2025 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: 2025-10-01 to 2025-12-31
- Acquired records: 552
- Automatically selected records: 11
- Selection sources: 5
- Audited source-archive records: 2
- Archive sources: 2
Topic distribution¶
- financial ml: 8
- research methods: 8
- volatility: 4
- microstructure: 2
- option returns: 2
Automatically selected records¶
- 2025-12-27 — Inferring Latent Market Forces: Evaluating LLM Detection of Gamma Exposure Patterns via Obfuscation Testing · arXiv Quantitative Finance History · financial ml, microstructure
- 2025-11-25 — Constrained deep learning for pricing and hedging european options in incomplete markets · arXiv Quantitative Finance History · financial ml, research methods
- 2025-11-21 — Unified GARCH-Recurrent Neural Network in Financial Volatility Forecasting · arXiv Quantitative Finance History · financial ml, research methods
- 2025-11-20 — Machine Learning vs. Randomness: Challenges in Predicting Binary Options Movements · arXiv Quantitative Finance History · financial ml
- 2025-11-06 — Volatility's Heartbeat, the AI Boom, and MJ’s Bulls with Equity Armor’s Brian Stutland · The Derivative by RCM Alternatives · option returns, volatility
- 2025-10-31 — Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations · arXiv Quantitative Finance History · financial ml, research methods
- 2025-10-30 — Determinants of Price Discovery in Option Markets: An Interpretable Machine Learning Perspective · Journal of Futures Markets · financial ml, microstructure, research methods
- 2025-10-23 — Fusing Narrative Semantics for Financial Volatility Forecasting · arXiv Quantitative Finance History · financial ml, research methods
- 2025-10-10 — Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging · arXiv Quantitative Finance History · volatility, financial ml, research methods
- 2025-10-06 — A Bayesian Stochastic Discount Factor for the Cross-Section of Individual Equity Options · Journal of Financial and Quantitative Analysis · option returns, volatility, research methods
- 2025-10-02 — Uncertain HAR‐RV Models and Their Extensions: A New Perspective on Forecasting the Volatility of China's Crude Oil Futures · Journal of Futures Markets · 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.
- 2025-12-15 — The Universal Law Behind Market Price Swings · CFM-affiliated Crossref metadata
- 2025-11-27 — Natural Language Processing-Based Analysis of Key Audit Matters in the Audit Reports of Japanese Listed Companies — An Empirical Study on Automated Classification of Audit Areas, Semantic Similarity, and Disclosure Content Management — · JPX official working-paper index