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Paper Citation Record · LEDGER

HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

As of 10 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 8 inbound Pith citation observations for arXiv:2110.13716.

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

pith.paper-citation-record.v1
2110.13716 v2

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 8 of 8 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-10T06:31:04.303077+00:00

measured 8 of 8 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-09T05:54:12.639256Z

measured 0 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-07-04T16:09:56.550698Z

Reference resolution

0 of 0 outbound references displayed

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

External citation measurements

No source-named external measurement is stored.

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation 68fd5263-8142-48b8-9c47-314d897f90cc · inbound

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction cites this paper.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 37

Resolution
unresolved
no resolver link, observed 2026-08-09T05:54:12.639256Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.639256Z digest=sha256:885804b1c4f788d281cf29b6a29669a514ebcc00c4f7eb2dd4fddd4aaf1b5b91

Observation 68d25d7c-5324-4274-b836-cc1b0385c6e3 · inbound

Cognitive Alpha Mining via LLM-Driven Code-Based Evolution cites this paper.

Cognitive Alpha Mining via LLM-Driven Code-Based Evolution HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 7

Resolution
verified exact
arxiv_id, observed 2026-05-17T06:44:10.698979Z

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.

source=pdf_text observed=2026-05-17T06:43:49.283270Z digest=sha256:1d59f68d8c41c8f4866062ad831f4273763eaaabf7bdc3b0c156f16fadb1678c

Observation 36ed4810-632b-41ef-8666-7cdd52159659 · inbound

Cognitive Alpha Mining via LLM-Driven Code-Based Evolution cites this paper.

Cognitive Alpha Mining via LLM-Driven Code-Based Evolution HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 7

Resolution
unresolved
no resolver link, observed 2026-08-03T20:41:26.190044Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-03T20:41:26.190044Z digest=sha256:5f49f7bfe405f7d5a41b4bc652a3c59bc6764263aa92e406c121a68daacb40b6

Observation 092913fd-01dd-4913-8d81-3f759ce89c07 · inbound

FactorEngine: A Program-level Knowledge-Infused Factor Mining Framework for Quantitative Investment cites this paper.

FactorEngine: A Program-level Knowledge-Infused Factor Mining Framework for Quantitative Investment HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 19

Resolution
metadata mismatch
arxiv_id, observed 2026-05-15T10:35:27.672500Z

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.

source=pdf_text observed=2026-05-15T10:30:30.993682Z digest=sha256:2ccf3384de1ec94e27e48fb4f2de4f2b41e372130473710ecdbf05504b2be116

Observation 43fc0b74-e38b-4937-ae49-b6e3662a00f4 · inbound

Perforated Neural Networks for Keyword Spotting cites this paper.

Perforated Neural Networks for Keyword Spotting HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 29

Resolution
verified exact
arxiv_id, observed 2026-05-20T21:13:44.809905Z

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.

source=pdf_text observed=2026-05-20T21:10:09.974162Z digest=sha256:3baaa32617f986e37691e7cda402a4aff0bf3769aa9dc641c6afd4f0da9d6257

Observation 01e66ba4-c537-4f8d-aa09-8452906562ec · inbound

Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting cites this paper.

Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 10

Resolution
metadata mismatch
arxiv_id, observed 2026-07-01T13:55:45.371248Z

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.

source=pdf_text observed=2026-06-30T22:37:48.016204Z digest=sha256:47d98947d99b5a3934cf7eb29682be92f9544c1525738b6f4dc42ad1d13b2b62

Observation e7148fd1-8f10-4733-9bc4-5ba188ed5d7a · inbound

ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall cites this paper.

ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 92

Resolution
metadata mismatch
arxiv_id, observed 2026-07-02T11:16:53.926284Z

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.

source=arxiv_source observed=2026-06-28T04:14:04.106847Z digest=sha256:cf0d3a9e560ee4d6858cf396dad9fe7e67dbfce4a13de54ba16f6bc0e8cfb936

Observation 66d6a95e-7061-49e0-ad27-09981f2d4dac · inbound

RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting cites this paper.

RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 38

Resolution
verified exact
arxiv_id, observed 2026-07-04T16:09:56.552396Z

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.

source=pdf_text observed=2026-06-26T00:59:34.961367Z digest=sha256:4093f016443b897a4f5dd33723fa17232596345f40f43a529b2ebbbb26be2007