Table of Contents

Spring 2020; Volume 2,Issue 2

Managing Editor’s Letter

  • Open Access
    Managing Editor’s Letter
    Francesco A. Fabozzi
    The Journal of Financial Data Science Spring 2020, 2 (2) 1-3; DOI: https://doi.org/10.3905/jfds.2.2.001

It’s All About Data: How to Make Good Decisions in a World Awash with Information

Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization

Deep Reinforcement Learning for Trading

  • Deep Reinforcement Learning for Trading
    Zihao Zhang, Stefan Zohren and Stephen Roberts
    The Journal of Financial Data Science Spring 2020, 2 (2) 25-40; DOI: https://doi.org/10.3905/jfds.2020.1.030

Modular Machine Learning for Model Validation: An Application to the Fundamental Law of Active Management

Interactions and Interconnectedness Shape Financial Market Research

A Holistic Approach to Financial Data Science: Data, Technology, and Analytics

PCA for Implied Volatility Surfaces

  • PCA for Implied Volatility Surfaces
    Marco Avellaneda, Brian Healy, Andrew Papanicolaou and George Papanicolaou
    The Journal of Financial Data Science Spring 2020, 2 (2) 85-109; DOI: https://doi.org/10.3905/jfds.2020.1.032

Evaluating Cost Efficiencies in Asset Management and Custody Banks Using Data Envelopment Analysis

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