2025 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。

• 覆盖期间：2025-10-01 至 2025-12-31
• 原始收录：552
• 自动筛选记录：11
• 筛选来源：5
• 经审计来源归档：2
• 归档来源：2

主题分布

• 金融机器学习：8
• 研究方法与稳健性：8
• 波动率与隐含波动率曲面：4
• 期权市场微观结构：2
• 期权收益与横截面预测：2

自动筛选记录

• 2025-12-27 — Inferring Latent Market Forces: Evaluating LLM Detection of Gamma Exposure Patterns via Obfuscation Testing · arXiv Quantitative Finance History · 金融机器学习、期权市场微观结构
• 2025-11-25 — Constrained deep learning for pricing and hedging european options in incomplete markets · arXiv Quantitative Finance History · 金融机器学习、研究方法与稳健性
• 2025-11-21 — Unified GARCH-Recurrent Neural Network in Financial Volatility Forecasting · arXiv Quantitative Finance History · 金融机器学习、研究方法与稳健性
• 2025-11-20 — Machine Learning vs. Randomness: Challenges in Predicting Binary Options Movements · arXiv Quantitative Finance History · 金融机器学习
• 2025-11-06 — Volatility's Heartbeat, the AI Boom, and MJ’s Bulls with Equity Armor’s Brian Stutland · The Derivative by RCM Alternatives · 期权收益与横截面预测、波动率与隐含波动率曲面
• 2025-10-31 — Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations · arXiv Quantitative Finance History · 金融机器学习、研究方法与稳健性
• 2025-10-30 — Determinants of Price Discovery in Option Markets: An Interpretable Machine Learning Perspective · Journal of Futures Markets · 金融机器学习、期权市场微观结构、研究方法与稳健性
• 2025-10-23 — Fusing Narrative Semantics for Financial Volatility Forecasting · arXiv Quantitative Finance History · 金融机器学习、研究方法与稳健性
• 2025-10-10 — Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging · 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
• 2025-10-06 — A Bayesian Stochastic Discount Factor for the Cross-Section of Individual Equity Options · Journal of Financial and Quantitative Analysis · 期权收益与横截面预测、波动率与隐含波动率曲面、研究方法与稳健性
• 2025-10-02 — Uncertain HAR‐RV Models and Their Extensions: A New Perspective on Forecasting the Volatility of China's Crude Oil Futures · Journal of Futures Markets · 波动率与隐含波动率曲面、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。

• 2025-12-15 — The Universal Law Behind Market Price Swings · CFM-affiliated Crossref metadata
• 2025-11-27 — Natural Language Processing-Based Analysis of Key Audit Matters in the Audit Reports of Japanese Listed Companies — An Empirical Study on Automated Classification of Audit Areas, Semantic Similarity, and Disclosure Content Management — · JPX official working-paper index