2020 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: 2020-10-01 to 2020-12-31
Acquired records: 356
Automatically selected records: 5
Selection sources: 4
Audited source-archive records: 4
Archive sources: 3

Topic distribution¶

volatility: 5
financial ml: 3
research methods: 2

Automatically selected records¶

2020-12-11 — The Deep Parametric PDE Method: Application to Option Pricing · arXiv Quantitative Finance History · volatility, financial ml
2020-11-26 — Moment Risk Premia and Stock Return Predictability · Journal of Financial and Quantitative Analysis · volatility, research methods
2020-11-19 — The Mysteries and Makings of Machine Learning with Dr. Ernie Chan of QTS Cap · The Derivative by RCM Alternatives · volatility, financial ml
2020-10-26 — Deep Smoothing of the Implied Volatility Surface · arXiv Quantitative Finance History · volatility, financial ml
2020-10-04 — A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets · arXiv Quantitative Finance History · volatility, 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.

2020-12-14 — Report on Pilot Test of DLT Information Sharing Platform in the Field of Securities Post-Trade (Project Name:B-POST) · JPX official working-paper index
2020-12-10 — Estimation of Large Financial Covariances: A Cross-Validation Approach · Oxford-Man official selected arXiv index
2020-11-05 — Sentiment Correlation in Financial News Networks and Associated Market Movements · Oxford-Man official selected arXiv index
2020-10-16 — Portfolio optimization for cointelated pairs: SDEs vs Machine learning · Oxford-Man-affiliated Crossref metadata