2025 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。
- 覆盖期间：2025-07-01 至 2025-09-30
- 原始收录：455
- 自动筛选记录：14
- 筛选来源：5
- 经审计来源归档：2
- 归档来源：1
主题分布¶
- 波动率与隐含波动率曲面：10
- 金融机器学习：10
- 期权市场微观结构：4
- 研究方法与稳健性：3
- 执行与交易成本：1
- 期权收益与横截面预测：1
自动筛选记录¶
- 2025-09-25 — NASDAQ 100, Options & Volatility: 0DTE, Tail Hedges, Structured Products — with Kevin Davitt & Nicholas Smith · The Derivative by RCM Alternatives · 期权市场微观结构、执行与交易成本
- 2025-09-22 — Option Implied Volatility and Trading Strategies Based on Neural Network Correction · Journal of Futures Markets · 波动率与隐含波动率曲面、金融机器学习
- 2025-09-21 — Improving S&P 500 Volatility Forecasting through Regime-Switching Methods · arXiv Quantitative Finance History · 波动率与隐含波动率曲面
- 2025-09-07 — Deep Learning Option Pricing with Market Implied Volatility Surfaces · 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
- 2025-09-03 — On Quantum BSDE Solver for High-Dimensional Parabolic PDEs · arXiv Quantitative Finance History · 金融机器学习、研究方法与稳健性
- 2025-08-21 — Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts · 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
- 2025-08-20 — A New Star Is Born: Does the VIX1D Render Common Volatility Forecasting Models for the US Equity Market Obsolete? · Journal of Futures Markets · 波动率与隐含波动率曲面、期权市场微观结构
- 2025-08-12 — Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、金融机器学习
- 2025-08-11 — Liquidity and Price Informativeness of Options: Evidence From Extended Trading Hours · Journal of Futures Markets · 波动率与隐含波动率曲面、期权市场微观结构
- 2025-07-22 — Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach · arXiv Quantitative Finance History · 金融机器学习、期权市场微观结构
- 2025-07-12 — Joint deep calibration of the 4-factor PDV model · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、金融机器学习
- 2025-07-09 — Commodity Option Return Predictability · Journal of Futures Markets · 期权收益与横截面预测、金融机器学习
- 2025-07-03 — Predicting Stock Jumps and Crashes Using Options · Journal of Futures Markets · 波动率与隐含波动率曲面、金融机器学习
- 2025-07 — Automated Volatility Forecasting · Management Science · 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
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。
- 2025-09-12 — Empirical Analysis of Investment Behavior and Gains and Losses of Individual Investors in Japan · JPX official working-paper index
- 2025-08-04 — Hypothetical Market Data Scenario Generation Using Generative AI · JPX official working-paper index