Table of Contents

Spring 2020; Volume 2,Issue 2

A

  1. Avellaneda, Marco

    1. 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

F

  1. Fabozzi, Francesco A.

    1. 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

H

  1. Healy, Brian

    1. 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

K

  1. Kazemi, Hossein

    1. 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

  2. Khraisha, Tamer

    1. 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

  3. Konstantinov, Gueorgui S.

    1. 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

L

  1. Loistl, Otto

    1. 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

M

  1. Mahdavi, Mehrzad

    1. 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

  2. Malhotra, D. K.

    1. 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

  3. Malhotra, Rashmi

    1. 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

N

  1. Nydick, Robert

    1. 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

P

  1. Papanicolaou, Andrew

    1. 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

  2. Papanicolaou, George

    1. 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

R

  1. Roberts, Stephen

    1. 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

S

  1. Simonian, Joseph

    1. 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

  2. Snow, Derek

    1. 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

Z

  1. Zhang, Zihao

    1. 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

  2. Zohren, Stefan

    1. 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
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