Paper Citation Record · LEDGER

Qlib: An AI-oriented Quantitative Investment Platform

As of 13 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 23 inbound Pith citation observations for arXiv:2009.11189.

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

pith.paper-citation-record.v1
2009.11189 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 23 of 23 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-13T06:32:02.005865+00:00

measured 23 of 23 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-12T10:42:11.047019Z

measured 0 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-07-04T16:49:57.404437Z

Reference resolution

0 of 0 outbound references displayed

verified exact0
verified fuzzy0
unresolved0
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malformed identifier0
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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 7fa3884e-06eb-4348-9f5c-7a8af1caf873 · inbound

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network cites this paper.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Qlib: An AI-oriented Quantitative Investment Platform

Reference 26

Resolution: unresolved; no resolver link, observed 2026-08-12T10:42:11.047019Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 110192dc-3630-4991-8896-6c25126cf0de · inbound

BPQP: A Differentiable Convex Optimization Framework for Efficient End-to-End Learning cites this paper.

BPQP: A Differentiable Convex Optimization Framework for Efficient End-to-End Learning Qlib: An AI-oriented Quantitative Investment Platform

Reference 24

Resolution: unresolved; no resolver link, observed 2026-08-12T10:28:09.750815Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 2e9b609e-161d-4162-a7bd-149bfab9adc9 · inbound

Learning Universal Multi-level Market Irrationality Factors to Improve Stock Return Forecasting cites this paper.

Learning Universal Multi-level Market Irrationality Factors to Improve Stock Return Forecasting Qlib: An AI-oriented Quantitative Investment Platform

Reference 56

Resolution: unresolved; no resolver link, observed 2026-08-08T21:46:04.575062Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 695655cb-26e3-41e6-a415-c2e0b2284576 · inbound

FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting cites this paper.

FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting Qlib: An AI-oriented Quantitative Investment Platform

Reference 78

Resolution: verified exact; arxiv_id, observed 2026-05-23T02:52:26.555888Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 83a5b873-9a3f-49ef-955e-25c5422ef5ca · inbound

Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models cites this paper.

Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models Qlib: An AI-oriented Quantitative Investment Platform

Reference 2024

Resolution: unresolved; no resolver link, observed 2026-08-06T14:58:09.245377Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation cbdf4205-1c33-452d-aff4-f66689ea37fe · inbound

Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining cites this paper.

Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining Qlib: An AI-oriented Quantitative Investment Platform

Reference 35

Resolution: unresolved; no resolver link, observed 2026-08-06T13:48:53.229166Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f2696d3f-473e-4fc1-9c58-e3778617e6ce · inbound

AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining cites this paper.

AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining Qlib: An AI-oriented Quantitative Investment Platform

Reference 24

Resolution: unresolved; no resolver link, observed 2026-08-05T22:18:08.963237Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1e979e35-95a5-4869-82e5-d6c6f3d39cdd · inbound

AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration cites this paper.

AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration Qlib: An AI-oriented Quantitative Investment Platform

Reference 33

Resolution: verified exact; arxiv_id, observed 2026-05-21T21:50:41.285390Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation b7372478-46b3-4fb8-8764-08059086f1db · inbound

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

Cognitive Alpha Mining via LLM-Driven Code-Based Evolution Qlib: An AI-oriented Quantitative Investment Platform

Reference 51

Resolution: metadata mismatch; arxiv_id, observed 2026-05-17T06:44:10.636681Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 99f41b19-f2ea-4436-b112-42b688413b1e · inbound

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

Cognitive Alpha Mining via LLM-Driven Code-Based Evolution Qlib: An AI-oriented Quantitative Investment Platform

Reference 49

Resolution: unresolved; no resolver link, observed 2026-08-03T20:41:30.500696Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 464abaca-9544-4368-bb67-e144b7258f15 · inbound

AlphaForgeBench: Benchmarking End-to-End Trading Strategy Design with Large Language Models cites this paper.

AlphaForgeBench: Benchmarking End-to-End Trading Strategy Design with Large Language Models Qlib: An AI-oriented Quantitative Investment Platform

Reference 25

Resolution: unresolved; no resolver link, observed 2026-08-03T02:44:08.000177Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8275b24d-6ddb-4b2d-942b-7f5530817a6f · inbound

From Pixels to Digital Agents: An Empirical Study on the Taxonomy and Technological Trends of Reinforcement Learning Environments cites this paper.

From Pixels to Digital Agents: An Empirical Study on the Taxonomy and Technological Trends of Reinforcement Learning Environments Qlib: An AI-oriented Quantitative Investment Platform

Reference 187

Resolution: verified exact; arxiv_id, observed 2026-05-15T01:23:27.274035Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 063328d6-4a5c-4b18-8598-567eabb627f8 · inbound

Hubble: An LLM-Driven Agentic Framework for Safe, Diverse, and Reproducible Alpha Factor Discovery cites this paper.

Hubble: An LLM-Driven Agentic Framework for Safe, Diverse, and Reproducible Alpha Factor Discovery Qlib: An AI-oriented Quantitative Investment Platform

Reference 8

Resolution: verified exact; arxiv_id, observed 2026-05-15T15:26:10.836826Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 840d5e1c-77f0-4e9b-a35f-cdc20fa90c03 · inbound

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction cites this paper.

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction Qlib: An AI-oriented Quantitative Investment Platform

Reference 31

Resolution: verified exact; arxiv_id, observed 2026-05-14T19:57:53.808068Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 37474f9a-ecee-45b3-8d5e-3ccac62426f8 · inbound

When Alpha Disappears: A One-Switch Benchmark for Decision-Time Leakage in Financial Backtests cites this paper.

When Alpha Disappears: A One-Switch Benchmark for Decision-Time Leakage in Financial Backtests Qlib: An AI-oriented Quantitative Investment Platform

Reference 33

Resolution: malformed identifier; arxiv_id, observed 2026-07-01T13:55:45.354423Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 7445f5a3-90a7-4c7e-b2f3-47b765037e95 · inbound

Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents cites this paper.

Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents Qlib: An AI-oriented Quantitative Investment Platform

Reference 13

Resolution: verified exact; arxiv_id, observed 2026-06-30T19:05:00.510869Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation e759795f-c1c5-44b8-926a-2fcbb8ab9f11 · inbound

AlphaMemo: Structured Search-Process Memory for Self-Evolving Alpha Mining Agents cites this paper.

AlphaMemo: Structured Search-Process Memory for Self-Evolving Alpha Mining Agents Qlib: An AI-oriented Quantitative Investment Platform

Reference 45

Resolution: metadata mismatch; arxiv_id, observed 2026-06-29T17:03:41.318097Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 0b404e09-29a1-4b2e-9bef-4436aee58e83 · 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 Qlib: An AI-oriented Quantitative Investment Platform

Reference 40

Resolution: verified exact; arxiv_id, observed 2026-07-04T16:09:56.555101Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 9de6fbe9-c52f-480d-96d1-48371383e0b2 · inbound

Adapt Only When It Pays: Budgeted Decision-Loss Priority for Delayed Online Time-Series Adaptation cites this paper.

Adapt Only When It Pays: Budgeted Decision-Loss Priority for Delayed Online Time-Series Adaptation Qlib: An AI-oriented Quantitative Investment Platform

Reference 25

Resolution: metadata mismatch; arxiv_id, observed 2026-07-04T16:49:57.405771Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation dc74113a-745f-4c3a-ab55-96d84a926066 · inbound

OpenFinGym: A Verifiable Multi-Task Gym Environment for Evaluating Quant Agents cites this paper.

OpenFinGym: A Verifiable Multi-Task Gym Environment for Evaluating Quant Agents Qlib: An AI-oriented Quantitative Investment Platform

Reference 11

Resolution: metadata mismatch; arxiv_id, observed 2026-07-04T15:39:57.057561Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation e5d61d01-e0dc-40d5-8f9c-31f2cf892d30 · inbound

AlphaSchema: Exploring the Space of Trading Semantics for LLM-Based Alpha Mining cites this paper.

AlphaSchema: Exploring the Space of Trading Semantics for LLM-Based Alpha Mining Qlib: An AI-oriented Quantitative Investment Platform

Reference 22

Resolution: unresolved; no resolver link, observed 2026-08-01T11:46:15.844170Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a3dc9541-4049-457d-b38f-1df7a6345c84 · inbound

Towards Autonomous Formulaic Alpha Discovery: An Evolutionary Computation Perspective cites this paper.

Towards Autonomous Formulaic Alpha Discovery: An Evolutionary Computation Perspective Qlib: An AI-oriented Quantitative Investment Platform

Reference 40

Resolution: unresolved; no resolver link, observed 2026-08-04T20:52:57.818225Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 6e25e189-2d3d-4930-a2d4-8a223fc92b53 · inbound

F$^2$Agent: Financial Fusion of Agentic Intelligence for Multimodal Trading cites this paper.

F$^2$Agent: Financial Fusion of Agentic Intelligence for Multimodal Trading Qlib: An AI-oriented Quantitative Investment Platform

Reference 23

Resolution: unresolved; no resolver link, observed 2026-08-08T04:33:03.195260Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.