2021 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: 2021-04-01 to 2021-06-30
- Acquired records: 368
- Automatically selected records: 2
- Selection sources: 2
- Audited source-archive records: 9
- Archive sources: 4
Topic distribution¶
- financial ml: 2
- volatility: 1
- execution costs: 1
Automatically selected records¶
- 2021-05-28 — Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction · Original source · arXiv Quantitative Finance History · volatility, financial ml
- 2021-05-06 — Accuracy of Deep Learning in Calibrating HJM Forward Curves · arXiv Quantitative Finance History · financial ml, 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.
- 2021-06-28 — Expansion of the Heterogeneous Autoregressive Model with Tokyo Stock Exchange Co-Location Dataset · JPX official working-paper index
- 2021-06-24 — On the evaluation of intraday market quality in the limit-order book markets: A collaborative filtering approach · JPX official working-paper index
- 2021-06-22 — Maven on C++ · Maven Securities official research archive
- 2021-06-07 — Issues around the Fragmentation in the U.S. Equities Market · JPX official working-paper index
- 2021-05-28 — Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection · Oxford-Man official selected arXiv index
- 2021-05-25 — Alpha Decay: what does it look like? And what does it mean for systematic traders? · Maven Securities official research archive
- 2021-05-21 — Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units · Oxford-Man official selected arXiv index
- 2021-05-20 — Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention · Oxford-Man official selected arXiv index
- 2021-04-24 — American Enterprise Institute Roundtable: Was Milton Friedman Right about Shareholder Capitalism? * · AQR-affiliated Crossref metadata