2023 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: 2023-01-01 to 2023-03-31
- Acquired records: 347
- Automatically selected records: 5
- Selection sources: 4
- Audited source-archive records: 3
- Archive sources: 2
Topic distribution¶
- volatility: 4
- financial ml: 4
- research methods: 3
- microstructure: 1
- option returns: 1
Automatically selected records¶
- 2023-03-20 — Volatility Forecasting with Machine Learning and Intraday Commonality · Original source · Oxford-Man-affiliated Crossref metadata · volatility, financial ml, research methods
- 2023-02-27 — The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads · Journal of Financial and Quantitative Analysis · volatility, microstructure
- 2023-02-24 — Volatility forecasting with machine learning and intraday commonality · arXiv Quantitative Finance History · volatility, financial ml, research methods
- 2023-02-24 — Option Return Predictability with Machine Learning and Big Data · The Review of Financial Studies · option returns, financial ml, research methods
- 2023-01-03 — Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning · 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.
- 2023-03-20 — Volatility Forecasting with Machine Learning and Intraday Commonality · Original source · Oxford-Man-affiliated Crossref metadata
- 2023-02-20 — Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies · Oxford-Man official selected arXiv index
- 2023-01-31 — View fusion vis-à-vis a Bayesian interpretation of Black-Litterman for portfolio allocation · Oxford-Man official selected arXiv index