2021 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。

主题分布¶

2021-12-27 — Multistep forecast of the implied volatility surface using deep learning · Journal of Futures Markets · 波动率与隐含波动率曲面、金融机器学习、研究方法与稳健性
2021-12-17 — Multivariate Realized Volatility Forecasting with Graph Neural Network · 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、期权市场微观结构
2021-12-09 — Risk of Bitcoin Market: Volatility, Jumps, and Forecasts · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、研究方法与稳健性
2021-12-09 — Forecast Evaluation in Large Cross-Sections of Realized Volatility · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、研究方法与稳健性
2021-12-07 — Volatility model applications in China's SSE50 options market · Journal of Futures Markets · 波动率与隐含波动率曲面
2021-12-03 — Reinforcement learning for options on target volatility funds · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、金融机器学习
2021-11-05 — Data-driven Hedging of Stock Index Options via Deep Learning · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、金融机器学习、研究方法与稳健性

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。

2021-12-16 — Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture · Oxford-Man official selected arXiv index
2021-12-09 — From Legal Assistant to Legal Counsel · Maven Securities official research archive
2021-11-16 — A work experience day in trading with Maven · Maven Securities official research archive
2021-11-01 — Climate Finance · AQR-affiliated Crossref metadata
2021-10-29 — Lessons learned from investing in unprecedented times · Maven Securities official research archive
2021-10-12 — My Career Journey: Thomas Bamford-Murphy · Maven Securities official research archive