2023 Q3 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¶

2023-09-25 — Applying Deep Learning to Calibrate Stochastic Volatility Models · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、金融机器学习
2023-09 — A Macrofinance Model for Option Prices: A Story of Rare Economic Events · Management Science · 波动率与隐含波动率曲面
2023-08-07 — Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing · Mathematical Finance · 金融机器学习
2023-07 — Volatility Puzzle: Long Memory or Antipersistency · Management Science · 波动率与隐含波动率曲面、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。

2023-09-18 — Catching up with our NY intern · Maven Securities official research archive
2023-08-22 — Network Momentum across Asset Classes · Oxford-Man official selected arXiv index
2023-08-02 — Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals · Oxford-Man-affiliated Crossref metadata