Table of Contents
Winter 2020; Volume 2,Issue 1
B
Banerjee, Soham
- You have accessDeep Learning Classifier with Piecewise Linear Activation Function: An Empirical Evaluation with Intraday Financial DataSoham Banerjee and Diganta MukherjeeThe Journal of Financial Data Science Winter 2020, 2 (1) 94-115; DOI: https://doi.org/10.3905/jfds.2019.1.018
Budavari, Tamas
- You have accessPairs Trading Strategy with Geolocation Data—The Battle between Under Armour and NikeJim Kyung-Soo Liew, Tamas Budavari, Zixiao Kang, Fengxu Li, Xuzhi Wang, Shihao Ma and Brandon FreminThe Journal of Financial Data Science Winter 2020, 2 (1) 126-143; DOI: https://doi.org/10.3905/jfds.2019.1.024
C
Chen, Mike
- You have accessTeaching Machines to Understand Chinese Investment SlangMike Chen, Jaime Lee and George MussalliThe Journal of Financial Data Science Winter 2020, 2 (1) 116-125; DOI: https://doi.org/10.3905/jfds.2019.1.020
Cui, Han
- You have accessConstructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine LearningAlexander Fleiss, Han Cui, Sasha Stoikov and Daniel M. DiPietroThe Journal of Financial Data Science Winter 2020, 2 (1) 45-60; DOI: https://doi.org/10.3905/jfds.2019.1.022
D
DiPietro, Daniel M.
- You have accessConstructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine LearningAlexander Fleiss, Han Cui, Sasha Stoikov and Daniel M. DiPietroThe Journal of Financial Data Science Winter 2020, 2 (1) 45-60; DOI: https://doi.org/10.3905/jfds.2019.1.022
F
Fabozzi, Francesco A.
- Open AccessManaging Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science Winter 2020, 2 (1) 1-4; DOI: https://doi.org/10.3905/jfds.2020.2.1.001
Fabozzi, Frank J.
- You have accessCrowdsourced Investment Research Through TournamentsMarcos López de Prado and Frank J. FabozziThe Journal of Financial Data Science Winter 2020, 2 (1) 86-93; DOI: https://doi.org/10.3905/jfds.2019.1.016
Fleiss, Alexander
- You have accessConstructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine LearningAlexander Fleiss, Han Cui, Sasha Stoikov and Daniel M. DiPietroThe Journal of Financial Data Science Winter 2020, 2 (1) 45-60; DOI: https://doi.org/10.3905/jfds.2019.1.022
Fremin, Brandon
- You have accessPairs Trading Strategy with Geolocation Data—The Battle between Under Armour and NikeJim Kyung-Soo Liew, Tamas Budavari, Zixiao Kang, Fengxu Li, Xuzhi Wang, Shihao Ma and Brandon FreminThe Journal of Financial Data Science Winter 2020, 2 (1) 126-143; DOI: https://doi.org/10.3905/jfds.2019.1.024
K
Kang, Zixiao
- You have accessPairs Trading Strategy with Geolocation Data—The Battle between Under Armour and NikeJim Kyung-Soo Liew, Tamas Budavari, Zixiao Kang, Fengxu Li, Xuzhi Wang, Shihao Ma and Brandon FreminThe Journal of Financial Data Science Winter 2020, 2 (1) 126-143; DOI: https://doi.org/10.3905/jfds.2019.1.024
Konstantinov, Gueorgui
- You have accessThe Bond–Equity–Fund Relation Using the Fama–French–Carhart Factors: A Practical Network ApproachGueorgui Konstantinov and Mario RusevThe Journal of Financial Data Science Winter 2020, 2 (1) 24-44; DOI: https://doi.org/10.3905/jfds.2019.1.017
L
Lee, Jaime
- You have accessTeaching Machines to Understand Chinese Investment SlangMike Chen, Jaime Lee and George MussalliThe Journal of Financial Data Science Winter 2020, 2 (1) 116-125; DOI: https://doi.org/10.3905/jfds.2019.1.020
Li, Fengxu
- You have accessPairs Trading Strategy with Geolocation Data—The Battle between Under Armour and NikeJim Kyung-Soo Liew, Tamas Budavari, Zixiao Kang, Fengxu Li, Xuzhi Wang, Shihao Ma and Brandon FreminThe Journal of Financial Data Science Winter 2020, 2 (1) 126-143; DOI: https://doi.org/10.3905/jfds.2019.1.024
Li, Yimou
- You have accessBeyond the Black Box: An Intuitive Approach to Investment Prediction with Machine LearningYimou Li, David Turkington and Alireza YazdaniThe Journal of Financial Data Science Winter 2020, 2 (1) 61-75; DOI: https://doi.org/10.3905/jfds.2019.1.023
Liew, Jim Kyung-Soo
- You have accessPairs Trading Strategy with Geolocation Data—The Battle between Under Armour and NikeJim Kyung-Soo Liew, Tamas Budavari, Zixiao Kang, Fengxu Li, Xuzhi Wang, Shihao Ma and Brandon FreminThe Journal of Financial Data Science Winter 2020, 2 (1) 126-143; DOI: https://doi.org/10.3905/jfds.2019.1.024
López, Rafael Cobo
- You have accessMitigating Overfitting on Financial Datasets with Generative Adversarial NetworksFernando De Meer Pardo and Rafael Cobo LópezThe Journal of Financial Data Science Winter 2020, 2 (1) 76-85; DOI: https://doi.org/10.3905/jfds.2019.1.019
M
Ma, Shihao
- You have accessPairs Trading Strategy with Geolocation Data—The Battle between Under Armour and NikeJim Kyung-Soo Liew, Tamas Budavari, Zixiao Kang, Fengxu Li, Xuzhi Wang, Shihao Ma and Brandon FreminThe Journal of Financial Data Science Winter 2020, 2 (1) 126-143; DOI: https://doi.org/10.3905/jfds.2019.1.024
Mukherjee, Diganta
- You have accessDeep Learning Classifier with Piecewise Linear Activation Function: An Empirical Evaluation with Intraday Financial DataSoham Banerjee and Diganta MukherjeeThe Journal of Financial Data Science Winter 2020, 2 (1) 94-115; DOI: https://doi.org/10.3905/jfds.2019.1.018
Mussalli, George
- You have accessTeaching Machines to Understand Chinese Investment SlangMike Chen, Jaime Lee and George MussalliThe Journal of Financial Data Science Winter 2020, 2 (1) 116-125; DOI: https://doi.org/10.3905/jfds.2019.1.020
P
Pardo, Fernando De Meer
- You have accessMitigating Overfitting on Financial Datasets with Generative Adversarial NetworksFernando De Meer Pardo and Rafael Cobo LópezThe Journal of Financial Data Science Winter 2020, 2 (1) 76-85; DOI: https://doi.org/10.3905/jfds.2019.1.019
Prado, Marcos López de
- You have accessCrowdsourced Investment Research Through TournamentsMarcos López de Prado and Frank J. FabozziThe Journal of Financial Data Science Winter 2020, 2 (1) 86-93; DOI: https://doi.org/10.3905/jfds.2019.1.016
R
Rusev, Mario
- You have accessThe Bond–Equity–Fund Relation Using the Fama–French–Carhart Factors: A Practical Network ApproachGueorgui Konstantinov and Mario RusevThe Journal of Financial Data Science Winter 2020, 2 (1) 24-44; DOI: https://doi.org/10.3905/jfds.2019.1.017
S
Snow, Derek
- You have accessMachine Learning in Asset Management—Part 1: Portfolio Construction—Trading StrategiesDerek SnowThe Journal of Financial Data Science Winter 2020, 2 (1) 10-23; DOI: https://doi.org/10.3905/jfds.2019.1.021
Stoikov, Sasha
- You have accessConstructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine LearningAlexander Fleiss, Han Cui, Sasha Stoikov and Daniel M. DiPietroThe Journal of Financial Data Science Winter 2020, 2 (1) 45-60; DOI: https://doi.org/10.3905/jfds.2019.1.022
T
Turkington, David
- You have accessBeyond the Black Box: An Intuitive Approach to Investment Prediction with Machine LearningYimou Li, David Turkington and Alireza YazdaniThe Journal of Financial Data Science Winter 2020, 2 (1) 61-75; DOI: https://doi.org/10.3905/jfds.2019.1.023
W
Wang, Xuzhi
- You have accessPairs Trading Strategy with Geolocation Data—The Battle between Under Armour and NikeJim Kyung-Soo Liew, Tamas Budavari, Zixiao Kang, Fengxu Li, Xuzhi Wang, Shihao Ma and Brandon FreminThe Journal of Financial Data Science Winter 2020, 2 (1) 126-143; DOI: https://doi.org/10.3905/jfds.2019.1.024
Y
Yazdani, Alireza
- You have accessBeyond the Black Box: An Intuitive Approach to Investment Prediction with Machine LearningYimou Li, David Turkington and Alireza YazdaniThe Journal of Financial Data Science Winter 2020, 2 (1) 61-75; DOI: https://doi.org/10.3905/jfds.2019.1.023
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The Journal of Financial Data Science
Vol. 2, Issue 1
Winter 2020