2020 Q4 季度研究归档¶
本页是自动生成的书目与原始链接归档;自动筛选不等于编辑认可,也不评价作者结论或构成投资建议。
- 覆盖期间:2020-10-01 至 2020-12-31
- 原始收录:356
- 自动筛选记录:5
- 筛选来源:4
- 经审计来源归档:4
- 归档来源:3
主题分布¶
- 波动率与隐含波动率曲面:5
- 金融机器学习:3
- 研究方法与稳健性:2
自动筛选记录¶
- 2020-12-11 — The Deep Parametric PDE Method: Application to Option Pricing · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、金融机器学习
- 2020-11-26 — Moment Risk Premia and Stock Return Predictability · Journal of Financial and Quantitative Analysis · 波动率与隐含波动率曲面、研究方法与稳健性
- 2020-11-19 — The Mysteries and Makings of Machine Learning with Dr. Ernie Chan of QTS Cap · The Derivative by RCM Alternatives · 波动率与隐含波动率曲面、金融机器学习
- 2020-10-26 — Deep Smoothing of the Implied Volatility Surface · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、金融机器学习
- 2020-10-04 — A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、研究方法与稳健性
经审计来源归档¶
本节完整列出配置为季度归档的已审计来源;仅表示元数据与原始链接已接入,不代表内容质量或策略有效性背书。
- 2020-12-14 — Report on Pilot Test of DLT Information Sharing Platform in the Field of Securities Post-Trade (Project Name:B-POST) · JPX official working-paper index
- 2020-12-10 — Estimation of Large Financial Covariances: A Cross-Validation Approach · Oxford-Man official selected arXiv index
- 2020-11-05 — Sentiment Correlation in Financial News Networks and Associated Market Movements · Oxford-Man official selected arXiv index
- 2020-10-16 — Portfolio optimization for cointelated pairs: SDEs vs Machine learning · Oxford-Man-affiliated Crossref metadata