2024 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: 2024-01-01 to 2024-03-31
- Acquired records: 327
- Automatically selected records: 5
- Selection sources: 4
- Audited source-archive records: 3
- Archive sources: 2
Topic distribution¶
- volatility: 5
- financial ml: 3
- option returns: 1
- microstructure: 1
- research methods: 1
Automatically selected records¶
- 2024-03-13 — Lever up! An analysis of options trading in leveraged ETFs · Journal of Futures Markets · volatility
- 2024-03-08 — Modeling Conditional Factor Risk Premia Implied by Index Option Returns · The Journal of Finance · option returns, volatility
- 2024-01-29 — No-Arbitrage Deep Calibration for Volatility Smile and Skewness · arXiv Quantitative Finance History · volatility, financial ml, microstructure
- 2024-01-29 — From GARCH to Neural Network for Volatility Forecast · Original source · arXiv Quantitative Finance History · volatility, financial ml
- 2024-01-12 — Deep calibration with random grids · 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.
- 2024-03-04 — Automated Determination of TCFD Recommended Disclosures through Zero-shot Text Classification Using Large Language Models · JPX official working-paper index
- 2024-02-28 — INFORMATION-BASED TRADING · Oxford-Man-affiliated Crossref metadata
- 2024-01-31 — Impact of optimization of the tick size for TOPIX Mid 400 constituents · JPX official working-paper index