Paper Citation Record · LEDGER

Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions

As of 9 August 2026, this Paper Citation Record lists 11 of 11 outbound references and 1 inbound Pith citation observation for arXiv:2502.05226.

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

pith.paper-citation-record.v1
2502.05226 v1

Coverage vector

measured 11 of 11 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-09T00:50:33.773188Z

measured 12 of 12 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-09T06:31:02.800959+00:00

measured 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-05T14:39:49.881850Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-05T14:39:50.298409Z

Reference resolution

11 of 11 outbound references displayed

verified exact0
verified fuzzy9
unresolved2
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 341f0324-f220-4d03-8023-d8c1912861f2 · outbound

This paper cites Optimal control of execution costs.

Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Optimal control of execution costs

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T00:50:33.966111Z

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.

Observation 327d26c5-5e89-4ede-9751-677c204f6481 · outbound

This paper cites odzimierz Ogryczak, M.

Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions odzimierz Ogryczak, M

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T00:50:33.891469Z

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.

Observation 6f7a1788-d5a6-4357-8710-9680d6c7a512 · outbound

This paper cites Quantum algorithms for mixed binary optimization applied to transaction settlement.

Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Quantum algorithms for mixed binary optimization applied to transaction settlement

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T00:50:33.951380Z

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.

Observation eadf04dd-c88a-4b82-8d83-b26111f2543a · outbound

This paper cites Capital asset pricing model (CAPM) with drawdown measure.

Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Capital asset pricing model (CAPM) with drawdown measure

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T00:50:33.845440Z

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.

Observation 63efb117-fcfa-4419-a8cd-a67590845d48 · outbound

This paper cites Towards a Linear-Ramp QAOA protocol: Evidence of a scaling advantage in solving some combinatorial optimization problems.

Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Towards a Linear-Ramp QAOA protocol: Evidence of a scaling advantage in solving some combinatorial optimization problems

Reference 21

Resolution: unresolved; no resolver link, observed 2026-08-09T00:50:33.758899Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 750a34a3-a1ee-4782-82a0-fcb1e6fe65d0 · outbound

This paper cites Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: A mixed- integer multistage stochastic model and a moving-horizon approach.

Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: A mixed- integer multistage stochastic model and a moving-horizon approach

Reference 131

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T00:50:33.937377Z

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.

Observation b8159856-0799-44a0-a263-7572fd8dcddb · outbound

This paper cites Optimal portfolio policies with borrowing and shortsale constraints.

Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Optimal portfolio policies with borrowing and shortsale constraints

Reference 291

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T00:50:33.861309Z

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.

Observation 85a9a0a4-45a4-44d7-9762-be6b47984071 · outbound

This paper cites A multi-period fuzzy portfolio optimization model with minimum transaction lots.

Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions A multi-period fuzzy portfolio optimization model with minimum transaction lots

Reference 404

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T00:50:33.922415Z

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.

Observation d64489b3-6a1e-492b-9ee6-1067ee4c44d7 · outbound

This paper cites A Survey of Quantum Computing for Finance.

Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions A Survey of Quantum Computing for Finance

Reference 428

Resolution: unresolved; no resolver link, observed 2026-08-09T00:50:33.739244Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d9c117b8-6db4-4331-a16d-61156396ddd9 · outbound

This paper cites Ising formulations of many NP problems.

Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Ising formulations of many NP problems

Reference 941

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T00:50:33.906405Z

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.

Observation 2e058463-f2b3-4e99-a201-c867a97825f1 · outbound

This paper cites Quantumcomputationalfinance:Monte Carlo pricing of financial derivatives.

Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Quantumcomputationalfinance:Monte Carlo pricing of financial derivatives

Reference 4213

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T00:50:33.876586Z

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.

Pith citing papers

Observation ef24b3be-f88f-471b-9470-06488ecf5bb2 · inbound

Benchmarking Quantum Solvers in Noisy Digital Simulations for Financial Portfolio Optimization cites this paper.

Benchmarking Quantum Solvers in Noisy Digital Simulations for Financial Portfolio Optimization Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions

Reference 45

Resolution: verified exact; local_arxiv, observed 2026-08-05T14:39:50.303681Z

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.