Citation Analysis

LLM-Generated Counterfactual Stress Scenarios for Portfolio Risk Simulation via Hybrid Prompt-RAG Pipeline
Masoud Soleimani
https://arxiv.org/abs/2512.07867
81
Citation mentions
78
Cited references
11
Sections
11,430
Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

# Reference Year Mentions Breadth Sec. Wtd Share Composite Main %
1 Aikman, David and Angotti, Riccardo and Budnik, Ka... 2024 2 2 1.5 0.025 0.644 100%
2 Staudinger, Moritz and Kusa, Wojciech and Piroi, F... 2024 2 2 3.0 0.025 0.644 100%
3 Jorion, Philippe 1997 2 1 4.0 0.025 0.511 100%
4 1 1 1.0 0.012 0.406 100%
5 Thiemann, Matthias and Melches, Carolina Raquel an... 2021 1 1 1.0 0.012 0.406 100%
6 Maleki, E. and Chen, L.-T. and Vijayakumar, T. M. ... 2024 1 1 1.0 0.012 0.406 100%
7 Borio, Claudio and Drehmann, Mathias and Tsatsaron... 2014 1 1 1.0 0.012 0.406 100%
8 Carney, Mark 2015 1 1 1.0 0.012 0.406 100%
9 Baer, Michael and Gasparini, Marta and Lancaster, ... 2023 1 1 1.0 0.012 0.406 100%
10 Pesaran, M. Hashem and Timmermann, Allan 2005 1 1 1.0 0.012 0.406 100%
11 Hou, Xinyi and Zhao, Yanjie and Liu, Yue and Yang,... 2024 1 1 1.0 0.012 0.406 100%
12 Kiashemshaki, Kiana and Torkamani, Mohammad Jalili... 2025 1 1 1.0 0.012 0.406 100%
13 Nam, Daye and Macvean, Andrew and Hellendoorn, Vin... 2024 1 1 1.0 0.012 0.406 100%
14 Torkamani, Mohammad Jalili and Ng, Joey and Mehrot... 2025 1 1 1.0 0.012 0.406 100%
15 Wen, Qingsong and Liang, Jing and Sierra, Carles a... 2024 1 1 1.0 0.012 0.406 100%
16 Zhendong Chu and Shen Wang and Jian Xie and Tinghu... 2025 1 1 1.0 0.012 0.406 100%
17 Safaei, Mehrdad and Longo, Justin 2024 1 1 1.0 0.012 0.406 100%
18 Chen, Chaoran and Zhou, Daodao and Ye, Yanfang and... 2025 1 1 1.0 0.012 0.406 100%
19 Stephanie Dygico Gapud and Houra Hajian Karahroodi... 2025 1 1 1.0 0.012 0.406 100%
20 Ji, Ziwei and Yu, Tiezheng and Xu, Yan and Lee, Na... 2023 1 1 1.0 0.012 0.406 100%
21 Huntsman, Steve and Robinson, Michael and Huntsman... 2024 1 1 1.0 0.012 0.406 100%
22 Tan, Hao and Sun, Fangyuan and Liu, Shizhe and Su,... 2025 1 1 1.0 0.012 0.406 100%
23 Tonmoy, S. M. T. I. and Zaman, S. M. and Jain, Vin... 2024 1 1 1.0 0.012 0.406 100%
24 Mishev, Kostadin and Gjorgjevikj, Ana and Vodenska... 2020 1 1 0.5 0.012 0.406 100%
25 Tetlock, Paul C. 2007 1 1 0.5 0.012 0.406 100%
26 Loughran, Tim and McDonald, Bill 2011 1 1 0.5 0.012 0.406 100%
27 Araci, Dogu 2019 1 1 0.5 0.012 0.406 100%
28 Yi Yang and Mark Christopher Siy UY and Allen Huan... 2020 1 1 0.5 0.012 0.406 100%
29 Xing, Frank Z and Cambria, Erik and Welsch, Roy E 2018 1 1 0.5 0.012 0.406 100%
30 Wu, Shijie and Irsoy, Ozan and Lu, Steven and Dabr... 2023 1 1 0.5 0.012 0.406 100%
31 Liu, Xiao-Yang and Wang, Guoxuan and Yang, Hongyan... 2023 1 1 0.5 0.012 0.406 100%
32 Lopez-Lira, Alejandro 2024 1 1 0.5 0.012 0.406 100%
33 Takayanagi, Takehiro and Takamura, Hiroya and Izum... 2025 1 1 0.5 0.012 0.406 100%
34 Gruver, Nate and Finzi, Marc and Qiu, Shikai and W... 2023 1 1 0.5 0.012 0.406 100%
35 Carriero, Andrea and Pettenuzzo, Davide and Shekha... 2024 1 1 0.5 0.012 0.406 100%
36 Guarda, Paolo and Rouabah, Abdelaziz and Theal, Jo... 2012 1 1 0.5 0.012 0.406 100%
37 Alfaro, Rodrigo A. and Drehmann, Mathias 2009 1 1 0.5 0.012 0.406 100%
38 Flaig, Solveig and Junike, Gero 2022 1 1 0.5 0.012 0.406 100%
39 Petropoulos, Anastasios and Siakoulis, Vassilis an... 2022 1 1 0.5 0.012 0.406 100%
40 Packham, Natalie 2024 1 1 0.5 0.012 0.406 100%
41 Bueff, Andreas C and Cytry\'n 2022 1 1 0.5 0.012 0.406 100%
42 Moffo, Ahmadou Mustapha Fonton 2024 1 1 0.5 0.012 0.406 100%
43 Nallakaruppan, M. K. and Chaturvedi, Himakshi and ... 2024 1 1 0.5 0.012 0.406 100%
44 Sun, Xinyu and Liu, Jiayu and Zhang, Yan 2025 1 1 0.5 0.012 0.406 100%
45 Lewis, Patrick and Perez, Ethan and Piktus, Aleksa... 2020 1 1 0.5 0.012 0.406 100%
46 Asai, Akari and Wu, Zeqiu and Wang, Yizhong and Si... 2024 1 1 0.5 0.012 0.406 100%
47 Yan, Shi-Qi and Gu, Jia-Chen and Zhu, Yun and Ling... 2024 1 1 0.5 0.012 0.406 100%
48 Nakano, Reiichiro and Hilton, Jacob and Balaji, Su... 2021 1 1 0.5 0.012 0.406 100%
49 Izacard, Gautier and Lewis, Patrick and Lomeli, Ma... 2023 1 1 0.5 0.012 0.406 100%
50 Zhang, Boyu and Yang, Hongyang and Zhou, Tianyu an... 2023 1 1 0.5 0.012 0.406 100%
51 Jolliffe, Ian T. and Cadima, Jorge 2016 1 1 2.0 0.012 0.406 100%
52 Connor, Gregory and Korajczyk, Robert A. 1986 1 1 2.0 0.012 0.406 100%
53 J.P. Morgan 1996 1 1 2.0 0.012 0.406 100%
54 Engle, Robert F. 1982 1 1 2.0 0.012 0.406 100%
55 Bollerslev, Tim 1986 1 1 2.0 0.012 0.406 100%
56 Wang, Wenhui and Wei, Furu and Dong, Li and Bao, H... 2020 1 1 2.0 0.012 0.406 100%
57 Douze, Matthijs and Guzhva, Alexandr and Deng, Che... 2025 1 1 2.0 0.012 0.406 100%
58 International Monetary Fund 1 1 2.0 0.012 0.406 100%
59 Hardy, Daniel C and Hesse, Heiko 2014 1 1 2.0 0.012 0.406 100%
60 Hopper, Greg 2022 1 1 2.0 0.012 0.406 100%
61 He, Pengcheng and Gao, Jianfeng and Chen, Weizhu 2021 1 1 2.0 0.012 0.406 100%
62 Fama, Eugene F. and French, Kenneth R. 1993 1 1 2.0 0.012 0.406 100%
63 Oura, Hiroko and Schumacher, Liliana B 2012 1 1 2.0 0.012 0.406 100%
64 Gray, Stephen F 1996 1 1 2.0 0.012 0.406 100%
65 Hamilton, James D. and Lin, Gang 1996 1 1 2.0 0.012 0.406 100%
66 Kutateladze, Varlam 2022 1 1 2.0 0.012 0.406 100%
67 Almeida, Caio and Freire, Gustavo 2023 1 1 2.0 0.012 0.406 100%
68 Glasserman, Paul 2004 1 1 2.0 0.012 0.406 100%
69 Best, Philip 2000 1 1 2.0 0.012 0.406 100%
70 Rockafellar, R Tyrrell and Uryasev, Stanislav and ... 2000 1 1 2.0 0.012 0.406 100%
71 Magdon-Ismail, Malik and Atiya, Amir F 2004 1 1 2.0 0.012 0.406 100%
72 Haolun Wu and Ye Yuan and Liana Mikaelyan and Alex... 2024 1 1 2.0 0.012 0.406 100%
73 Freiesleben, Timo and Grote, Thomas 2023 1 1 2.0 0.012 0.406 100%
74 Efron, Bradley 1992 1 1 2.0 0.012 0.406 100%
75 Politis, Dimitris N and Romano, Joseph P 1994 1 1 2.0 0.012 0.406 100%
76 Fisher, Ronald Aylmer 1970 1 1 2.0 0.012 0.406 100%
77 Cohen, Jacob 2013 1 1 2.0 0.012 0.406 100%
78 Rabonato, Ricardo Trainotti and Berton, Lilian 2025 1 1 2.0 0.012 0.406 100%
Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.