Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
A Consolidated Volatility Prediction with Back Propagation Neural Network and Genetic Algorithm
As of 10 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:2412.07223.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-09T06:31:02.800959+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-09T14:34:58.847658Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-08-09T14:34:59.273305Z
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 da4c144a-18b2-48f7-b098-c5d7a21d24e0 · inbound
Regression and Forecasting of U.S. Stock Returns Based on LSTM cites this paper.
Regression and Forecasting of U.S. Stock Returns Based on LSTM A Consolidated Volatility Prediction with Back Propagation Neural Network and Genetic Algorithm
Reference 4
- Resolution
- verified exact
- local_arxiv, observed 2026-08-09T14:34:59.277116Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.