The Journal of Financial Data Science: 1 (2)

Spring 2019; Volume 1,Issue 2

Editor’s Letter

Open Access
Editor’s Letter
Frank J. Fabozzi, Marcos López de Prado and Joseph Simonian

The Journal of Financial Data Science Spring 2019, 1 (2) 1-3; DOI: https://doi.org/10.3905/jfds.2019.1.2.001

Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and News

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Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and News
Sanjiv R. Das, Seoyoung Kim and Bhushan Kothari

The Journal of Financial Data Science Spring 2019, 1 (2) 8-34; DOI: https://doi.org/10.3905/jfds.2019.1.2.008

Do Stocks Stalk Other Stocks in Their Complex Network? A Complex Networks Approach to Stock Market Dynamics

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Do Stocks Stalk Other Stocks in Their Complex Network? A Complex Networks Approach to Stock Market Dynamics
Koushik Balasubramanian, Harish Sundaresh, Diqing Wu and Kevin Kearns

The Journal of Financial Data Science Spring 2019, 1 (2) 35-54; DOI: https://doi.org/10.3905/jfds.2019.1.2.035

Generating Virtual Scenarios of Multivariate Financial Data for Quantitative Trading Applications

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Generating Virtual Scenarios of Multivariate Financial Data for Quantitative Trading Applications
Javier Franco-Pedroso, Joaquin Gonzalez-Rodriguez, Jorge Cubero, Maria Planas, Rafael Cobo and Fernando Pablos

The Journal of Financial Data Science Spring 2019, 1 (2) 55-77; DOI: https://doi.org/10.3905/jfds.2019.1.003

Market Symmetry and Its Application to Pattern-Matching-Based Portfolio Selection

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Market Symmetry and Its Application to Pattern-Matching-Based Portfolio Selection
Yang Wang and Dong Wang

The Journal of Financial Data Science Spring 2019, 1 (2) 78-93; DOI: https://doi.org/10.3905/jfds.2019.1.2.078

Minsky vs. Machine: New Foundations for Quant-Macro Investing

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Minsky vs. Machine: New Foundations for Quant-Macro Investing
Joseph Simonian and Chenwei Wu

The Journal of Financial Data Science Spring 2019, 1 (2) 94-110; DOI: https://doi.org/10.3905/jfds.2019.1.004

CDS Proxy Construction via Machine Learning Techniques—Part I: Methodology and Results

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CDS Proxy Construction via Machine Learning Techniques—Part I: Methodology and Results
Raymond Brummelhuis and Zhongmin Luo

The Journal of Financial Data Science Spring 2019, 1 (2) 111-127; DOI: https://doi.org/10.3905/jfds.2019.1.2.111

CDS Proxy Construction via Machine Learning Techniques—Part II: Parametrization, Correlation, Benchmarking

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CDS Proxy Construction via Machine Learning Techniques—Part II: Parametrization, Correlation, Benchmarking
Raymond Brummelhuis and Zhongmin Luo

The Journal of Financial Data Science Spring 2019, 1 (2) 128-151; DOI: https://doi.org/10.3905/jfds.2019.1.2.128

Robust CAPM Estimation through Cross Validation

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Robust CAPM Estimation through Cross Validation
Kekoura Sakouvogui and William Nganje

The Journal of Financial Data Science Spring 2019, 1 (2) 153-167; DOI: https://doi.org/10.3905/jfds.2019.1.2.153

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The Journal of Financial Data Science

Table of Contents

Editor’s Letter

Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and News

Do Stocks Stalk Other Stocks in Their Complex Network? A Complex Networks Approach to Stock Market Dynamics

Generating Virtual Scenarios of Multivariate Financial Data for Quantitative Trading Applications

Market Symmetry and Its Application to Pattern-Matching-Based Portfolio Selection

Minsky vs. Machine: New Foundations for Quant-Macro Investing

CDS Proxy Construction via Machine Learning Techniques—Part I: Methodology and Results

CDS Proxy Construction via Machine Learning Techniques—Part II: Parametrization, Correlation, Benchmarking

Robust CAPM Estimation through Cross Validation

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Table of Contents

Editor’s Letter

Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and News

Do Stocks Stalk Other Stocks in Their Complex Network? A Complex Networks Approach to Stock Market Dynamics

Generating Virtual Scenarios of Multivariate Financial Data for Quantitative Trading Applications

Market Symmetry and Its Application to Pattern-Matching-Based Portfolio Selection

Minsky vs. Machine: New Foundations for Quant-Macro Investing

CDS Proxy Construction via Machine Learning Techniques—Part I: Methodology and Results

CDS Proxy Construction via Machine Learning Techniques—Part II: Parametrization, Correlation, Benchmarking

Robust CAPM Estimation through Cross Validation

Explore our content to discover more relevant research

In this issue

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