2021 Q2 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：2021-04-01 至 2021-06-30
- 原始收录：368
- 自动筛选记录：2
- 筛选来源：2
- 经审计来源归档：9
- 归档来源：4
主题分布¶
- 金融机器学习：2
- 波动率与隐含波动率曲面：1
- 执行与交易成本：1
自动筛选记录¶
- 2021-05-28 — Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction · 原始来源 · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、金融机器学习
- 2021-05-06 — Accuracy of Deep Learning in Calibrating HJM Forward Curves · arXiv Quantitative Finance History · 金融机器学习、执行与交易成本
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。
- 2021-06-28 — Expansion of the Heterogeneous Autoregressive Model with Tokyo Stock Exchange Co-Location Dataset · JPX official working-paper index
- 2021-06-24 — On the evaluation of intraday market quality in the limit-order book markets: A collaborative filtering approach · JPX official working-paper index
- 2021-06-22 — Maven on C++ · Maven Securities official research archive
- 2021-06-07 — Issues around the Fragmentation in the U.S. Equities Market · JPX official working-paper index
- 2021-05-28 — Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection · Oxford-Man official selected arXiv index
- 2021-05-25 — Alpha Decay: what does it look like? And what does it mean for systematic traders? · Maven Securities official research archive
- 2021-05-21 — Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units · Oxford-Man official selected arXiv index
- 2021-05-20 — Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention · Oxford-Man official selected arXiv index
- 2021-04-24 — American Enterprise Institute Roundtable: Was Milton Friedman Right about Shareholder Capitalism? * · AQR-affiliated Crossref metadata