2022 Q1 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¶

2022-03-31 — Why is intraday trading so hard, Where is the ES liquidity, and When are most market moves happening (overnight), with Deepfield’s CEO, Bastian Bolesta · The Derivative by RCM Alternatives · 波动率与隐含波动率曲面、期权市场微观结构
2022-01-27 — Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、研究方法与稳健性
2022-01-11 — Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures · arXiv Quantitative Finance History · 金融机器学习、研究方法与稳健性
2022-01-03 — A Two-Step Framework for Arbitrage-Free Prediction 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、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。

2022-03-30 — March Chronicle · Maven Securities official research archive
2022-03-29 — Graph similarity learning for change-point detection in dynamic networks · Oxford-Man official selected arXiv index
2022-03-11 — Why Maven is the right pick · Maven Securities official research archive
2022-03-09 — Analysis of Short Side Market Inefficiencies Using Artificial Market Model · JPX official working-paper index
2022-03-07 — International Women’s Day: Women in Finance · Maven Securities official research archive
2022-02-22 — Canonical Portfolios: Optimal Asset and Signal Combination · Oxford-Man official selected arXiv index
2022-01-31 — Revisiting Interview Questions At Maven · Maven Securities official research archive
2022-01-20 — Many Clients, One Context – Share Without Sharing · Maven Securities official research archive
2022-01-14 — How to get into Tech? · Maven Securities official research archive
2022-01-06 — Mavens Q4 Market Review · Maven Securities official research archive