Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFDS
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR logos x
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Financial Data Science
  • IPR logos x
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Financial Data Science

The Journal of Financial Data Science

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

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFDS
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Index by author

Winter 2019; Volume 1,Issue 1
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Aldridge, Irene

    1. You have access
      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
  2. Arnott, Rob

    1. 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

B

  1. Bew, David

    1. You have access
      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

D

  1. Das, Sanjiv R.

    1. You have access
      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
  2. de Prado, Marcos López

    1. You have access
      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
    2. 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

F

  1. Fabozzi, Frank J.

    1. 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
    2. 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

H

  1. Harvey, Campbell R.

    1. 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
    2. You have access
      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

I

  1. Itano, Daniel

    1. You have access
      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

K

  1. Kim, Seoyoung

    1. You have access
      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
  2. Klevak, Julia

    1. You have access
      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
  3. Kolm, Petter N.

    1. You have access
      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

L

  1. Ledford, Anthony

    1. You have access
      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
  2. Livnat, Joshua

    1. You have access
      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

M

  1. Madhavan, Ananth

    1. You have access
      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
  2. Markowitz, Harry

    1. 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
  3. Monk, Ashby

    1. 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

N

  1. Narayanam, Vyshaal

    1. You have access
      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

O

  1. Ostrov, Daniel N.

    1. You have access
      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

P

  1. Porter, Sheridan

    1. You have access
      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
  2. Porter, Sidney C.

    1. You have access
      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
  3. Prins, Marcel

    1. 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

R

  1. Radnor, Sam

    1. You have access
      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
  2. Ritter, Gordon

    1. You have access
      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
  3. Rook, Dane

    1. 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

S

  1. Simonian, Joseph

    1. You have access
      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
    2. 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
    3. 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
  2. Sinclair, Andrew

    1. You have access
      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
  3. Sobczyk, Aleksander

    1. You have access
      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
  4. Suslava, Kate

    1. You have access
      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

W

  1. Wu, Chenwei

    1. You have access
      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
Back to top
Next

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Financial Data Science: 1 (1)
The Journal of Financial Data Science
Vol. 1, Issue 1
Winter 2019
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
0207 139 1600
 
NEW YORK
41 Madison Avenue, 20th Floor, New York, NY 10010
646 931 9045
pm-research@pageantmedia.com

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 2640-3943 | E-ISSN: 2640-3951

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies