2024 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: 2024-04-01 to 2024-06-30
- Acquired records: 344
- Automatically selected records: 4
- Selection sources: 4
- Audited source-archive records: 1
- Archive sources: 1
Topic distribution¶
- volatility: 3
- financial ml: 2
- research methods: 1
- option returns: 1
- microstructure: 1
Automatically selected records¶
- 2024-06-12 — HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning · arXiv Quantitative Finance History · volatility, financial ml
- 2024-06-01 — Machine Learning Methods for Pricing Financial Derivatives · arXiv Quantitative Finance History · financial ml, research methods
- 2024-06 — Cross-Sectional Variation of Option-Implied Volatility Skew · Management Science · option returns, volatility
- 2024-04-25 — 50 Charts showing the Current State of Volatility, with Jeremie Holdom and Colin Suvak of LongTail Alpha · The Derivative by RCM Alternatives · volatility, 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.
- 2024-05-20 — OSE 3-Month TONA Futures and BOJ Monetary Policy · JPX official working-paper index