2025 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: 2025-01-01 to 2025-03-31
- Acquired records: 338
- Automatically selected records: 3
- Selection sources: 2
- Audited source-archive records: 4
- Archive sources: 2
Topic distribution¶
- volatility: 2
- financial ml: 2
- research methods: 1
Automatically selected records¶
- 2025-03-10 — Joint Implied Willow Tree: An Approach for Joint S&P 500/VIX Calibration · Journal of Futures Markets · volatility
- 2025-02-24 — Pricing and calibration in the 4-factor path-dependent volatility model · arXiv Quantitative Finance History · volatility, financial ml
- 2025-02-17 — A deep BSDE approach for the simultaneous pricing and delta-gamma hedging of large portfolios consisting of high-dimensional multi-asset Bermudan options · arXiv Quantitative Finance History · 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.
- 2025-03-14 — Asymmetric Volatility as a Mixture of Multiple Components: Factorization using Artificial Market Simulations · JPX official working-paper index
- 2025-03-03 — Guidelines for building a realistic algorithmic trading market simulator for backtesting while incorporating market impact: Agent-Based Strategies in Neural Network Format, Ecosystem Dynamics & Detection · Oxford-Man-affiliated Crossref metadata
- 2025-01-20 — Tail Risk Index based on Nikkei 225 Options · JPX official working-paper index
- 2025-01-20 — Migration to New Margin Calculation Method (JSCC-VaR) in Listed Financial Derivatives Brief Overview and Impact Analysis · JPX official working-paper index