2022 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: 2022-01-01 to 2022-03-31
- Acquired records: 395
- Automatically selected records: 4
- Selection sources: 2
- Audited source-archive records: 10
- Archive sources: 3
Topic distribution¶
- volatility: 3
- research methods: 3
- financial ml: 2
- microstructure: 1
Automatically selected records¶
- 2022-03-31 — Why is intraday trading so hard, Where is the ES liquidity, and When are most market moves happening (overnight), with Deepfield’s CEO, Bastian Bolesta · The Derivative by RCM Alternatives · volatility, microstructure
- 2022-01-27 — Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders · arXiv Quantitative Finance History · volatility, research methods
- 2022-01-11 — Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures · arXiv Quantitative Finance History · financial ml, research methods
- 2022-01-03 — A Two-Step Framework for Arbitrage-Free Prediction of the Implied Volatility Surface · 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.
- 2022-03-30 — March Chronicle · Maven Securities official research archive
- 2022-03-29 — Graph similarity learning for change-point detection in dynamic networks · Oxford-Man official selected arXiv index
- 2022-03-11 — Why Maven is the right pick · Maven Securities official research archive
- 2022-03-09 — Analysis of Short Side Market Inefficiencies Using Artificial Market Model · JPX official working-paper index
- 2022-03-07 — International Women’s Day: Women in Finance · Maven Securities official research archive
- 2022-02-22 — Canonical Portfolios: Optimal Asset and Signal Combination · Oxford-Man official selected arXiv index
- 2022-01-31 — Revisiting Interview Questions At Maven · Maven Securities official research archive
- 2022-01-20 — Many Clients, One Context – Share Without Sharing · Maven Securities official research archive
- 2022-01-14 — How to get into Tech? · Maven Securities official research archive
- 2022-01-06 — Mavens Q4 Market Review · Maven Securities official research archive