd2f1d7b4ced590ffdc2157e1b4b0c52e47d6d09f7be46f9fb4df24","observation_id":"50ec5334-477e-4854-ba67-aea84f3f1b43","resolution":{"observed_at":"2026-08-01T16:29:14.296241Z","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":"2026-08-01T16:29:14.430659Z","title":"F., & French, K","venue":null,"work_id":null,"year":2015},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":23,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:14.430659Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:883fa591083531948bb79da4eb379435d30f8950accbd95a7ab72896cf8acb6e","observation_id":"3ebfee89-7503-472d-b9f1-c05bd880fd48","resolution":{"observed_at":"2026-08-01T16:29:14.430659Z","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":"2026-08-01T16:29:14.550782Z","title":null,"venue":null,"work_id":null,"year":2015},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":24,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:14.550782Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:5c7883c3961a19fcfd99d68f83b98ac4512d1d25fead8a62afec577e84c1d503","observation_id":"65e14619-a7c6-47be-97a5-be2d02474701","resolution":{"observed_at":"2026-08-01T16:29:14.550782Z","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":"2026-08-01T16:29:14.664462Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":25,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:14.664462Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:2f4652913bb61c1b983a8f6d50f3874922b758e404aeff3c3c781e4dfe806871","observation_id":"1c5b80d2-27ca-4457-9a87-7baf5305ca31","resolution":{"observed_at":"2026-08-01T16:29:14.664462Z","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":"2026-08-01T16:29:14.796452Z","title":null,"venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":26,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:14.796452Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:c46b8ade10b2b0eaf201e9824c1047565271e8b046ec2bbe0e904307259fb799","observation_id":"2837c488-4274-4340-9dec-8035e913eea7","resolution":{"observed_at":"2026-08-01T16:29:14.796452Z","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":"2026-08-01T16:29:14.962078Z","title":null,"venue":null,"work_id":null,"year":2011},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":27,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:14.962078Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:900d9710714d9e51b0b7911cdb932be00424b5b409124ce3cc12cb9a422f6aeb","observation_id":"b08b0c53-21bb-4e01-9c45-d8971c3e2198","resolution":{"observed_at":"2026-08-01T16:29:14.962078Z","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":"2026-08-01T16:29:15.089689Z","title":null,"venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":28,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:15.089689Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:765e2f58fda6ab348acf9b8d9a724c9e75a26d34dc87a492f2179fd02d19dcf4","observation_id":"058ca04a-6397-4b51-a20f-f5d6af73a9d6","resolution":{"observed_at":"2026-08-01T16:29:15.089689Z","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":"2026-08-01T16:29:15.224523Z","title":"N., & Rouwenhorst, K","venue":null,"work_id":null,"year":2006},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":29,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:15.224523Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:f094e98be205344ecd49b22bfc535dc42992a248cc7ad268af445bdc5aab6d74","observation_id":"fd941c19-c83a-4d18-a1aa-083dfe1a88b2","resolution":{"observed_at":"2026-08-01T16:29:15.224523Z","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":"2026-08-01T16:29:15.407975Z","title":"C., & Kahn, R","venue":null,"work_id":null,"year":2000},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":30,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:15.407975Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:0fbd39ae0a0a059c43c9be5d95b26d9143ddd94325b92fa9d6a018f628ba05dd","observation_id":"1b40e819-ecdd-45f6-aeb9-6b6cbb799a9e","resolution":{"observed_at":"2026-08-01T16:29:15.407975Z","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":"2026-08-01T16:29:15.593006Z","title":"M., Xu, R., & Yang, H","venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":31,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:15.593006Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:8c530e87d58ecb715badfda987963c909867bcb0d127ada0cc9bb71650b31c96","observation_id":"30258a3a-019a-4faf-9151-f6092e0341ed","resolution":{"observed_at":"2026-08-01T16:29:15.593006Z","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":"2026-08-01T16:29:15.720504Z","title":"R., & Liu, Y","venue":null,"work_id":null,"year":2015},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":32,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:15.720504Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:0cf148e14aae833b61b785d0639c47e736c64ea421d99ffc52476cfb7aee724e","observation_id":"72d0b20d-d913-41ff-9092-cd30a68a5145","resolution":{"observed_at":"2026-08-01T16:29:15.720504Z","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":"2026-08-01T16:29:15.833717Z","title":"Stockholm: Nordic Business Media AB (HedgeNordic Special Report)","venue":null,"work_id":null,"year":2015},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":33,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:15.833717Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:6a0b7b2cf1ff2eee835161644a177c0f4ac32a4456069a407a0611a2fc183727","observation_id":"4e19ef36-2088-4c51-8555-b41c8276e316","resolution":{"observed_at":"2026-08-01T16:29:15.833717Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2012.13773","last_updated":"2025-03-15T17:27:19Z","snapshot_observed_at":"2026-08-09T18:38:30.643983Z","submitted_at":"2020-12-26T16:25:20Z","title":"Deep Reinforcement Learning for Long-Short Portfolio Optimization","version":8},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2012.13773","snapshot_observed_at":"2026-08-01T16:29:15.928717Z","title":null,"venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":34,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:15.928717Z"},"links":{"cited_paper":"/paper/2012.13773","citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:d67d289f26275f5cc2cf9bcca3b373aee760f86e1c5673f3d4d9ea737c4a7240","observation_id":"7c1f870a-16e7-47a5-9cda-8a2f7f1cf060","resolution":{"observed_at":"2026-08-01T16:29:15.928717Z","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":"2026-08-01T16:29:16.059853Z","title":null,"venue":null,"work_id":null,"year":1990},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":35,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:16.059853Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:cd540335d8d4c56f76bebafee36e22a6baaac1053e6bd9fde055677eb692cf0e","observation_id":"db2c2d88-93ce-497b-9a48-fb2768e679cb","resolution":{"observed_at":"2026-08-01T16:29:16.059853Z","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":"2026-08-01T16:29:16.190847Z","title":null,"venue":null,"work_id":null,"year":1993},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":36,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:16.190847Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:c5728ac9414b51643041d30142629448d06f42e246e052093ace9377db0c2548","observation_id":"abd8d21a-3de9-42eb-8095-bf79884b66b7","resolution":{"observed_at":"2026-08-01T16:29:16.190847Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"1706.10059","last_updated":"2017-07-16T10:29:38Z","snapshot_observed_at":"2026-08-05T13:15:49.754412Z","submitted_at":"2017-06-30T08:31:28Z","title":"A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1706.10059","snapshot_observed_at":"2026-08-01T16:29:16.291437Z","title":null,"venue":null,"work_id":null,"year":2017},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":37,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:16.291437Z"},"links":{"cited_paper":"/paper/1706.10059","citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:a99a873e525d0cf18e600de6c0e959a7bc99a9876224cfca1b481ad7f53f1536","observation_id":"750cc7e7-c4d1-4d80-8b6b-13e488ed7282","resolution":{"observed_at":"2026-08-01T16:29:16.291437Z","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":"2026-08-01T16:29:16.381716Z","title":"E., & Lo, A","venue":null,"work_id":null,"year":2007},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":38,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:16.381716Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:83c55e8cf9c4ba9edafb55db23540d289721c6f66fb8b147cc572dc4b02f4653","observation_id":"b2ac9a28-143b-4311-82cd-45de5269aa41","resolution":{"observed_at":"2026-08-01T16:29:16.381716Z","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":"2026-08-01T16:29:16.440199Z","title":"E., & Lo, A","venue":null,"work_id":null,"year":2011},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":39,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:16.440199Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:f6bb25062702ca6dc51def6c9aa2107faaefa3d1f44cee5e2d1a45288934e59b","observation_id":"3faef3cd-968c-4399-aff8-bd346840ffb1","resolution":{"observed_at":"2026-08-01T16:29:16.440199Z","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":"2026-08-01T16:29:16.539163Z","title":null,"venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":40,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:16.539163Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:aa035332dd5dcbe0fefddc361d8eb2eb88c12af5283b462ebe30d831346b856e","observation_id":"5b58e2c8-7a89-4a17-938c-10f9e74f28e4","resolution":{"observed_at":"2026-08-01T16:29:16.539163Z","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":"2026-08-01T16:29:16.565535Z","title":"A., & Huck, N","venue":null,"work_id":null,"year":2017},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":41,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:16.565535Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:9277461b103cddb08f4d7a0452346fbadf43959a8b42b02494e23a3253231f6e","observation_id":"2bd87867-c065-406b-a315-4b258ee0ce47","resolution":{"observed_at":"2026-08-01T16:29:16.565535Z","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":"2026-08-01T16:29:16.598366Z","title":null,"venue":null,"work_id":null,"year":1992},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":42,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:16.598366Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:42f2342a24e71af5c4cefcf99a2c70937b9c21ebfa47cb04eb7f7343eeeb8216","observation_id":"a5c399be-6594-489e-9095-8dcdfd946dbb","resolution":{"observed_at":"2026-08-01T16:29:16.598366Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2307.03391","last_updated":"2026-05-30T16:42:05Z","snapshot_observed_at":"2026-08-08T23:36:22.378756Z","submitted_at":"2023-07-07T05:30:05Z","title":"On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management","version":4},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2307.03391","snapshot_observed_at":"2026-08-01T16:29:16.689246Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":43,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:16.689246Z"},"links":{"cited_paper":"/paper/2307.03391","citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:20c7e03cce35d6c748b2bf2b15ee00e4ade5dbfd18fe615494764d9ecc9fcf1a","observation_id":"15ce7d18-712c-4541-a2ba-aec6cb771170","resolution":{"observed_at":"2026-08-01T16:29:16.689246Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"1808.09940","last_updated":"2018-11-18T01:26:41Z","snapshot_observed_at":"2026-07-06T06:58:10.194602Z","submitted_at":"2018-08-29T17:39:08Z","title":"Adversarial Deep Reinforcement Learning in Portfolio Management","version":3},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1808.09940","snapshot_observed_at":"2026-08-01T16:29:16.814025Z","title":null,"venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":44,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:16.814025Z"},"links":{"cited_paper":"/paper/1808.09940","citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:452f987ab6a8fd7853d378eaba6bb3e5672a851be26849e67c671724f07415a5","observation_id":"86bc3d6c-7c07-4a15-b882-80dd0cf426dd","resolution":{"observed_at":"2026-08-01T16:29:16.814025Z","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":"2026-08-01T16:29:16.924009Z","title":null,"venue":null,"work_id":null,"year":2022},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":45,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:16.924009Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:b9f0de0ea42631e83a97eba91732eaf5652b614427d9d98f7c1c18fa78f855dc","observation_id":"ec46360a-0743-4da8-a770-a7d156af6652","resolution":{"observed_at":"2026-08-01T16:29:16.924009Z","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":"2026-08-01T16:29:17.008250Z","title":null,"venue":null,"work_id":null,"year":2002},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":46,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:17.008250Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:1f883c50f2fe7ef9548081cb639665383bbe2893278cd75198b9d5e041ff5fcb","observation_id":"6e566135-b45b-4049-921f-248b925103a1","resolution":{"observed_at":"2026-08-01T16:29:17.008250Z","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":"2026-08-01T16:29:17.120211Z","title":null,"venue":null,"work_id":null,"year":1952},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":47,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:17.120211Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:ab272dbdc113046ce9b6ee032c3eac616c3ef378376929c440a467297e12b8aa","observation_id":"b590d710-9ea7-4ea7-831c-9f4ba0ffae3a","resolution":{"observed_at":"2026-08-01T16:29:17.120211Z","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":"2026-08-01T16:29:17.227328Z","title":null,"venue":null,"work_id":null,"year":2016},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":48,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:17.227328Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:f4cab9dc255109c4d61013b81bf1e0afb0499744714ea01a12266157a0eb5689","observation_id":"cd85f69b-8b8c-4646-8c66-4a91229f60de","resolution":{"observed_at":"2026-08-01T16:29:17.227328Z","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":"2026-08-01T16:29:17.355670Z","title":null,"venue":null,"work_id":null,"year":2001},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":49,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:17.355670Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:5e7cf457def36153cd87f16f7a31757694eaa151ce74068b0049e4c1f2cefef1","observation_id":"b457ab74-a5f5-48e3-b27a-a0bdc536bafa","resolution":{"observed_at":"2026-08-01T16:29:17.355670Z","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":"2026-08-01T16:29:17.419800Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":50,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:17.419800Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:ab0daa82b6cf9fef0aa3df75134dd94a71fb0535471394bfab075aeb23a17840","observation_id":"426304f1-b119-48ac-909d-3a1738c04257","resolution":{"observed_at":"2026-08-01T16:29:17.419800Z","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":"2026-08-01T16:29:17.525557Z","title":null,"venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":51,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:17.525557Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:4212262a23535ac7aedf5875feab37aca6c78e945285faf47d48af0a189835c5","observation_id":"f7035cb4-435f-402b-9553-01c5883478af","resolution":{"observed_at":"2026-08-01T16:29:17.525557Z","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":"2026-08-01T16:29:17.635319Z","title":"market neutral","venue":null,"work_id":null,"year":2009},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":52,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:17.635319Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:b9a1fabf87c42ce990f6e1543563fc37b81722f3647694794aa69bfb6b83bb89","observation_id":"73b1dd49-eaf4-4d95-ae28-33da00ffcc9b","resolution":{"observed_at":"2026-08-01T16:29:17.635319Z","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":"2026-08-01T16:29:17.729275Z","title":"F., & Sharpe, W","venue":null,"work_id":null,"year":1988},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":53,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:17.729275Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:420ac12e904e8cdac70fa7749420432e14906c91ff22af37958fdd216619de9f","observation_id":"2d43cd33-7656-4b64-978a-74772f6f96d2","resolution":{"observed_at":"2026-08-01T16:29:17.729275Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2205.11104","last_updated":"2022-05-23T07:54:15Z","snapshot_observed_at":"2026-08-04T16:45:54.729801Z","submitted_at":"2022-05-23T07:54:15Z","title":"Generalization, Mayhems and Limits in Recurrent Proximal Policy Optimization","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2205.11104","snapshot_observed_at":"2026-08-01T16:29:17.810844Z","title":null,"venue":null,"work_id":null,"year":2022},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":54,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:17.810844Z"},"links":{"cited_paper":"/paper/2205.11104","citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:3b8be25343e7dfc5d82c6492e240dda2734e041a50c294c96b7f9692d9640e8a","observation_id":"f0b3eba1-e541-40b8-acf5-7f0a83d65a48","resolution":{"observed_at":"2026-08-01T16:29:17.810844Z","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":"2026-08-01T16:29:17.923148Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":55,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:17.923148Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:75a514310693ea4487bc7cf9175938af4645b5bf55cbe3bbadbedff155111f8f","observation_id":"a0bed995-c062-4ac9-b23f-48c250417266","resolution":{"observed_at":"2026-08-01T16:29:17.923148Z","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":"2026-08-01T16:29:17.998835Z","title":null,"venue":null,"work_id":null,"year":1998},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":56,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:17.998835Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:8b4e35e4474cf4364352ca463226f44e45196e454e208727000d90b37374fef6","observation_id":"53275cdd-32e7-42c2-885d-a8d5dc4d94d7","resolution":{"observed_at":"2026-08-01T16:29:17.998835Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2106.00123","last_updated":"2021-05-31T22:26:43Z","snapshot_observed_at":"2026-08-08T19:04:55.454408Z","submitted_at":"2021-05-31T22:26:43Z","title":"Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2106.00123","snapshot_observed_at":"2026-08-01T16:29:18.098475Z","title":null,"venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":57,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:18.098475Z"},"links":{"cited_paper":"/paper/2106.00123","citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:1cbff42c7a5c522ed7f9a5b8f96110c01cb1b5796b01e8ef3c20141bbbe925aa","observation_id":"f59720cc-99dd-42ab-b16e-f121ea308e3e","resolution":{"observed_at":"2026-08-01T16:29:18.098475Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"1707.06347","last_updated":"2017-08-28T09:20:06Z","snapshot_observed_at":"2026-07-06T02:11:23.670680Z","submitted_at":"2017-07-20T02:32:33Z","title":"Proximal Policy Optimization Algorithms","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1707.06347","snapshot_observed_at":"2026-08-01T16:29:18.211699Z","title":null,"venue":null,"work_id":null,"year":2017},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":58,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:18.211699Z"},"links":{"cited_paper":"/paper/1707.06347","citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:98922d9bc71565b661b7f02fe2d7b9bb3a7bcd7b76ed2ddfd9ca6cc28f30d7cb","observation_id":"54a7c470-1f92-4db9-a477-6797100c71d6","resolution":{"observed_at":"2026-08-01T16:29:18.211699Z","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":"2026-08-01T16:29:18.390521Z","title":null,"venue":null,"work_id":null,"year":1966},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":59,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:18.390521Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:1105750f21625c4197e5334ac8408bfe7e6764e6b792cd2e3b68c74b87a9ac81","observation_id":"270180f8-46dd-4dda-967e-92cf875af11d","resolution":{"observed_at":"2026-08-01T16:29:18.390521Z","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":"2026-08-01T16:29:18.534056Z","title":null,"venue":null,"work_id":null,"year":1994},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":60,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:18.534056Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:70377095208d73071789364bbd21e600aea73cda6e07d4ef9933265f5f12e30a","observation_id":"282fd3d2-b99d-46d0-b1d1-c205f4e139b2","resolution":{"observed_at":"2026-08-01T16:29:18.534056Z","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":"2026-08-01T16:29:18.641756Z","title":null,"venue":null,"work_id":null,"year":1981},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":61,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:18.641756Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:3bdae84fc20d5a12ade8d02674e36b04658599487e7a54fa5ddc171e352da8f4","observation_id":"e478769f-b89f-4d32-9fbe-c7f5ba39145d","resolution":{"observed_at":"2026-08-01T16:29:18.641756Z","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":"2026-08-01T16:29:18.772926Z","title":null,"venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":62,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:18.772926Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:bf7add6932d8197cae0c4afef1d3ee9d242a8644470db1c4dd0e893f1a49b910","observation_id":"584bfa0a-b11c-4649-a5c3-78c841280b17","resolution":{"observed_at":"2026-08-01T16:29:18.772926Z","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":"2026-08-01T16:29:18.895732Z","title":null,"venue":null,"work_id":null,"year":2014},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":63,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:18.895732Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:e0e7edef8e2fd52015d323c09603d0c84318eb2b48f72731753db16c467d28b2","observation_id":"7f4f349e-33c1-499f-b712-9adbd9f5fb77","resolution":{"observed_at":"2026-08-01T16:29:18.895732Z","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":"2026-08-01T16:29:19.083390Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":64,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:19.083390Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:4b4d272437acf98d68e27d68aebecff87a10c9cb6a2b14ff3662f23d705ba1fa","observation_id":"1e93ff25-1bdb-4986-829e-d2fed1264950","resolution":{"observed_at":"2026-08-01T16:29:19.083390Z","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":"2026-08-01T16:29:19.194353Z","title":"S., & Barto, A","venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":65,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:19.194353Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:a114589530332c401895623245fc76b027829e3e23e3a2267b44432cb379c525","observation_id":"dbb95db7-ab17-4ddd-ac15-5e3cd298d20f","resolution":{"observed_at":"2026-08-01T16:29:19.194353Z","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":"2026-08-01T16:29:19.281145Z","title":"A., Meade, N., & Beasley, J","venue":null,"work_id":null,"year":2014},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":66,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:19.281145Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:68872d61f6bcc18ddfd2969f302989682fd04558dde1512225715ffabd3e982c","observation_id":"83b2f9b8-4677-43c4-b331-e02796b0ada9","resolution":{"observed_at":"2026-08-01T16:29:19.281145Z","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":"2026-08-01T16:29:19.358392Z","title":"C.-W., & Ho, J.-M","venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":67,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:19.358392Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:81b4522bc9fee1c711c1f6d5fdc0ca0ff7b702dfcb3434ae1fb737a5671e3591","observation_id":"a56dbd3e-f7bd-457a-8eb0-c7205646731f","resolution":{"observed_at":"2026-08-01T16:29:19.358392Z","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":"2026-08-01T16:29:19.428355Z","title":null,"venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":68,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:19.428355Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:fde1760db750c3e7507d685e705f271933e7236a84047e6c7ed832d43de1ad7d","observation_id":"b0a9ff85-e436-4d67-bc85-3a4e9fae4abf","resolution":{"observed_at":"2026-08-01T16:29:19.428355Z","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":"2026-08-01T16:29:19.475628Z","title":null,"venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":69,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:19.475628Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:8d1352eeb3e1bfe171fb59f41579f25f5a00560f2dcb456b98d9c3193e22aaef","observation_id":"1a6d868d-544a-48f3-8e23-4783c91ba464","resolution":{"observed_at":"2026-08-01T16:29:19.475628Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2403.06779","last_updated":"2024-03-11T14:48:57Z","snapshot_observed_at":"2026-07-06T17:42:41.349428Z","submitted_at":"2024-03-11T14:48:57Z","title":"From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2403.06779","snapshot_observed_at":"2026-08-01T16:29:19.620300Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":70,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:19.620300Z"},"links":{"cited_paper":"/paper/2403.06779","citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:7a6184a274260e8e881d6fc3d96375a70685524cc8b5f1c76e9e67520619ef9a","observation_id":"b892f413-4be1-43e3-9a1a-b36f24d82119","resolution":{"observed_at":"2026-08-01T16:29:19.620300Z","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":"2026-08-01T16:29:19.770787Z","title":null,"venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":71,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:19.770787Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:53f40e1d14f50252e326f52a521cd5b4a05800a0119ccc7e5a82dec13d27e36a","observation_id":"5b879d7b-4947-4285-9d91-9f9dafa40530","resolution":{"observed_at":"2026-08-01T16:29:19.770787Z","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":"2026-08-01T16:29:19.905429Z","title":null,"venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios","version":1},"reference_index":72,"source":"pdf_text","source_observed_at":"2026-08-01T16:29:19.905429Z"},"links":{"citing_paper":"/paper/2607.18001"},"observation_digest":"sha256:bd892ccb0f157195ae4c849917be9058a5ea99a93a6ac811f6a9750fce6a1bb5","observation_id":"152d7e0d-b78c-4204-8aac-d64299d29313","resolution":{"observed_at":"2026-08-01T16:29:19.905429Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"paper":{"arxiv_id":"2607.18001","last_updated":"2026-07-20T14:33:47Z","latest_version":1,"primary_category":"q-fin.PM","snapshot_observed_at":"2026-08-09T18:38:37.544263Z","submitted_at":"2026-07-20T14:33:47Z","title":"AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios"},"reference_resolution":{"displayed":72,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":72,"verified_exact":0,"verified_fuzzy":0},"total_outbound_references":72},"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":"2026-08-10T06:31:04.303077+00:00","source":"crossref"},{"observed_at":"2026-08-10T06:30:57.382061+00:00","source":"retraction_watch"}],"thesis":"As of 10 August 2026, this Paper Citation Record lists 72 of 72 outbound references and 0 inbound Pith citation observations for arXiv:2607.18001."}