2025 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: 2025-07-01 to 2025-09-30
- Acquired records: 455
- Automatically selected records: 14
- Selection sources: 5
- Audited source-archive records: 2
- Archive sources: 1
Topic distribution¶
- volatility: 10
- financial ml: 10
- microstructure: 4
- research methods: 3
- execution costs: 1
- option returns: 1
Automatically selected records¶
- 2025-09-25 — NASDAQ 100, Options & Volatility: 0DTE, Tail Hedges, Structured Products — with Kevin Davitt & Nicholas Smith · The Derivative by RCM Alternatives · microstructure, execution costs
- 2025-09-22 — Option Implied Volatility and Trading Strategies Based on Neural Network Correction · Journal of Futures Markets · volatility, financial ml
- 2025-09-21 — Improving S&P 500 Volatility Forecasting through Regime-Switching Methods · arXiv Quantitative Finance History · volatility
- 2025-09-07 — Deep Learning Option Pricing with Market Implied Volatility Surfaces · Original source · arXiv Quantitative Finance History · volatility, financial ml
- 2025-09-03 — On Quantum BSDE Solver for High-Dimensional Parabolic PDEs · arXiv Quantitative Finance History · financial ml, research methods
- 2025-08-21 — Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts · arXiv Quantitative Finance History · volatility, financial ml, research methods
- 2025-08-20 — A New Star Is Born: Does the VIX1D Render Common Volatility Forecasting Models for the US Equity Market Obsolete? · Journal of Futures Markets · volatility, microstructure
- 2025-08-12 — Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information · arXiv Quantitative Finance History · volatility, financial ml
- 2025-08-11 — Liquidity and Price Informativeness of Options: Evidence From Extended Trading Hours · Journal of Futures Markets · volatility, microstructure
- 2025-07-22 — Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach · arXiv Quantitative Finance History · financial ml, microstructure
- 2025-07-12 — Joint deep calibration of the 4-factor PDV model · arXiv Quantitative Finance History · volatility, financial ml
- 2025-07-09 — Commodity Option Return Predictability · Journal of Futures Markets · option returns, financial ml
- 2025-07-03 — Predicting Stock Jumps and Crashes Using Options · Journal of Futures Markets · volatility, financial ml
- 2025-07 — Automated Volatility Forecasting · Management Science · 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.
- 2025-09-12 — Empirical Analysis of Investment Behavior and Gains and Losses of Individual Investors in Japan · JPX official working-paper index
- 2025-08-04 — Hypothetical Market Data Scenario Generation Using Generative AI · JPX official working-paper index