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Paper Citation Record · LEDGER

Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019

As of 11 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:1911.13288.

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

pith.paper-citation-record.v1
1911.13288 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 3 of 3 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 3 of 3 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-10T10:12:26.727594Z

measured 0 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-07-04T00:19:13.151915Z

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 8619d3c0-9eed-471d-b033-16e34ba46a75 · inbound

Spectral Text Fusion: A Frequency-Aware Approach to Multimodal Time-Series Forecasting cites this paper.

Spectral Text Fusion: A Frequency-Aware Approach to Multimodal Time-Series Forecasting Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019

Reference 2022

Resolution
unresolved
no resolver link, observed 2026-08-03T05:41:25.924353Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-03T05:41:25.924353Z digest=sha256:5d05e8f58ed01de4885679ed55fabf696ba74770a8a457f576c9459e5cac1341

Observation 9b85c18e-d097-407f-82f8-88eec522777c · inbound

Spectral Retrieval-Augmented Time-Series Forecasting cites this paper.

Spectral Retrieval-Augmented Time-Series Forecasting Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019

Reference 16

Resolution
verified exact
arxiv_id, observed 2026-07-04T00:19:13.153370Z

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=2026-06-26T21:21:57.818163Z digest=sha256:cc7b1f93896c0ae772913dfbedb2352afb867ee77e314e4be8f83e86361f39a5

Observation 8be6334a-da82-42de-a1cb-0d1c796db64c · inbound

When GNNs Fail: Quantifying and Overcoming Temporal Correlation Volatility in Time Series cites this paper.

When GNNs Fail: Quantifying and Overcoming Temporal Correlation Volatility in Time Series Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019

Reference 22

Resolution
unresolved
no resolver link, observed 2026-08-10T10:12:26.727594Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-10T10:12:26.727594Z digest=sha256:34412730f322e6e05edd3008553c1e703c5cc95b6276eb3c0ddfc9010f480eb3