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Paper Citation Record · LEDGER

Universal features of price formation in financial markets: perspectives from Deep Learning

As of 21 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:1803.06917.

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

pith.paper-citation-record.v1
1803.06917 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 2 of 2 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-21T06:32:19.484+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-15T22:09:36.728339Z

measured 1 of 1 external citation measurements

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

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

Reference resolution

0 of 0 outbound references displayed

  • verified exact0
  • verified fuzzy0
  • unresolved0
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

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

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation 7f88510f-a688-4fd2-9b93-a5ccd4bbfb88 · inbound

Forecasting Intraday Volume in Equity Markets with Machine Learning cites this paper.

Forecasting Intraday Volume in Equity Markets with Machine Learning Universal features of price formation in financial markets: perspectives from Deep Learning

Reference 37

Resolution
unresolved
no resolver link, observed 2026-08-15T22:09:36.728339Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-15T22:09:36.728339Z digest=sha256:5dff60c53438bb50341a3a1b65e8e7e994917403e0cbbaa44429959d56fe9063

Observation bebbde93-7558-44e8-828a-7261aeb6d3d9 · inbound

When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures cites this paper.

When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Universal features of price formation in financial markets: perspectives from Deep Learning

Reference 17

Resolution
verified exact
local_arxiv, observed 2026-07-13T04:39:20.227217Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=pdf_text observed=2026-07-13T04:32:38.469255Z digest=sha256:d3ba5dad8b18ff4248d4033bb4e1e0175faa045dc05bd2c4cef2307e97f4d3a6