Table of Contents
Spring 2020; Volume 2,Issue 2
A
Avellaneda, Marco
- You have accessPCA for Implied Volatility SurfacesMarco Avellaneda, Brian Healy, Andrew Papanicolaou and George PapanicolaouThe Journal of Financial Data Science Spring 2020, 2 (2) 85-109; DOI: https://doi.org/10.3905/jfds.2020.1.032
F
Fabozzi, Francesco A.
- Open AccessManaging Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science Spring 2020, 2 (2) 1-3; DOI: https://doi.org/10.3905/jfds.2.2.001
H
Healy, Brian
- You have accessPCA for Implied Volatility SurfacesMarco Avellaneda, Brian Healy, Andrew Papanicolaou and George PapanicolaouThe Journal of Financial Data Science Spring 2020, 2 (2) 85-109; DOI: https://doi.org/10.3905/jfds.2020.1.032
K
Kazemi, Hossein
- You have accessIt’s All About Data: How to Make Good Decisions in a World Awash with InformationMehrzad Mahdavi and Hossein KazemiThe Journal of Financial Data Science Spring 2020, 2 (2) 8-16; DOI: https://doi.org/10.3905/jfds.2020.1.025
Khraisha, Tamer
- You have accessA Holistic Approach to Financial Data Science: Data, Technology, and AnalyticsTamer KhraishaThe Journal of Financial Data Science Spring 2020, 2 (2) 64-84; DOI: https://doi.org/10.3905/jfds.2020.1.031
Konstantinov, Gueorgui S.
- You have accessInteractions and Interconnectedness Shape Financial Market ResearchOtto Loistl and Gueorgui S. KonstantinovThe Journal of Financial Data Science Spring 2020, 2 (2) 51-63; DOI: https://doi.org/10.3905/jfds.2020.1.026
L
Loistl, Otto
- You have accessInteractions and Interconnectedness Shape Financial Market ResearchOtto Loistl and Gueorgui S. KonstantinovThe Journal of Financial Data Science Spring 2020, 2 (2) 51-63; DOI: https://doi.org/10.3905/jfds.2020.1.026
M
Mahdavi, Mehrzad
- You have accessIt’s All About Data: How to Make Good Decisions in a World Awash with InformationMehrzad Mahdavi and Hossein KazemiThe Journal of Financial Data Science Spring 2020, 2 (2) 8-16; DOI: https://doi.org/10.3905/jfds.2020.1.025
Malhotra, D. K.
- You have accessEvaluating Cost Efficiencies in Asset Management and Custody Banks Using Data Envelopment AnalysisD. K. Malhotra, Rashmi Malhotra and Robert NydickThe Journal of Financial Data Science Spring 2020, 2 (2) 110-127; DOI: https://doi.org/10.3905/jfds.2020.1.028
Malhotra, Rashmi
- You have accessEvaluating Cost Efficiencies in Asset Management and Custody Banks Using Data Envelopment AnalysisD. K. Malhotra, Rashmi Malhotra and Robert NydickThe Journal of Financial Data Science Spring 2020, 2 (2) 110-127; DOI: https://doi.org/10.3905/jfds.2020.1.028
N
Nydick, Robert
- You have accessEvaluating Cost Efficiencies in Asset Management and Custody Banks Using Data Envelopment AnalysisD. K. Malhotra, Rashmi Malhotra and Robert NydickThe Journal of Financial Data Science Spring 2020, 2 (2) 110-127; DOI: https://doi.org/10.3905/jfds.2020.1.028
P
Papanicolaou, Andrew
- You have accessPCA for Implied Volatility SurfacesMarco Avellaneda, Brian Healy, Andrew Papanicolaou and George PapanicolaouThe Journal of Financial Data Science Spring 2020, 2 (2) 85-109; DOI: https://doi.org/10.3905/jfds.2020.1.032
Papanicolaou, George
- You have accessPCA for Implied Volatility SurfacesMarco Avellaneda, Brian Healy, Andrew Papanicolaou and George PapanicolaouThe Journal of Financial Data Science Spring 2020, 2 (2) 85-109; DOI: https://doi.org/10.3905/jfds.2020.1.032
R
Roberts, Stephen
- You have accessDeep Reinforcement Learning for TradingZihao Zhang, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science Spring 2020, 2 (2) 25-40; DOI: https://doi.org/10.3905/jfds.2020.1.030
S
Simonian, Joseph
- You have accessModular Machine Learning for Model Validation: An Application to the Fundamental Law of Active ManagementJoseph SimonianThe Journal of Financial Data Science Spring 2020, 2 (2) 41-50; DOI: https://doi.org/10.3905/jfds.2020.1.027
Snow, Derek
- You have accessMachine Learning in Asset Management—Part 2: Portfolio Construction—Weight OptimizationDerek SnowThe Journal of Financial Data Science Spring 2020, 2 (2) 17-24; DOI: https://doi.org/10.3905/jfds.2020.1.029
Z
Zhang, Zihao
- You have accessDeep Reinforcement Learning for TradingZihao Zhang, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science Spring 2020, 2 (2) 25-40; DOI: https://doi.org/10.3905/jfds.2020.1.030
Zohren, Stefan
- You have accessDeep Reinforcement Learning for TradingZihao Zhang, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science Spring 2020, 2 (2) 25-40; DOI: https://doi.org/10.3905/jfds.2020.1.030
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The Journal of Financial Data Science
Vol. 2, Issue 2
Spring 2020