To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions | Paper Citation Record

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This paper cites Application of Natural Language Processing in Financial Risk Detection.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Application of Natural Language Processing in Financial Risk Detection

Reference 1

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This paper cites From LLM Reasoning to Autonomous AI Agents: A Comprehensive Review.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions From LLM Reasoning to Autonomous AI Agents: A Comprehensive Review

Reference 3

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This paper cites FinMem: A performance-enhanced LLM trading agent with layered memory and character design.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions FinMem: A performance-enhanced LLM trading agent with layered memory and character design

Reference 4

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Large language model agent in financial trading: A survey

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Revolutionizing finance with llms: An overview of applications and insights

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This paper cites A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Large language models in finance: A survey

Reference 9

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Observation bed038a2-d1fb-4fec-88b7-cd948d0a0211 · outbound

This paper cites From Deep Learning to LLMs: A survey of AI in Quantitative Investment.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions From Deep Learning to LLMs: A survey of AI in Quantitative Investment

Reference 10

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Observation 7c56b7ba-de3f-48f5-b5bf-e1de06e3ef2a · outbound

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Agentic Large Language Models, a survey

Reference 11

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Observation 4ce1a35b-3d8b-439c-ae64-cf2ea5968091 · outbound

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions A Survey of Frontiers in LLM Reasoning: Inference Scaling, Learning to Reason, and Agentic Systems

Reference 12

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions OpenAI o1 System Card

Reference 13

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions DeepSeek-R1: Incentivizing Reasoning Capability in LLMs via Reinforcement Learning

Reference 14

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions The Illusion of Thinking: Understanding the Strengths and Limitations of Reasoning Models via the Lens of Problem Complexity

Reference 15

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Comment on The Illusion of Thinking: Understanding the Strengths and Limitations of Reasoning Models via the Lens of Problem Complexity

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions $\tau$-bench: A Benchmark for Tool-Agent-User Interaction in Real-World Domains

Reference 17

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions TradingAgents: Multi-Agents LLM Financial Trading Framework

Reference 18

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Alpha-gpt: Human-ai interactive alpha mining for quantitative investment

Reference 19

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Automate strategy finding with llm in quant investment

Reference 20

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Observation 37d5be87-c19a-4ee6-8045-b14181e90bca · outbound

This paper cites TradExpert: Revolutionizing Trading with Mixture of Expert LLMs.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions TradExpert: Revolutionizing Trading with Mixture of Expert LLMs

Reference 21

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This paper cites TradingGPT: Multi-Agent System with Layered Memory and Distinct Characters for Enhanced Financial Trading Performance.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions TradingGPT: Multi-Agent System with Layered Memory and Distinct Characters for Enhanced Financial Trading Performance

Reference 22

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Quantifying Qualitative Insights: Leveraging LLMs to Market Predict

Reference 23

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Observation 42e1bda4-d3fd-4981-b6b6-c889ec828458 · outbound

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Automated Statistical Model Discovery with Language Models

Reference 24

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This paper cites Neuro-Symbolic Traders: Assessing the Wisdom of AI Crowds in Markets.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Neuro-Symbolic Traders: Assessing the Wisdom of AI Crowds in Markets

Reference 25

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions A Useful Method for Model-Building

Reference 26

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Observation fd9c81c0-b0d5-4eda-b5ab-1f9b538382ca · outbound

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions On Neural Differential Equations

Reference 27

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions DSPy: Compiling Declarative Language Model Calls into Self-Improving Pipelines

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:17.083650Z

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Understanding uncertainty shocks and the role of black swans

Reference 29

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Text Summarization Using Large Language Models: A Comparative Study of MPT-7b-instruct, Falcon-7b-instruct, and OpenAI Chat-GPT Models

Reference 30

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Ledex: Training LLMs to better self-debug and explain code

Reference 31

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions OMNI-EPIC: Open-endedness via Models of human Notions of Interestingness with Environments Programmed in Code

Reference 32

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Open-Endedness is Essential for Artificial Superhuman Intelligence

Reference 33

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Analysis of financial time series

Reference 34

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Financial modelling with jump processes

Reference 35

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This paper cites International Financial Markets Through 150 Years: Evaluating Stylized Facts.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions International Financial Markets Through 150 Years: Evaluating Stylized Facts

Reference 36

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Revisiting stylized facts for modern stock markets

Reference 37

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Observation 4020b499-0c7e-4182-b0f1-ea1f2828eb5b · outbound

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Forecasting: principles and practice

Reference 38

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Optimal transport: old and new

Reference 39

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Nonparametric statistical methods

Reference 40

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Can Large Language Models Be an Alternative to Human Evaluations?

Reference 41

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No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

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This paper cites Human Creativity in the Age of LLMs: Randomized Experiments on Divergent and Convergent Thinking.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Human Creativity in the Age of LLMs: Randomized Experiments on Divergent and Convergent Thinking

Reference 42

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Observation cffadc62-6fde-459c-8553-d2fbbcc673da · outbound

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions MacGyver: Are Large Language Models Creative Problem Solvers?

Reference 43

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Demonstrate-Search-Predict: Composing retrieval and language models for knowledge-intensive NLP

Reference 44

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Weisfeiler-lehman graph kernels

Reference 45

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.982454Z

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No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 0f573c3f-34f6-45be-bb9e-30a0a1111754 · outbound

This paper cites Stochastic processes for insurance and finance.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Stochastic processes for insurance and finance

Reference 46

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.971500Z

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No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation abd31742-dccf-4580-930b-48da8051c6a2 · outbound

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Stochastic processes with applications to finance

Reference 47

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.960706Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 8ea478c4-da45-4461-8651-15bef4bc54a8 · outbound

This paper cites Stochastic modeling and fair valuation of drawdown insurance.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Stochastic modeling and fair valuation of drawdown insurance

Reference 48

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.950672Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 6e200873-66d9-44a1-a4d0-5aeca71337cd · outbound

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To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Optimization of conditional value-at risk

Reference 49

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.941177Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 0b72ed72-c6a7-4d45-9b57-1a7323c80072 · outbound

This paper cites Quantitative Risk Management.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Quantitative Risk Management

Reference 50

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.931529Z

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No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation aa0c81c2-7cc6-4ed2-9e13-1657bf9b7cf5 · outbound

This paper cites An introduction to statistical mod- eling of extreme values.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions An introduction to statistical mod- eling of extreme values

Reference 51

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.921623Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 05a00c57-a086-4d70-91ca-99b4895cc481 · outbound

This paper cites Princeton university press, 2015.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Princeton university press, 2015

Reference 52

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Observation c68f8d78-b85a-43d3-9350-f1c9cc62c324 · outbound

This paper cites A comparative study of the MACD-base trading strategies: evidence from the US stock market.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions A comparative study of the MACD-base trading strategies: evidence from the US stock market

Reference 53

Resolution: unresolved; no resolver link, observed 2026-08-06T18:22:15.926277Z

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Observation 7368503d-ea04-4fbf-925a-8d2ee18f3f69 · outbound

This paper cites LongRoPE: Extending LLM Context Window Beyond 2 Million Tokens.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions LongRoPE: Extending LLM Context Window Beyond 2 Million Tokens

Reference 54

Resolution: unresolved; no resolver link, observed 2026-08-06T18:22:15.929655Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 638c8215-893e-4954-8302-c006d6c5f6ab · outbound

This paper cites Measuring and Modeling Execution Cost and Risk.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Measuring and Modeling Execution Cost and Risk

Reference 55

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.906623Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 92a145c0-ad60-45e6-9600-9666e58a7789 · outbound

This paper cites The constant elasticity of variance model and its implications for option pricing.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions The constant elasticity of variance model and its implications for option pricing

Reference 56

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.896821Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation e4d5e04e-a014-4125-bd45-1ee5dbb8a12a · outbound

This paper cites Estimation in the cox-ingersoll-ross model.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Estimation in the cox-ingersoll-ross model

Reference 57

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.887590Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 6376d8f2-9639-4cb0-8b3b-4141dfd70e93 · outbound

This paper cites A modern view on Merton’s jump-diffusion model.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions A modern view on Merton’s jump-diffusion model

Reference 58

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.877730Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 5d008532-312f-47e3-9a8c-4bfafbd229ea · outbound

This paper cites LLM Knowledge Cutoff Dates.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions LLM Knowledge Cutoff Dates

Reference 59

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.867645Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation c19f1439-300d-4d56-af61-104030f1506a · outbound

This paper cites The AI Scientist: Towards Fully Automated Open-Ended Scientific Discovery.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions The AI Scientist: Towards Fully Automated Open-Ended Scientific Discovery

Reference 60

Resolution: unresolved; no resolver link, observed 2026-08-06T18:22:15.951201Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 354db0f2-0559-41eb-935a-cd21076871da · outbound

This paper cites Towards an AI co-scientist.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Towards an AI co-scientist

Reference 61

Resolution: unresolved; no resolver link, observed 2026-08-06T18:22:15.955170Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 50a12932-1090-4045-a246-ef4cfc808305 · outbound

This paper cites an unresolved cited work.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Unresolved cited work

Reference 62

Resolution: unresolved; raw_fallback, observed 2026-08-06T18:22:16.858037Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation b5734180-dfe4-40d6-814d-3d60eec1de0b · outbound

This paper cites The news suggests this is affecting various tech companies, particularly those involved in AI and semiconductors.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions The news suggests this is affecting various tech companies, particularly those involved in AI and semiconductors

Reference 63

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.848270Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 9fa52791-5870-4e03-9074-7163469fa8ec · outbound

This paper cites an unresolved cited work.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Unresolved cited work

Reference 64

Resolution: unresolved; raw_fallback, observed 2026-08-06T18:22:16.838241Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 264fb212-7385-4644-ab31-cb485b07ce06 · outbound

This paper cites an unresolved cited work.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Unresolved cited work

Reference 65

Resolution: unresolved; raw_fallback, observed 2026-08-06T18:22:16.828287Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 0ffc4544-0db3-4054-ac19-68c59e7bc646 · outbound

This paper cites an unresolved cited work.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Unresolved cited work

Reference 66

Resolution: unresolved; raw_fallback, observed 2026-08-06T18:22:16.818706Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 39740e48-5f0f-430e-9512-528b3d588210 · outbound

This paper cites News Analyst Agent The emergence of DeepSeek and other competitive threats suggests NVIDIA’s dominant position in AI chips could face increasing pressure.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions News Analyst Agent The emergence of DeepSeek and other competitive threats suggests NVIDIA’s dominant position in AI chips could face increasing pressure

Reference 67

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.809608Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation cb0664d7-43be-4c82-8a74-ef1a2c6803cc · outbound

This paper cites patently absurd.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions patently absurd

Reference 68

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.799700Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 60d1ca9e-7342-4fdc-973e-bad210f019f5 · outbound

This paper cites an unresolved cited work.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Unresolved cited work

Reference 69

Resolution: unresolved; raw_fallback, observed 2026-08-06T18:22:16.790362Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 4d91ec2c-7f8e-42b1-a861-7ee6cb03bf82 · outbound

This paper cites inevitable market correction.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions inevitable market correction

Reference 70

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.780180Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 93349775-49e9-402d-ac21-4bd1c916e99b · outbound

This paper cites Project Stargate.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Project Stargate

Reference 71

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.769344Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 5543e6d6-6d1b-471d-bf19-c7d8765886d4 · outbound

This paper cites DeepSeek problem.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions DeepSeek problem

Reference 72

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.758083Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 48fcc3bc-0be6-42aa-a8f1-e0a89463bd1e · outbound

This paper cites • The Maximum Drawdown (MDD) of 52.70% is substantial and indicates historical vulnerability to major corrections.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions • The Maximum Drawdown (MDD) of 52.70% is substantial and indicates historical vulnerability to major corrections

Reference 73

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.748192Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 5bdc62ab-80e3-415d-b3e2-f075dcaa6910 · outbound

This paper cites • The positive Drift Score suggests some upward momentum in the price action.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions • The positive Drift Score suggests some upward momentum in the price action

Reference 74

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.737936Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 6548825f-d702-46f5-8334-09a1e6872ed3 · outbound

This paper cites Magnificent 7,.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions Magnificent 7,

Reference 75

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.727596Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation 5560fc19-e2cb-41cb-b596-0331de0fae86 · outbound

This paper cites AI bubble.

To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions AI bubble

Reference 76

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T18:22:16.717998Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Coverage vector

Reference resolution

Outbound references

Pith citing papers