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Paper Citation Record · LEDGER

A closed-form solution for optimal mean-reverting trading strategies

As of 19 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2003.10502.

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

pith.paper-citation-record.v1
2003.10502 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 2 of 2 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-19T06:32:44.657259+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-15T15:20:44.955708Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-07T14:53:25.424449Z

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 4aab8879-fef0-4ae5-8ea2-cf84c88f34d4 · inbound

Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures cites this paper.

Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures A closed-form solution for optimal mean-reverting trading strategies

Reference 25

Resolution
verified exact
local_arxiv, observed 2026-08-07T14:53:25.489524Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

source=pdf_text observed=2026-08-07T14:53:24.562674Z digest=sha256:6cf73d614cb9032179145e5aa65e04fc3e2f06d2737bcf04078eada001b6d3fa

Observation 1a034ebd-f9d5-4ea7-8dfe-510e8860d633 · inbound

Optimal Trading of Microstructure Mean Reversion cites this paper.

Optimal Trading of Microstructure Mean Reversion A closed-form solution for optimal mean-reverting trading strategies

Reference 27

Resolution
unresolved
no resolver link, observed 2026-08-15T15:20:44.955708Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-15T15:20:44.955708Z digest=sha256:8295cdd72e4e3d7a5548a2e95677a3225c7503ac9f770032f55bd3ce7a5c78b2