2019 Q2 Quarterly Research Archive¶
This page is an automatically generated archive of bibliographic facts and original links. Automatic selection does not mean editorial endorsement; the page does not validate claims or provide investment advice.
- Coverage: 2019-04-01 to 2019-06-30
- Acquired records: 248
- Automatically selected records: 2
- Selection sources: 2
- Audited source-archive records: 6
- Archive sources: 2
Topic distribution¶
- volatility: 2
- financial ml: 1
- microstructure: 1
- execution costs: 1
Automatically selected records¶
- 2019-04-23 — A neural network-based framework for financial model calibration · arXiv Quantitative Finance History · volatility, financial ml
- 2019-04 — Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market · Management Science · volatility, microstructure, execution costs
Audited source archive¶
This section completely lists records acquired from sources explicitly configured for quarterly archiving. Inclusion confirms metadata and original-link coverage, not research quality or strategy validity.
- 2019-06-11 — Extending Deep Learning Models for Limit Order Books to Quantile Regression · Oxford-Man official selected arXiv index
- 2019-05-08 — Examination of Machine Translation in Corporate Governance Reports · JPX official working-paper index
- 2019-04-09 — Enhancing Time Series Momentum Strategies Using Deep Neural Networks · Oxford-Man official selected arXiv index
- 2019-04-09 — Analysis of the Use of Distributed Ledger Technology in Post-Trade Process of Cross-Border Securities Transaction · JPX official working-paper index
- 2019-04-01 — Detection of Factors Influencing Market Liquidity Using an Agent-based Simulation · JPX official working-paper index
- 2019-04-01 — Analysis of Investors’ Behavior through Non-Time Series Analysis of Stock Prices · JPX official working-paper index