Paper Citation Record · LEDGER

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization

As of 8 August 2026, this Paper Citation Record lists 36 of 36 outbound references and 0 inbound Pith citation observations for arXiv:2607.06610.

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

pith.paper-citation-record.v1
2607.06610 v1

Coverage vector

measured 36 of 36 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-07-11T01:54:07.071406Z

measured 36 of 36 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-08T06:32:00.761636+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

36 of 36 outbound references displayed

verified exact3
verified fuzzy32
unresolved0
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External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 6fef8a6d-5f09-49d2-8a1f-33729cb7a110 · outbound

This paper cites Portfolio selection.Handbook of finance, 2:3–13, 2008.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Portfolio selection.Handbook of finance, 2:3–13, 2008

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.046411Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 73b505a0-e09b-4743-8f7e-b7aa2413076c · outbound

This paper cites The capital asset pricing model: Theory and evidence.Journal of economic perspectives, 18(3):25–46, 2004.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization The capital asset pricing model: Theory and evidence.Journal of economic perspectives, 18(3):25–46, 2004

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.302860Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 90ff1172-9f9f-4aa8-94e6-b54b2015f3f9 · outbound

This paper cites Value at risk.Financial analysts journal, 56(2):47–67, 2000.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Value at risk.Financial analysts journal, 56(2):47–67, 2000

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.361919Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 747c25ad-d13e-4f70-8112-d27b90c1d2de · outbound

This paper cites Conditional value-at-risk for general loss distributions.Journal of banking & finance, 26(7):1443–1471, 2002.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Conditional value-at-risk for general loss distributions.Journal of banking & finance, 26(7):1443–1471, 2002

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.252381Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 52ad6274-9ef4-412a-9c26-634472a90ca7 · outbound

This paper cites A comparison of risk measures for portfolio optimization with cardinality constraints.Expert Systems with Applications, 228:120412, 2023.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization A comparison of risk measures for portfolio optimization with cardinality constraints.Expert Systems with Applications, 228:120412, 2023

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.223840Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation d8362fe3-f528-4872-ba36-6a59e3621423 · outbound

This paper cites A simulation comparison of risk measures for portfolio optimization.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization A simulation comparison of risk measures for portfolio optimization

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.391882Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation eea1ba46-9f80-421a-8d1a-4a3c44b78948 · outbound

This paper cites Portfolio optimisation problem: A taxonomic review of solution methodologies.IEEE Access, PP:1–1, 01 2023.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Portfolio optimisation problem: A taxonomic review of solution methodologies.IEEE Access, PP:1–1, 01 2023

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.197831Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation d2c8d091-f231-47cf-8633-5ad32d71e79c · outbound

This paper cites Fifty years of portfolio optimization.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Fifty years of portfolio optimization

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.331257Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation c58161ec-9bd5-4228-ad68-a3fb3bbbabbc · outbound

This paper cites A survey of swarm intelligence for portfolio optimization: Algorithms and applications.Swarm and evolutionary computation, 39:36–52, 2018.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization A survey of swarm intelligence for portfolio optimization: Algorithms and applications.Swarm and evolutionary computation, 39:36–52, 2018

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.449793Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation dca64961-781c-468a-b33d-241110f47951 · outbound

This paper cites MIT press Cambridge.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization MIT press Cambridge

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.048131Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 2d0f005a-e327-45ae-ad77-cb8b8cc1c2bc · outbound

This paper cites Deep learning with long short-term memory networks for financial market predictions.European journal of operational research, 270(2):654–669, 2018.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Deep learning with long short-term memory networks for financial market predictions.European journal of operational research, 270(2):654–669, 2018

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.266342Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 83e71d1a-2ca9-4d04-9574-ee4bb65236c1 · outbound

This paper cites Prediction based mean-value- at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Prediction based mean-value- at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.137770Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation eaee1156-8bf6-499f-b0a8-86b4b55275d6 · outbound

This paper cites Deep reinforcement learning: A brief survey.IEEE signal processing magazine, 34(6):26–38, 2017.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Deep reinforcement learning: A brief survey.IEEE signal processing magazine, 34(6):26–38, 2017

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.168721Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation d9fc6084-e3b2-4bef-aa2b-8af2fa816ee8 · outbound

This paper cites Risk-adjusted deep reinforcement learning for portfolio optimization: A multi-reward approach.International Journal of Computational Intelligence Systems, 18(1):126, 2025.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Risk-adjusted deep reinforcement learning for portfolio optimization: A multi-reward approach.International Journal of Computational Intelligence Systems, 18(1):126, 2025

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.277770Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 8611501e-fad4-466d-ab7f-0b9fedc29e39 · outbound

This paper cites Empirical asset pricing via machine learning.The Review of Financial Studies, 33(5):2223–2273.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Empirical asset pricing via machine learning.The Review of Financial Studies, 33(5):2223–2273

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.419641Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 2bb07ad9-c0ce-458b-bdba-e3f81d188769 · outbound

This paper cites A cvar-constrained safe reinforcement learning framework with action repair for practical portfolio optimization.IEEE Transactions on Artificial Intelligence, 2026.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization A cvar-constrained safe reinforcement learning framework with action repair for practical portfolio optimization.IEEE Transactions on Artificial Intelligence, 2026

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.850225Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 227476ac-2c66-4350-9c25-1e034b66732b · outbound

This paper cites Portfolio selection.The Journal of Finance, 7(1):77–91.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Portfolio selection.The Journal of Finance, 7(1):77–91

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.915729Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 4626211b-7d9e-4c61-8a97-9fe43ec79348 · outbound

This paper cites 60 years of portfolio optimization: Practical challenges and current trends.European Journal of Operational Research, 234(2):356–371, 2014.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization 60 years of portfolio optimization: Practical challenges and current trends.European Journal of Operational Research, 234(2):356–371, 2014

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.816273Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 45a8cc91-292d-4e12-9a90-3ce2f49db1dc · outbound

This paper cites Multi-objective heuristic algorithms for practical portfolio optimization and rebalancing with transaction cost.Applied Soft Computing, 67:865–894, 2018.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Multi-objective heuristic algorithms for practical portfolio optimization and rebalancing with transaction cost.Applied Soft Computing, 67:865–894, 2018

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.882683Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 7bdf0bcb-d128-4993-9fd6-b3cd193252b7 · outbound

This paper cites Continuous-time optimal investment with portfolio constraints: a reinforcement learning approach.European Journal of Operational Research, 2025.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Continuous-time optimal investment with portfolio constraints: a reinforcement learning approach.European Journal of Operational Research, 2025

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.951127Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 94a2bd98-b76b-4d9a-8147-1d474145a756 · outbound

This paper cites Capturing Financial markets to apply Deep Reinforcement Learning.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Capturing Financial markets to apply Deep Reinforcement Learning

Reference 22

Resolution: verified exact; local_arxiv, observed 2026-07-11T01:57:51.852174Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation fafb787f-f589-4cbf-897b-4eb466b41b7c · outbound

This paper cites Application of deep reinforcement learning in stock trading strategies and stock forecasting.Computing, 2019.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Application of deep reinforcement learning in stock trading strategies and stock forecasting.Computing, 2019

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.782088Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 56342f4a-c4c8-4bd2-b6b9-29a174bae8fc · outbound

This paper cites Application of deep q-network in portfolio management.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Application of deep q-network in portfolio management

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.685289Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation d04670c1-c408-4764-950d-eb7958b25815 · outbound

This paper cites A framework of hierarchical deep q-network for portfolio management.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization A framework of hierarchical deep q-network for portfolio management

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.716947Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation f1653bea-f29d-41d2-8043-72e48d0f211f · outbound

This paper cites Deep reinforcement learning for portfolio selection.Global Finance Journal, 62:101016, 2024.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Deep reinforcement learning for portfolio selection.Global Finance Journal, 62:101016, 2024

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.749378Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 3ec6dcb1-4469-4209-985f-04edbee08198 · outbound

This paper cites Predictive multi- period multi-objective portfolio optimization based on higher order moments: Deep learning approach.Computers & industrial engineering, 183:109450, 2023.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Predictive multi- period multi-objective portfolio optimization based on higher order moments: Deep learning approach.Computers & industrial engineering, 183:109450, 2023

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.980440Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 8c959c6a-72fe-4ff1-8308-2eba54633dfc · outbound

This paper cites Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization

Reference 28

Resolution: verified exact; local_arxiv, observed 2026-07-11T01:57:51.936841Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation b40dc6cd-c932-4b48-9d9d-d0c0801695a3 · outbound

This paper cites Reinforcement learning for deep portfolio optimization.Electronic Research Archive, 32(9):5176, 2024.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Reinforcement learning for deep portfolio optimization.Electronic Research Archive, 32(9):5176, 2024

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.655548Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation cb324411-4016-47e6-86e9-b041afd0d301 · outbound

This paper cites Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory.Expert Systems with Applications, 218:119556, 2023.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory.Expert Systems with Applications, 218:119556, 2023

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.557748Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 68663e34-dfbd-4326-b8fe-5592b9955272 · outbound

This paper cites Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization

Reference 31

Resolution: verified exact; local_arxiv, observed 2026-07-11T01:57:51.906438Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation bbfd6e3c-397c-4446-842c-e4d6d0d0d4ce · outbound

This paper cites Bi-objective reliability based optimization: an application to investment analysis.Annals of Operations Research, 333(1):47–78, 2024.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Bi-objective reliability based optimization: an application to investment analysis.Annals of Operations Research, 333(1):47–78, 2024

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.622581Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 9963f3a7-0f1a-41e2-b535-6f46cae67b49 · outbound

This paper cites Reliability-based design optimization: a state-of-the-art review of its methodologies, applications, and challenges.Structural and Multidisciplinary Optimization, 67(9):168, 2024.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Reliability-based design optimization: a state-of-the-art review of its methodologies, applications, and challenges.Structural and Multidisciplinary Optimization, 67(9):168, 2024

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.589625Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation c67ecfa3-d807-400b-82b9-6c94532c7ae4 · outbound

This paper cites Reliability in portfolio optimization using uncertain estimates.Sankhya B, 85(Suppl 1):199–233, 2023.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Reliability in portfolio optimization using uncertain estimates.Sankhya B, 85(Suppl 1):199–233, 2023

Reference 34

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:58.015827Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation a40db653-1ec0-4c5e-834b-1537f2fcbdef · outbound

This paper cites Multi-objective possibilistic model for portfolio selection with transaction cost.Journal of computational and applied mathematics, 228(1):188–196, 2009.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Multi-objective possibilistic model for portfolio selection with transaction cost.Journal of computational and applied mathematics, 228(1):188–196, 2009

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.623498Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 1670fce5-053a-4147-a746-889945d5fb97 · outbound

This paper cites Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem.Physica A: Statistical Mechanics and its Applications, 429:125–139, 2015.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem.Physica A: Statistical Mechanics and its Applications, 429:125–139, 2015

Reference 36

Resolution: verified fuzzy; raw_fallback, observed 2026-07-11T01:57:57.754159Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 8c226b0c-155f-4302-ba5c-999b3c558bed · outbound

This paper cites Proximal Policy Optimization Algorithms.

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization Proximal Policy Optimization Algorithms

Reference 37

Resolution: malformed identifier; local_arxiv, observed 2026-07-11T01:57:51.906054Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Pith citing papers

No inbound Pith citation observations are available.