2022 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: 2022-10-01 to 2022-12-31
Acquired records: 356
Automatically selected records: 7
Selection sources: 5
Audited source-archive records: 3
Archive sources: 2

Topic distribution¶

volatility: 6
research methods: 4
financial ml: 4
microstructure: 1

Automatically selected records¶

2022-12-31 — Nowcasting Stock Implied Volatility with Twitter · arXiv Quantitative Finance History · volatility, microstructure, research methods
2022-12-20 — Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints · arXiv Quantitative Finance History · volatility, financial ml, research methods
2022-12-09 — Understanding stock market instability via graph auto-encoders · arXiv Quantitative Finance History · financial ml, research methods
2022-12-08 — Why hasn’t “VOL” done better amidst stock market losses in 2022 with Logica’s Wayne Himelsein · The Derivative by RCM Alternatives · volatility, financial ml
2022-12-08 — Deep Weighted Monte Carlo: A hybrid option pricing framework using neural networks · arXiv Quantitative Finance History · volatility, financial ml
2022-10-18 — The Price of Higher Order Catastrophe Insurance: The Case of VIX Options · The Journal of Finance · volatility
2022-10 — Time-Varying Skew in VIX Derivatives Pricing · Management Science · 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.

2022-11-21 — FPGAs in Trading · Maven Securities official research archive
2022-11-01 — Factor Models, Machine Learning, and Asset Pricing · AQR-affiliated Crossref metadata
2022-10-27 — Maven on C++23 · Maven Securities official research archive