Index by author
Winter 2019; Volume 1,Issue 1
A
Aldridge, Irene
- You have accessBig Data in Portfolio Allocation: A New Approach to Successful Portfolio OptimizationIrene AldridgeThe Journal of Financial Data Science Winter 2019, 1 (1) 45-63; DOI: https://doi.org/10.3905/jfds.2019.1.045
Arnott, Rob
- You have accessA Backtesting Protocol in the Era of Machine LearningRob Arnott, Campbell R. Harvey and Harry MarkowitzThe Journal of Financial Data Science Winter 2019, 1 (1) 64-74; DOI: https://doi.org/10.3905/jfds.2019.1.064
B
Bew, David
- You have accessModeling Analysts’ Recommendations via Bayesian Machine LearningDavid Bew, Campbell R. Harvey, Anthony Ledford, Sam Radnor and Andrew SinclairThe Journal of Financial Data Science Winter 2019, 1 (1) 75-98; DOI: https://doi.org/10.3905/jfds.2019.1.1.075
D
Das, Sanjiv R.
- You have accessDynamic Systemic Risk: Networks in Data ScienceSanjiv R. Das, Seoyoung Kim and Daniel N. OstrovThe Journal of Financial Data Science Winter 2019, 1 (1) 141-158; DOI: https://doi.org/10.3905/jfds.2019.1.1.141
de Prado, Marcos López
- You have accessA Data Science Solution to the Multiple-Testing Crisis in Financial ResearchMarcos López de PradoThe Journal of Financial Data Science Winter 2019, 1 (1) 99-110; DOI: https://doi.org/10.3905/jfds.2019.1.099
- Open AccessEditor’s LetterFrank J. Fabozzi, Marcos López de Prado and Joseph SimonianThe Journal of Financial Data Science Winter 2019, 1 (1) 1-3; DOI: https://doi.org/10.3905/jfds.2019.1.001
F
Fabozzi, Frank J.
- You have accessTriumph of the Empiricists: The Birth of Financial Data ScienceJoseph Simonian and Frank J. FabozziThe Journal of Financial Data Science Winter 2019, 1 (1) 10-13; DOI: https://doi.org/10.3905/jfds.2019.1.010
- Open AccessEditor’s LetterFrank J. Fabozzi, Marcos López de Prado and Joseph SimonianThe Journal of Financial Data Science Winter 2019, 1 (1) 1-3; DOI: https://doi.org/10.3905/jfds.2019.1.001
H
Harvey, Campbell R.
- You have accessA Backtesting Protocol in the Era of Machine LearningRob Arnott, Campbell R. Harvey and Harry MarkowitzThe Journal of Financial Data Science Winter 2019, 1 (1) 64-74; DOI: https://doi.org/10.3905/jfds.2019.1.064
- You have accessModeling Analysts’ Recommendations via Bayesian Machine LearningDavid Bew, Campbell R. Harvey, Anthony Ledford, Sam Radnor and Andrew SinclairThe Journal of Financial Data Science Winter 2019, 1 (1) 75-98; DOI: https://doi.org/10.3905/jfds.2019.1.1.075
I
Itano, Daniel
- You have accessA Machine Learning Approach to Risk Factors: A Case Study Using the Fama–French–Carhart ModelJoseph Simonian, Chenwei Wu, Daniel Itano and Vyshaal NarayanamThe Journal of Financial Data Science Winter 2019, 1 (1) 32-44; DOI: https://doi.org/10.3905/jfds.2019.1.032
K
Kim, Seoyoung
- You have accessDynamic Systemic Risk: Networks in Data ScienceSanjiv R. Das, Seoyoung Kim and Daniel N. OstrovThe Journal of Financial Data Science Winter 2019, 1 (1) 141-158; DOI: https://doi.org/10.3905/jfds.2019.1.1.141
Klevak, Julia
- You have accessA Practical Approach to Advanced Text Mining in FinanceJulia Klevak, Joshua Livnat and Kate SuslavaThe Journal of Financial Data Science Winter 2019, 1 (1) 122-129; DOI: https://doi.org/10.3905/jfds.2019.1.1.122
Kolm, Petter N.
- You have accessDynamic Replication and Hedging: A Reinforcement Learning ApproachPetter N. Kolm and Gordon RitterThe Journal of Financial Data Science Winter 2019, 1 (1) 159-171; DOI: https://doi.org/10.3905/jfds.2019.1.1.159
L
Ledford, Anthony
- You have accessModeling Analysts’ Recommendations via Bayesian Machine LearningDavid Bew, Campbell R. Harvey, Anthony Ledford, Sam Radnor and Andrew SinclairThe Journal of Financial Data Science Winter 2019, 1 (1) 75-98; DOI: https://doi.org/10.3905/jfds.2019.1.1.075
Livnat, Joshua
- You have accessA Practical Approach to Advanced Text Mining in FinanceJulia Klevak, Joshua Livnat and Kate SuslavaThe Journal of Financial Data Science Winter 2019, 1 (1) 122-129; DOI: https://doi.org/10.3905/jfds.2019.1.1.122
M
Madhavan, Ananth
- You have accessFine-Tuning Private Equity Replication Using Textual AnalysisAnanth Madhavan and Aleksander SobczykThe Journal of Financial Data Science Winter 2019, 1 (1) 111-121; DOI: https://doi.org/10.3905/jfds.2019.1.1.111
Markowitz, Harry
- You have accessA Backtesting Protocol in the Era of Machine LearningRob Arnott, Campbell R. Harvey and Harry MarkowitzThe Journal of Financial Data Science Winter 2019, 1 (1) 64-74; DOI: https://doi.org/10.3905/jfds.2019.1.064
Monk, Ashby
- You have accessRethinking Alternative Data in Institutional InvestmentAshby Monk, Marcel Prins and Dane RookThe Journal of Financial Data Science Winter 2019, 1 (1) 14-31; DOI: https://doi.org/10.3905/jfds.2019.1.1.014
N
Narayanam, Vyshaal
- You have accessA Machine Learning Approach to Risk Factors: A Case Study Using the Fama–French–Carhart ModelJoseph Simonian, Chenwei Wu, Daniel Itano and Vyshaal NarayanamThe Journal of Financial Data Science Winter 2019, 1 (1) 32-44; DOI: https://doi.org/10.3905/jfds.2019.1.032
O
Ostrov, Daniel N.
- You have accessDynamic Systemic Risk: Networks in Data ScienceSanjiv R. Das, Seoyoung Kim and Daniel N. OstrovThe Journal of Financial Data Science Winter 2019, 1 (1) 141-158; DOI: https://doi.org/10.3905/jfds.2019.1.1.141
P
Porter, Sheridan
- You have accessIntroducing Objective Benchmark-Based Attribution in Private EquitySidney C. Porter and Sheridan PorterThe Journal of Financial Data Science Winter 2019, 1 (1) 130-140; DOI: https://doi.org/10.3905/jfds.2019.1.1.130
Porter, Sidney C.
- You have accessIntroducing Objective Benchmark-Based Attribution in Private EquitySidney C. Porter and Sheridan PorterThe Journal of Financial Data Science Winter 2019, 1 (1) 130-140; DOI: https://doi.org/10.3905/jfds.2019.1.1.130
Prins, Marcel
- You have accessRethinking Alternative Data in Institutional InvestmentAshby Monk, Marcel Prins and Dane RookThe Journal of Financial Data Science Winter 2019, 1 (1) 14-31; DOI: https://doi.org/10.3905/jfds.2019.1.1.014
R
Radnor, Sam
- You have accessModeling Analysts’ Recommendations via Bayesian Machine LearningDavid Bew, Campbell R. Harvey, Anthony Ledford, Sam Radnor and Andrew SinclairThe Journal of Financial Data Science Winter 2019, 1 (1) 75-98; DOI: https://doi.org/10.3905/jfds.2019.1.1.075
Ritter, Gordon
- You have accessDynamic Replication and Hedging: A Reinforcement Learning ApproachPetter N. Kolm and Gordon RitterThe Journal of Financial Data Science Winter 2019, 1 (1) 159-171; DOI: https://doi.org/10.3905/jfds.2019.1.1.159
Rook, Dane
- You have accessRethinking Alternative Data in Institutional InvestmentAshby Monk, Marcel Prins and Dane RookThe Journal of Financial Data Science Winter 2019, 1 (1) 14-31; DOI: https://doi.org/10.3905/jfds.2019.1.1.014
S
Simonian, Joseph
- You have accessA Machine Learning Approach to Risk Factors: A Case Study Using the Fama–French–Carhart ModelJoseph Simonian, Chenwei Wu, Daniel Itano and Vyshaal NarayanamThe Journal of Financial Data Science Winter 2019, 1 (1) 32-44; DOI: https://doi.org/10.3905/jfds.2019.1.032
- You have accessTriumph of the Empiricists: The Birth of Financial Data ScienceJoseph Simonian and Frank J. FabozziThe Journal of Financial Data Science Winter 2019, 1 (1) 10-13; DOI: https://doi.org/10.3905/jfds.2019.1.010
- Open AccessEditor’s LetterFrank J. Fabozzi, Marcos López de Prado and Joseph SimonianThe Journal of Financial Data Science Winter 2019, 1 (1) 1-3; DOI: https://doi.org/10.3905/jfds.2019.1.001
Sinclair, Andrew
- You have accessModeling Analysts’ Recommendations via Bayesian Machine LearningDavid Bew, Campbell R. Harvey, Anthony Ledford, Sam Radnor and Andrew SinclairThe Journal of Financial Data Science Winter 2019, 1 (1) 75-98; DOI: https://doi.org/10.3905/jfds.2019.1.1.075
Sobczyk, Aleksander
- You have accessFine-Tuning Private Equity Replication Using Textual AnalysisAnanth Madhavan and Aleksander SobczykThe Journal of Financial Data Science Winter 2019, 1 (1) 111-121; DOI: https://doi.org/10.3905/jfds.2019.1.1.111
Suslava, Kate
- You have accessA Practical Approach to Advanced Text Mining in FinanceJulia Klevak, Joshua Livnat and Kate SuslavaThe Journal of Financial Data Science Winter 2019, 1 (1) 122-129; DOI: https://doi.org/10.3905/jfds.2019.1.1.122
W
Wu, Chenwei
- You have accessA Machine Learning Approach to Risk Factors: A Case Study Using the Fama–French–Carhart ModelJoseph Simonian, Chenwei Wu, Daniel Itano and Vyshaal NarayanamThe Journal of Financial Data Science Winter 2019, 1 (1) 32-44; DOI: https://doi.org/10.3905/jfds.2019.1.032
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The Journal of Financial Data Science
Vol. 1, Issue 1
Winter 2019