2026 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: 2026-01-01 to 2026-03-31
- Acquired records: 541
- Automatically selected records: 6
- Selection sources: 5
- Audited source-archive records: 4
- Archive sources: 4
Topic distribution¶
- volatility: 3
- financial ml: 3
- research methods: 3
- microstructure: 2
- execution costs: 1
Automatically selected records¶
- 2026-03-11 — Finance-Informed Neural Network: Learning the Geometry of Option Pricing · Original source · arXiv Quantitative Finance History · volatility, financial ml, research methods
- 2026-02-21 — Asian option valuation under price impact · arXiv Quantitative Finance History · microstructure, execution costs
- 2026-02-20 — Payment for Order Flow and Option Internalization · The Review of Financial Studies · microstructure
- 2026-02-12 — Tail-Driven Nonparametric Estimation for State Price Densities · Management Science · research methods
- 2026-02-05 — Algorithmic Monitoring: Measuring Market Stress with Machine Learning · arXiv Quantitative Finance History · volatility, financial ml, research methods
- 2026-01-29 — Machine learning for option pricing: an empirical investigation of network architectures · Original source · 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.
- 2026-03-15 — Machine Learning and the Implementable Efficient Frontier · AQR-affiliated Crossref metadata
- 2026-02-13 — The ‘double’ square-root law: evidence for the mechanical origin of market impact using Tokyo stock exchange data · CFM-affiliated Crossref metadata
- 2026-01-30 — The Impact of Dark Pools on the Market and Market Quality · JPX official working-paper index
- 2026-01-02 — Robust Reinforcement Learning with Dynamic Distortion Risk Measures · Oxford-Man-affiliated Crossref metadata