Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-06T17:40:45.440124Z
Paper Citation Record · LEDGER
Kernel Learning for Mean-Variance Trading Strategies
As of 10 August 2026, this Paper Citation Record lists 4 of 4 outbound references and 1 inbound Pith citation observation for arXiv:2507.10701.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-10T06:31:04.303077+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-04T08:57:24.616948Z
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
4 of 4 outbound references displayed
- verified exact2
- verified fuzzy0
- unresolved2
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 865f1650-6076-43a5-b872-3cbfd596e2c4 · outbound
This paper cites QuadraticHedgingandMean-VariancePortfolioSelectionwith Random Parameters in an Incomplete Market.
Kernel Learning for Mean-Variance Trading Strategies QuadraticHedgingandMean-VariancePortfolioSelectionwith Random Parameters in an Incomplete Market
Reference 406
- Resolution
- unresolved
- no resolver link, observed 2026-08-06T17:40:45.440124Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 743a5967-caf0-4436-bf21-34cfc1454b9b · outbound
This paper cites Mean–Variance Portfolio Selection Under Volterra Heston Model.
Kernel Learning for Mean-Variance Trading Strategies Mean–Variance Portfolio Selection Under Volterra Heston Model
Reference 2022
- Resolution
- verified exact
- doi, observed 2026-08-06T17:40:45.748378Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Observation 127e183d-5370-4d01-873d-7a7db8b403d5 · outbound
This paper cites Path-Dependent Volatility.
Kernel Learning for Mean-Variance Trading Strategies Path-Dependent Volatility
Reference 2340
- Resolution
- unresolved
- no resolver link, observed 2026-08-06T17:40:45.414595Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 1f0bd830-5799-4674-9590-879e3e7bf987 · outbound
This paper cites Optimal Portfolio Choice with Cross-Impact Propagators.
Kernel Learning for Mean-Variance Trading Strategies Optimal Portfolio Choice with Cross-Impact Propagators
Reference 9965
- Resolution
- verified exact
- raw_fallback, observed 2026-08-06T17:40:45.725677Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.
Pith citing papers
Observation 512207de-1886-4d00-ba5a-26763831f9ed · inbound
Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity cites this paper.
Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Kernel Learning for Mean-Variance Trading Strategies
Reference 16
- Resolution
- unresolved
- no resolver link, observed 2026-08-04T08:57:24.616948Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.