Paper Citation Record · LEDGER

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions

As of 18 August 2026, this Paper Citation Record lists 14 of 14 outbound references and 0 inbound Pith citation observations for arXiv:2509.24144.

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

pith.paper-citation-record.v1
2509.24144 v2

Coverage vector

measured 14 of 14 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-04T14:43:03.551792Z

measured 14 of 14 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-18T06:34:40.430872+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

14 of 14 outbound references displayed

verified exact1
verified fuzzy0
unresolved11
parse uncertain0
malformed identifier2
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation ca9cc457-d8e5-4271-a403-ad69d929a346 · outbound

This paper cites Accessed: 2025-07-28.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions Accessed: 2025-07-28

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-04T14:43:02.043780Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 56621eef-d25b-4439-a968-3bd17fcbe3b6 · outbound

This paper cites High-performance stock index trading: making effective use of a deep LSTM neural network.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions High-performance stock index trading: making effective use of a deep LSTM neural network

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-04T14:43:02.167376Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5f0c6e2f-fd44-43c6-8d30-057ade35ccb3 · outbound

This paper cites Graph neural networks for deep portfolio optimization.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions Graph neural networks for deep portfolio optimization

Reference 3

Resolution: malformed identifier; doi_truncated, observed 2026-08-04T14:43:26.904731Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

Observation e0c49bb5-210b-4129-bc0e-e7c2b81e0616 · outbound

This paper cites Louis.3-Month Treasury Bill: Secondary Market Rate (TB3MS).https: //fred.stlouisfed.org/series/TB3MS.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions Louis.3-Month Treasury Bill: Secondary Market Rate (TB3MS).https: //fred.stlouisfed.org/series/TB3MS

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-04T14:43:02.469426Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f4458ee5-48a3-4dc7-b327-90d427ba9270 · outbound

This paper cites Long Short-Term Memory.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions Long Short-Term Memory

Reference 5

Resolution: verified exact; doi, observed 2026-08-04T14:43:26.684734Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

Observation e6745778-d09b-48da-a83d-59f1319c959a · outbound

This paper cites Adam: A Method for Stochastic Optimization.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions Adam: A Method for Stochastic Optimization

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-04T14:43:02.730679Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c2a9dd95-d56d-4246-ad38-5b5066a3031e · outbound

This paper cites Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks

Reference 7

Resolution: unresolved; no resolver link, observed 2026-08-04T14:43:02.832655Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 421efa45-116a-4c81-89d9-1818ef1023d8 · outbound

This paper cites Leveraging BiLSTM-GAT for enhanced stock market prediction: a dual-graph approach to portfolio optimization.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions Leveraging BiLSTM-GAT for enhanced stock market prediction: a dual-graph approach to portfolio optimization

Reference 8

Resolution: malformed identifier; doi_truncated, observed 2026-08-04T14:43:26.325381Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.

Observation ff4476c1-5f26-46c4-9a98-0c9345029bd1 · outbound

This paper cites Accessed: 2025-07-28.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions Accessed: 2025-07-28

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-04T14:43:03.076308Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ac2ed75a-ac60-45b6-8fc1-34b9ec77f71b · outbound

This paper cites SSRN preprint.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions SSRN preprint

Reference 10

Resolution: unresolved; no resolver link, observed 2026-08-04T14:43:03.160949Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation bc752e7e-782b-4f77-b473-94444fdb10e0 · outbound

This paper cites Effects of Daily News Sentiment on Stock Price Forecasting.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions Effects of Daily News Sentiment on Stock Price Forecasting

Reference 11

Resolution: unresolved; no resolver link, observed 2026-08-04T14:43:03.260894Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 7f724d0e-0a5f-404d-9b7f-be6a6c76c774 · outbound

This paper cites Graph Attention Networks.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions Graph Attention Networks

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-04T14:43:03.388672Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 13f483ba-4b67-4438-a366-2737eaf76884 · outbound

This paper cites Deep Learning for Portfolio Optimization.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions Deep Learning for Portfolio Optimization

Reference 13

Resolution: unresolved; no resolver link, observed 2026-08-04T14:43:03.483891Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation eeda4b29-f0f7-4c46-a3fe-4e23ccb0a038 · outbound

This paper cites Two-Stage Portfolio Optimization Integrating Optimal Sharpe Ratio Measure and Ensemble Learning.

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions Two-Stage Portfolio Optimization Integrating Optimal Sharpe Ratio Measure and Ensemble Learning

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-04T14:43:03.551792Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Pith citing papers

No inbound Pith citation observations are available.