2023 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: 2023-04-01 to 2023-06-30
- Acquired records: 349
- Automatically selected records: 2
- Selection sources: 2
- Audited source-archive records: 5
- Archive sources: 3
Topic distribution¶
- volatility: 1
- financial ml: 1
- microstructure: 1
Automatically selected records¶
- 2023-06-08 — Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning · arXiv Quantitative Finance History · volatility, financial ml
- 2023-05-11 — A Leland model for delta hedging in central risk books · Mathematical Finance · microstructure
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.
- 2023-06-01 — Optimal execution and speculation with trade signals · Oxford-Man official selected arXiv index
- 2023-05-15 — Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text · AQR-affiliated Crossref metadata
- 2023-05-11 — Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models · Oxford-Man official selected arXiv index
- 2023-05-09 — Origins of the Tokyo Stock Exchange: Path Dependence of Trading Systems · JPX official working-paper index
- 2023-04-04 — Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach · Oxford-Man official selected arXiv index