2020 Q1 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: 2020-01-01 to 2020-03-31
- Acquired records: 323
- Automatically selected records: 3
- Selection sources: 2
- Audited source-archive records: 6
- Archive sources: 2
Topic distribution¶
- volatility: 3
- financial ml: 2
- research methods: 1
Automatically selected records¶
- 2020-03-30 — Implied Stochastic Volatility Models · The Review of Financial Studies · volatility, research methods
- 2020-02-19 — Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning · arXiv Quantitative Finance History · volatility, financial ml
- 2020-01-31 — On Calibration Neural Networks for extracting implied information from American options · Original source · arXiv Quantitative Finance History · volatility, financial ml
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.
- 2020-03-27 — Systemic Risk Analysis using Multiplex Model among Bank, Company and Financial Market · JPX official working-paper index
- 2020-03-13 — Looking under the Hood of Active Credit Managers · AQR-affiliated Crossref metadata
- 2020-03-03 — The effect of oil price shocks on asset markets: Evidence from oil inventory news · AQR-affiliated Crossref metadata
- 2020-02-26 — Empirical Asset Pricing via Machine Learning · AQR-affiliated Crossref metadata
- 2020-02-14 — Hedging Climate Change News · AQR-affiliated Crossref metadata
- 2020-01-30 — Self-Adjusting Mechanism in the Evolving U.S. Listings Market · JPX official working-paper index