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The Journal of Financial Data Science
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The Journal of Financial Data Science

The Journal of Financial Data Science

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

Winter 2019; Volume 1,Issue 1

Editor’s Letter

  • Open Access
    Editor’s Letter
    Frank J. Fabozzi, Marcos López de Prado and Joseph Simonian
    The Journal of Financial Data Science Winter 2019, 1 (1) 1-3; DOI: https://doi.org/10.3905/jfds.2019.1.001

Triumph of the Empiricists: The Birth of Financial Data Science

  • You have access
    Triumph of the Empiricists: The Birth of Financial Data Science
    Joseph Simonian and Frank J. Fabozzi
    The Journal of Financial Data Science Winter 2019, 1 (1) 10-13; DOI: https://doi.org/10.3905/jfds.2019.1.010

Rethinking Alternative Data in Institutional Investment

  • You have access
    Rethinking Alternative Data in Institutional Investment
    Ashby Monk, Marcel Prins and Dane Rook
    The Journal of Financial Data Science Winter 2019, 1 (1) 14-31; DOI: https://doi.org/10.3905/jfds.2019.1.1.014

A Machine Learning Approach to Risk Factors: A Case Study Using the Fama–French–Carhart Model

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    A Machine Learning Approach to Risk Factors: A Case Study Using the Fama–French–Carhart Model
    Joseph Simonian, Chenwei Wu, Daniel Itano and Vyshaal Narayanam
    The Journal of Financial Data Science Winter 2019, 1 (1) 32-44; DOI: https://doi.org/10.3905/jfds.2019.1.032

Big Data in Portfolio Allocation: A New Approach to Successful Portfolio Optimization

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    Big Data in Portfolio Allocation: A New Approach to Successful Portfolio Optimization
    Irene Aldridge
    The Journal of Financial Data Science Winter 2019, 1 (1) 45-63; DOI: https://doi.org/10.3905/jfds.2019.1.045

A Backtesting Protocol in the Era of Machine Learning

  • You have access
    A Backtesting Protocol in the Era of Machine Learning
    Rob Arnott, Campbell R. Harvey and Harry Markowitz
    The Journal of Financial Data Science Winter 2019, 1 (1) 64-74; DOI: https://doi.org/10.3905/jfds.2019.1.064

Modeling Analysts’ Recommendations via Bayesian Machine Learning

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    Modeling Analysts’ Recommendations via Bayesian Machine Learning
    David Bew, Campbell R. Harvey, Anthony Ledford, Sam Radnor and Andrew Sinclair
    The Journal of Financial Data Science Winter 2019, 1 (1) 75-98; DOI: https://doi.org/10.3905/jfds.2019.1.1.075

A Data Science Solution to the Multiple-Testing Crisis in Financial Research

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    A Data Science Solution to the Multiple-Testing Crisis in Financial Research
    Marcos López de Prado
    The Journal of Financial Data Science Winter 2019, 1 (1) 99-110; DOI: https://doi.org/10.3905/jfds.2019.1.099

Fine-Tuning Private Equity Replication Using Textual Analysis

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    Fine-Tuning Private Equity Replication Using Textual Analysis
    Ananth Madhavan and Aleksander Sobczyk
    The Journal of Financial Data Science Winter 2019, 1 (1) 111-121; DOI: https://doi.org/10.3905/jfds.2019.1.1.111

A Practical Approach to Advanced Text Mining in Finance

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    A Practical Approach to Advanced Text Mining in Finance
    Julia Klevak, Joshua Livnat and Kate Suslava
    The Journal of Financial Data Science Winter 2019, 1 (1) 122-129; DOI: https://doi.org/10.3905/jfds.2019.1.1.122

Introducing Objective Benchmark-Based Attribution in Private Equity

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    Introducing Objective Benchmark-Based Attribution in Private Equity
    Sidney C. Porter and Sheridan Porter
    The Journal of Financial Data Science Winter 2019, 1 (1) 130-140; DOI: https://doi.org/10.3905/jfds.2019.1.1.130

Dynamic Systemic Risk: Networks in Data Science

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    Dynamic Systemic Risk: Networks in Data Science
    Sanjiv R. Das, Seoyoung Kim and Daniel N. Ostrov
    The Journal of Financial Data Science Winter 2019, 1 (1) 141-158; DOI: https://doi.org/10.3905/jfds.2019.1.1.141

Dynamic Replication and Hedging: A Reinforcement Learning Approach

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    Dynamic Replication and Hedging: A Reinforcement Learning Approach
    Petter N. Kolm and Gordon Ritter
    The Journal of Financial Data Science Winter 2019, 1 (1) 159-171; DOI: https://doi.org/10.3905/jfds.2019.1.1.159
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The Journal of Financial Data Science: 1 (1)
The Journal of Financial Data Science
Vol. 1, Issue 1
Winter 2019
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