2024 Q3 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: 2024-07-01 to 2024-09-30
- Acquired records: 301
- Automatically selected records: 4
- Selection sources: 4
- Audited source-archive records: 3
- Archive sources: 3
Topic distribution¶
- research methods: 3
- volatility: 3
- financial ml: 2
Automatically selected records¶
- 2024-09-30 — GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets · arXiv Quantitative Finance History · financial ml, research methods
- 2024-08-27 — Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning · arXiv Quantitative Finance History · volatility, financial ml
- 2024-08-19 — Pricing VIX Futures and Options With Good and Bad Volatility of Volatility · Original source · Journal of Futures Markets · volatility, research methods
- 2024-07-17 — Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium · The Journal of Finance · 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.
- 2024-09-17 — Decentralized Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision · Oxford-Man-affiliated Crossref metadata
- 2024-08 — Quantities and Covered-Interest Parity · AQR-affiliated Crossref metadata
- 2024-07-31 — Deep Learning for Options Trading: An End-To-End Approach · Oxford-Man official selected arXiv index