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The Journal of Financial Data Science

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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
Joseph Simonian
is the director of quantitative research at Natixis Investment Managers in Boston, MA
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Chenwei Wu
is a quantitative analyst at Natixis Investment Managers in Boston, MA
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The Journal of Financial Data Science: 1 (2)
The Journal of Financial Data Science
Vol. 1, Issue 2
Spring 2019
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Minsky vs. Machine: New Foundations for Quant-Macro Investing
Joseph Simonian, Chenwei Wu
The Journal of Financial Data Science Apr 2019, 1 (2) 94-110; DOI: 10.3905/jfds.2019.1.004

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Minsky vs. Machine: New Foundations for Quant-Macro Investing
Joseph Simonian, Chenwei Wu
The Journal of Financial Data Science Apr 2019, 1 (2) 94-110; DOI: 10.3905/jfds.2019.1.004
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  • Article
    • Abstract
    • MINSKY, MARKETS, AND THE LEVERAGE CYCLE
    • SPECTRAL CLUSTERING
    • OUTLINE OF METHODOLOGY
    • HOW MANY REGIMES DOES IT TAKE TO…
    • CODA: FROM A TO Z AND BACK AGAIN
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
  • Info & Metrics
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