2019 Q4 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: 2019-10-01 to 2019-12-31
- Acquired records: 293
- Automatically selected records: 3
- Selection sources: 3
- Audited source-archive records: 2
- Archive sources: 2
Topic distribution¶
- volatility: 2
- microstructure: 2
- financial ml: 1
- research methods: 1
Automatically selected records¶
- 2019-12-23 — Forecasting Implied Volatility Smile Surface via Deep Learning and Attention Mechanism · Original source · arXiv Quantitative Finance History · volatility, financial ml
- 2019-11-19 — A regularity structure for rough volatility · Mathematical Finance · volatility, microstructure
- 2019-10 — A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion · Management Science · microstructure, research methods
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.
- 2019-12-02 — The Tax Benefits of Separating Alpha from Beta · AQR-affiliated Crossref metadata
- 2019-11-22 — Deep Reinforcement Learning for Trading · Oxford-Man official selected arXiv index