2021 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: 2021-10-01 to 2021-12-31
- Acquired records: 350
- Automatically selected records: 7
- Selection sources: 3
- Audited source-archive records: 6
- Archive sources: 3
Topic distribution¶
- volatility: 7
- financial ml: 4
- research methods: 4
- microstructure: 1
Automatically selected records¶
- 2021-12-27 — Multistep forecast of the implied volatility surface using deep learning · Journal of Futures Markets · volatility, financial ml, research methods
- 2021-12-17 — Multivariate Realized Volatility Forecasting with Graph Neural Network · Original source · arXiv Quantitative Finance History · volatility, financial ml, microstructure
- 2021-12-09 — Risk of Bitcoin Market: Volatility, Jumps, and Forecasts · arXiv Quantitative Finance History · volatility, research methods
- 2021-12-09 — Forecast Evaluation in Large Cross-Sections of Realized Volatility · arXiv Quantitative Finance History · volatility, research methods
- 2021-12-07 — Volatility model applications in China's SSE50 options market · Journal of Futures Markets · volatility
- 2021-12-03 — Reinforcement learning for options on target volatility funds · arXiv Quantitative Finance History · volatility, financial ml
- 2021-11-05 — Data-driven Hedging of Stock Index Options via Deep Learning · arXiv Quantitative Finance History · volatility, financial ml, 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.
- 2021-12-16 — Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture · Oxford-Man official selected arXiv index
- 2021-12-09 — From Legal Assistant to Legal Counsel · Maven Securities official research archive
- 2021-11-16 — A work experience day in trading with Maven · Maven Securities official research archive
- 2021-11-01 — Climate Finance · AQR-affiliated Crossref metadata
- 2021-10-29 — Lessons learned from investing in unprecedented times · Maven Securities official research archive
- 2021-10-12 — My Career Journey: Thomas Bamford-Murphy · Maven Securities official research archive