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The Journal of Financial Data Science
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The Journal of Financial Data Science

The Journal of Financial Data Science

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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

  • You have access
    It’s All About Data: How to Make Good Decisions in a World Awash with Information
    Mehrzad Mahdavi and Hossein Kazemi
    The Journal of Financial Data Science Spring 2020, 2 (2) 8-16; DOI: https://doi.org/10.3905/jfds.2020.1.025

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

  • You have access
    Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization
    Derek Snow
    The Journal of Financial Data Science Spring 2020, 2 (2) 17-24; DOI: https://doi.org/10.3905/jfds.2020.1.029

Deep Reinforcement Learning for Trading

  • You have access
    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

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    Modular Machine Learning for Model Validation: An Application to the Fundamental Law of Active Management
    Joseph Simonian
    The Journal of Financial Data Science Spring 2020, 2 (2) 41-50; DOI: https://doi.org/10.3905/jfds.2020.1.027

Interactions and Interconnectedness Shape Financial Market Research

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    Interactions and Interconnectedness Shape Financial Market Research
    Otto Loistl and Gueorgui S. Konstantinov
    The Journal of Financial Data Science Spring 2020, 2 (2) 51-63; DOI: https://doi.org/10.3905/jfds.2020.1.026

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

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    A Holistic Approach to Financial Data Science: Data, Technology, and Analytics
    Tamer Khraisha
    The Journal of Financial Data Science Spring 2020, 2 (2) 64-84; DOI: https://doi.org/10.3905/jfds.2020.1.031

PCA for Implied Volatility Surfaces

  • You have access
    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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    Evaluating Cost Efficiencies in Asset Management and Custody Banks Using Data Envelopment Analysis
    D. K. Malhotra, Rashmi Malhotra and Robert Nydick
    The Journal of Financial Data Science Spring 2020, 2 (2) 110-127; DOI: https://doi.org/10.3905/jfds.2020.1.028
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The Journal of Financial Data Science: 2 (2)
The Journal of Financial Data Science
Vol. 2, Issue 2
Spring 2020
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