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Paper Citation Record · LEDGER

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers

As of 17 August 2026, this Paper Citation Record lists 13 of 13 outbound references and 0 inbound Pith citation observations for arXiv:2509.02941.

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

pith.paper-citation-record.v1
2509.02941 v1

Coverage vector

measured 13 of 13 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-05T11:20:08.986616Z

measured 13 of 13 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-17T06:30:58.91139+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

13 of 13 outbound references displayed

  • verified exact6
  • verified fuzzy6
  • unresolved0
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch1

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 14b27f1f-ce9c-405b-b38e-bea8091f40e0 · outbound

This paper cites Uniswap v3 Core.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Uniswap v3 Core

Reference 1

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:20:10.635311Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:07.796221Z digest=sha256:d04c2b71f716af853af46e7dbdabb0a1fb25373a57b60b99891b98044194cf2d

Observation 9cb059d7-5938-47ff-83bb-152c6575652e · outbound

This paper cites The Pricing of Options and Corporate Liabilities.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers The Pricing of Options and Corporate Liabilities

Reference 2

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:20:10.610837Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:07.902389Z digest=sha256:c66502314d37178be90160cf0646f5860644dbc240b773fd194cb116261b604b

Observation 50883ee4-8a16-4b4b-84cf-54437544df89 · outbound

This paper cites Dash, Quantitative Finance and Risk Management: a Physicist’s Approach , Second Edition, World Scientific (2016).

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Dash, Quantitative Finance and Risk Management: a Physicist’s Approach , Second Edition, World Scientific (2016)

Reference 3

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:20:10.588712Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:08.052251Z digest=sha256:479ff7711925de8efc1e0f75eede1fb6afe8cf43842d67c75956afab68a46e6a

Observation 25440431-ea42-40c0-9921-96daa5a7ad8a · outbound

This paper cites Gardiner, Handbook of Stochastic Methods, Third Ed., Springer (2004).

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Gardiner, Handbook of Stochastic Methods, Third Ed., Springer (2004)

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:20:10.565408Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:08.155294Z digest=sha256:f7900df19db1040cae1a11e4f8c842ed38fc66da041d2bd1e78245389a3e22c8

Observation 18988550-ea13-4d06-9a67-c904c2367190 · outbound

This paper cites A Disruptive Research Playbook for Studying Disruptive Innovations.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers A Disruptive Research Playbook for Studying Disruptive Innovations

Reference 5

Resolution
metadata mismatch
local_arxiv, observed 2026-08-05T11:20:10.495778Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:08.273018Z digest=sha256:b3ed0514ee66c8c6606d9fd37f85bf645c568757024e77dbd2f5e9d62f16c710

Observation ae89d828-3b70-482b-9f3e-6b877db82b2a · outbound

This paper cites kramersmoyal: Kramers--Moyal coefficients for stochastic processes.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers kramersmoyal: Kramers--Moyal coefficients for stochastic processes

Reference 6

Resolution
verified exact
local_arxiv, observed 2026-08-05T11:20:10.373018Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:08.424903Z digest=sha256:96882b66c4c967de4fc3b03b2b2dd5fa48323c5ec651c6f96f3a2b37fc63b88f

Observation ca0662b8-7cfe-41af-827e-c00ed9e8991a · outbound

This paper cites Quantum Equilibrium-Disequilibrium: Asset Price Dynam- ics, Symmetry Breaking, and Defaults as Dissipative Instantons.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Quantum Equilibrium-Disequilibrium: Asset Price Dynam- ics, Symmetry Breaking, and Defaults as Dissipative Instantons

Reference 7

Resolution
verified exact
arxiv_id_nonexistent, observed 2026-08-05T11:20:10.139564Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:08.485481Z digest=sha256:589b0775bc4b78eead2c490f6d47de0d7dbda4fa8adb800d1233feed6da82a8b

Observation c468eec2-b744-463b-a5a6-3bc6a0cffe55 · outbound

This paper cites The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective

Reference 8

Resolution
verified exact
local_arxiv, observed 2026-08-05T11:20:09.803404Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:08.570423Z digest=sha256:ff56589ff1f4f0dfe20d861a9fc0e136d6744db30fd9899682f456abdd4d32f4

Observation cf5f0af9-7023-462b-bb63-90c09216baf2 · outbound

This paper cites Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry

Reference 9

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:20:10.541887Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:08.650529Z digest=sha256:179db3497d09e9a790e91c51b5b68fb9ccdab96f2067c5b18fd2c8b1b5cbca0c

Observation 9938f9dc-002d-4327-930b-2662e9ba8400 · outbound

This paper cites Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non- Linear Market with Phase Transitions.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non- Linear Market with Phase Transitions

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:20:10.517899Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:08.727363Z digest=sha256:b00f9b3266d4a55a5c6d955d71b94090ec6e2ff43dc3db7247d5697d8880ddc9

Observation 8b9d3385-acef-4b5f-b919-8f4f232be767 · outbound

This paper cites Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets

Reference 11

Resolution
verified exact
local_arxiv, observed 2026-08-05T11:20:09.582030Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:08.795393Z digest=sha256:eed12b96cb57cc205ece7f2a4ee56e430cd8bd67719fcf0e4846d01814ce9784

Observation c14b49bb-0745-44fb-9276-50131556710f · outbound

This paper cites Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets

Reference 12

Resolution
verified exact
local_arxiv, observed 2026-08-05T11:20:09.428716Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:08.879904Z digest=sha256:638503cdf25ea431407b6f83d54218d2d26c9105e699d20252715a22778b75bd

Observation eeb25353-d39b-4193-9cfd-c153c9c101c1 · outbound

This paper cites Estimating Stable Fixed Points and Langevin Potentials for Financial Dynamics.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Estimating Stable Fixed Points and Langevin Potentials for Financial Dynamics

Reference 13

Resolution
verified exact
local_arxiv, observed 2026-08-05T11:20:09.198325Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-08-05T11:20:08.986616Z digest=sha256:381dfa502f72895b79e2f6d09e3cb9f36ab14f7541426346d0a762b5bd76486e

Pith citing papers

No inbound Pith citation observations are available.