Table of Contents
Fall 2019; Volume 1,Issue 4
A
Aldridge, Irene
- You have accessNeural Networks in Finance: Design and PerformanceIrene Aldridge and Marco AvellanedaThe Journal of Financial Data Science Fall 2019, 1 (4) 39-62; DOI: https://doi.org/10.3905/jfds.2019.1.4.039
Avellaneda, Marco
- You have accessNeural Networks in Finance: Design and PerformanceIrene Aldridge and Marco AvellanedaThe Journal of Financial Data Science Fall 2019, 1 (4) 39-62; DOI: https://doi.org/10.3905/jfds.2019.1.4.039
C
Cheng, Enoch
- You have accessTime-Series Momentum: A Monte Carlo ApproachClemens Struck and Enoch ChengThe Journal of Financial Data Science Fall 2019, 1 (4) 103-123; DOI: https://doi.org/10.3905/jfds.2019.1.012
Chuanjie, Fu
- You have accessAutomated Theme Search in ICO WhitepapersFu Chuanjie, Andrew Koh and Paul GriffinThe Journal of Financial Data Science Fall 2019, 1 (4) 140-158; DOI: https://doi.org/10.3905/jfds.2019.1.011
D
DiPietro, Daniel M.
- You have accessAlpha Cloning: Using Quantitative Techniques and SEC 13f Data for Equity Portfolio Optimization and GenerationDaniel M. DiPietroThe Journal of Financial Data Science Fall 2019, 1 (4) 159-171; DOI: https://doi.org/10.3905/jfds.2019.1.008
F
Fabozzi, Francesco A.
- Open AccessManaging Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science Fall 2019, 1 (4) 1-4; DOI: https://doi.org/10.3905/jfds.2019.1.4.001
Firoozye, Nick
- You have accessAvoiding Backtesting Overfitting by Covariance-Penalties: An Empirical Investigation of the Ordinary and Total Least Squares CasesAdriano Koshiyama and Nick FiroozyeThe Journal of Financial Data Science Fall 2019, 1 (4) 63-83; DOI: https://doi.org/10.3905/jfds.2019.1.013
G
Garvey, Gerald
- You have accessReconstructing Emerging and Developed Markets Using Hierarchical ClusteringGerald Garvey and Ananth MadhavanThe Journal of Financial Data Science Fall 2019, 1 (4) 84-102; DOI: https://doi.org/10.3905/jfds.2019.1.014
Griffin, Paul
- You have accessAutomated Theme Search in ICO WhitepapersFu Chuanjie, Andrew Koh and Paul GriffinThe Journal of Financial Data Science Fall 2019, 1 (4) 140-158; DOI: https://doi.org/10.3905/jfds.2019.1.011
K
Koh, Andrew
- You have accessAutomated Theme Search in ICO WhitepapersFu Chuanjie, Andrew Koh and Paul GriffinThe Journal of Financial Data Science Fall 2019, 1 (4) 140-158; DOI: https://doi.org/10.3905/jfds.2019.1.011
Koshiyama, Adriano
- You have accessAvoiding Backtesting Overfitting by Covariance-Penalties: An Empirical Investigation of the Ordinary and Total Least Squares CasesAdriano Koshiyama and Nick FiroozyeThe Journal of Financial Data Science Fall 2019, 1 (4) 63-83; DOI: https://doi.org/10.3905/jfds.2019.1.013
L
Lim, Bryan
- You have accessEnhancing Time-Series Momentum Strategies Using Deep Neural NetworksBryan Lim, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science Fall 2019, 1 (4) 19-38; DOI: https://doi.org/10.3905/jfds.2019.1.015
M
Madhavan, Ananth
- You have accessReconstructing Emerging and Developed Markets Using Hierarchical ClusteringGerald Garvey and Ananth MadhavanThe Journal of Financial Data Science Fall 2019, 1 (4) 84-102; DOI: https://doi.org/10.3905/jfds.2019.1.014
P
Prado, Marcos López de
- You have accessExtracting Signals from High-Frequency Trading with Digital Signal Processing ToolsJung Heon Song, Marcos López de Prado, Horst D. Simon and Kesheng WuThe Journal of Financial Data Science Fall 2019, 1 (4) 124-138; DOI: https://doi.org/10.3905/jfds.2019.1.4.124
R
Roberts, Stephen
- You have accessEnhancing Time-Series Momentum Strategies Using Deep Neural NetworksBryan Lim, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science Fall 2019, 1 (4) 19-38; DOI: https://doi.org/10.3905/jfds.2019.1.015
S
Simon, Horst D.
- You have accessExtracting Signals from High-Frequency Trading with Digital Signal Processing ToolsJung Heon Song, Marcos López de Prado, Horst D. Simon and Kesheng WuThe Journal of Financial Data Science Fall 2019, 1 (4) 124-138; DOI: https://doi.org/10.3905/jfds.2019.1.4.124
Simonian, Joseph
- You have accessProofs and Cross-Validations: Three Lessons for Financial Data ScienceJoseph SimonianThe Journal of Financial Data Science Fall 2019, 1 (4) 12-18; DOI: https://doi.org/10.3905/jfds.2019.1.009
Song, Jung Heon
- You have accessExtracting Signals from High-Frequency Trading with Digital Signal Processing ToolsJung Heon Song, Marcos López de Prado, Horst D. Simon and Kesheng WuThe Journal of Financial Data Science Fall 2019, 1 (4) 124-138; DOI: https://doi.org/10.3905/jfds.2019.1.4.124
Struck, Clemens
- You have accessTime-Series Momentum: A Monte Carlo ApproachClemens Struck and Enoch ChengThe Journal of Financial Data Science Fall 2019, 1 (4) 103-123; DOI: https://doi.org/10.3905/jfds.2019.1.012
W
Wu, Kesheng
- You have accessExtracting Signals from High-Frequency Trading with Digital Signal Processing ToolsJung Heon Song, Marcos López de Prado, Horst D. Simon and Kesheng WuThe Journal of Financial Data Science Fall 2019, 1 (4) 124-138; DOI: https://doi.org/10.3905/jfds.2019.1.4.124
Z
Zohren, Stefan
- You have accessEnhancing Time-Series Momentum Strategies Using Deep Neural NetworksBryan Lim, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science Fall 2019, 1 (4) 19-38; DOI: https://doi.org/10.3905/jfds.2019.1.015
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The Journal of Financial Data Science
Vol. 1, Issue 4
Fall 2019