2024 Q4 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: 2024-10-01 to 2024-12-31
- Acquired records: 327
- Automatically selected records: 5
- Selection sources: 3
- Audited source-archive records: 1
- Archive sources: 1
Topic distribution¶
- volatility: 5
- financial ml: 3
- microstructure: 1
Automatically selected records¶
- 2024-11-28 — Deep learning interpretability for rough volatility · arXiv Quantitative Finance History · volatility, financial ml
- 2024-11-20 — Joint SPX & VIX calibration with Gaussian polynomial volatility models: Deep pricing with quantization hints · Mathematical Finance · volatility
- 2024-11-14 — The Polymath Pod: Jason Buck and Zed Francis talk rates, vol, and cheeseburgers?! · The Derivative by RCM Alternatives · volatility, microstructure
- 2024-11-04 — Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface · Original source · arXiv Quantitative Finance History · volatility, financial ml
- 2024-10-15 — Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach · 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.
- 2024-10-14 — Is Capital Structure Irrelevant with ESG Investors? · AQR-affiliated Crossref metadata