2022 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: 2022-04-01 to 2022-06-30
- Acquired records: 391
- Automatically selected records: 3
- Selection sources: 2
- Audited source-archive records: 4
- Archive sources: 3
Topic distribution¶
- financial ml: 3
- volatility: 2
- execution costs: 2
Automatically selected records¶
- 2022-05-30 — Deep calibration of the quadratic rough Heston model · arXiv Quantitative Finance History · volatility, financial ml, execution costs
- 2022-05-19 — Differential learning methods for solving fully nonlinear PDEs · arXiv Quantitative Finance History · financial ml, execution costs
- 2022-05-16 — HARNet: A Convolutional Neural Network for Realized Volatility Forecasting · 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.
- 2022-06-30 — Business Diversification of U.S. Stock Exchanges · JPX official working-paper index
- 2022-06-10 — Machine Learning in Algorithmic Trading · Maven Securities official research archive
- 2022-05-27 — How does standardization work in derivative markets? Evidence from the options on JGB Futures · JPX official working-paper index
- 2022-05-24 — The inelastic market hypothesis: a microstructural interpretation · CFM-affiliated Crossref metadata