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研究目录

这是长期书目记录唯一的浏览清单。每篇研究只在一个确定的主主题下出现一次;其他主题和书目来源仍保留在表格中。

  • 研究:35

期权收益与横截面预测

研究 年份 其他主题 书目来源
Volatility Disagreement in the Options Market 2026 波动率与隐含波动率曲面, 金融机器学习 NBER Asset Pricing
Jump risk premia in the presence of clustered jumps 2025 波动率与隐含波动率曲面 arXiv Quantitative Finance History

期权市场微观结构

研究 年份 其他主题 书目来源
Axiomatic Market Making 2026 arXiv Quantitative Finance History
Option market making with hedging-induced market impact 2026 执行与交易成本 arXiv Quantitative Finance History
The Privacy Subsidy in Glosten-Milgrom: Bid-Ask Spread and Welfare under Flip-Noise Direction Observation 2026 执行与交易成本, 研究方法与稳健性 arXiv Quantitative Finance History
The self-exciting nature of the bid-ask spread dynamics 2023 执行与交易成本 arXiv Quantitative Finance History
Multivariate Realized Volatility Forecasting with Graph Neural Network 2021 波动率与隐含波动率曲面, 金融机器学习 arXiv Quantitative Finance History
MVA Transfer Pricing 2016 执行与交易成本 arXiv Quantitative Finance History
Continuous-time Modeling of Bid-Ask Spread and Price Dynamics in Limit Order Books 2013 执行与交易成本 arXiv Quantitative Finance History
Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market 2011 执行与交易成本 arXiv Quantitative Finance History
"Market making" behaviour in an order book model and its impact on the bid-ask spread 2010 执行与交易成本 arXiv Quantitative Finance History
Volatility Information Trading in the Option Market 2008 波动率与隐含波动率曲面 The Journal of Finance

金融机器学习

研究 年份 其他主题 书目来源
A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula 2026 波动率与隐含波动率曲面, 研究方法与稳健性 arXiv Quantitative Finance History
Finance-Informed Neural Network: Learning the Geometry of Option Pricing 2026 波动率与隐含波动率曲面, 研究方法与稳健性 arXiv Quantitative Finance History
Machine learning for option pricing: an empirical investigation of network architectures 2026 波动率与隐含波动率曲面 arXiv Quantitative Finance History
Quantum Reservoir Computing for Realized Volatility Forecasting 2026 波动率与隐含波动率曲面 arXiv Quantitative Finance History
Volatility Surface Reconstruction using Deep Learning under No-Arbitrage Constraints 2026 波动率与隐含波动率曲面 arXiv Quantitative Finance History
Deep Learning Option Pricing with Market Implied Volatility Surfaces 2025 波动率与隐含波动率曲面 arXiv Quantitative Finance History
Operator Deep Smoothing for Implied Volatility 2025 波动率与隐含波动率曲面 arXiv Quantitative Finance History
From GARCH to Neural Network for Volatility Forecast 2024 波动率与隐含波动率曲面 arXiv Quantitative Finance History
Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface 2024 波动率与隐含波动率曲面 arXiv Quantitative Finance History
Volatility Forecasting with Machine Learning and Intraday Commonality 2023 波动率与隐含波动率曲面, 研究方法与稳健性 Oxford-Man Institute
HARNet: A Convolutional Neural Network for Realized Volatility Forecasting 2022 波动率与隐含波动率曲面 arXiv Quantitative Finance History
Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction 2021 波动率与隐含波动率曲面 arXiv Quantitative Finance History
On Calibration Neural Networks for extracting implied information from American options 2020 波动率与隐含波动率曲面 arXiv Quantitative Finance History
Forecasting Implied Volatility Smile Surface via Deep Learning and Attention Mechanism 2019 波动率与隐含波动率曲面 arXiv Quantitative Finance History
Online Adaptive Machine Learning Based Algorithm for Implied Volatility Surface Modeling 2018 波动率与隐含波动率曲面 arXiv Quantitative Finance History

波动率与隐含波动率曲面

研究 年份 其他主题 书目来源
Synthetic American Option Pricing via Jump-HMM-Driven Heston Implied Volatility 2026 研究方法与稳健性 arXiv Quantitative Finance History
Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data 2026 研究方法与稳健性 arXiv Quantitative Finance History
Pricing VIX Futures and Options With Good and Bad Volatility of Volatility 2024 研究方法与稳健性 Journal of Futures Markets
Option Pricing with State-dependent Pricing Kernel 2022 研究方法与稳健性 arXiv Quantitative Finance History
The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets 2020 研究方法与稳健性 arXiv Quantitative Finance History
Implied volatility surface predictability: the case of commodity markets 2019 研究方法与稳健性 arXiv Quantitative Finance History
Modeling and Forecasting Persistent Financial Durations 2013 研究方法与稳健性 arXiv Quantitative Finance History
THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE 2011 Mathematical Finance