Index by author
Fall 2021; Volume 3,Issue 4
C
Chou, Hongsong
- You have accessBenchmark Dataset for Short-Term Market Prediction of Limit Order Book in China MarketsCharles Huang, Weifeng Ge, Hongsong Chou and Xin DuThe Journal of Financial Data Science Fall 2021, 3 (4) 171-183; DOI: https://doi.org/10.3905/jfds.2021.1.074
D
Das, Sanjiv
- You have accessFairness Measures for Machine Learning in FinanceSanjiv Das, Michele Donini, Jason Gelman, Kevin Haas, Mila Hardt, Jared Katzman, Krishnaram Kenthapadi, Pedro Larroy, Pinar Yilmaz and Muhammad Bilal ZafarThe Journal of Financial Data Science Fall 2021, 3 (4) 33-64; DOI: https://doi.org/10.3905/jfds.2021.1.075
Desai, Dhruv
- You have accessOn Robustness of Mutual Funds Categorization and Distance Metric LearningDhruv Desai and Dhagash MehtaThe Journal of Financial Data Science Fall 2021, 3 (4) 130-150; DOI: https://doi.org/10.3905/jfds.2021.3.4.130
Donini, Michele
- You have accessFairness Measures for Machine Learning in FinanceSanjiv Das, Michele Donini, Jason Gelman, Kevin Haas, Mila Hardt, Jared Katzman, Krishnaram Kenthapadi, Pedro Larroy, Pinar Yilmaz and Muhammad Bilal ZafarThe Journal of Financial Data Science Fall 2021, 3 (4) 33-64; DOI: https://doi.org/10.3905/jfds.2021.1.075
Du, Xin
- You have accessBenchmark Dataset for Short-Term Market Prediction of Limit Order Book in China MarketsCharles Huang, Weifeng Ge, Hongsong Chou and Xin DuThe Journal of Financial Data Science Fall 2021, 3 (4) 171-183; DOI: https://doi.org/10.3905/jfds.2021.1.074
E
Ekster, Gene
- You have accessAlternative Data in Investment Management: Usage, Challenges, and ValuationGene Ekster and Petter N. KolmThe Journal of Financial Data Science Fall 2021, 3 (4) 10-32; DOI: https://doi.org/10.3905/jfds.2021.1.073
F
Fabozzi, Francesco A.
- Open AccessManaging Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science Fall 2021, 3 (4) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.4.001
G
Ge, Weifeng
- You have accessBenchmark Dataset for Short-Term Market Prediction of Limit Order Book in China MarketsCharles Huang, Weifeng Ge, Hongsong Chou and Xin DuThe Journal of Financial Data Science Fall 2021, 3 (4) 171-183; DOI: https://doi.org/10.3905/jfds.2021.1.074
Gelman, Jason
- You have accessFairness Measures for Machine Learning in FinanceSanjiv Das, Michele Donini, Jason Gelman, Kevin Haas, Mila Hardt, Jared Katzman, Krishnaram Kenthapadi, Pedro Larroy, Pinar Yilmaz and Muhammad Bilal ZafarThe Journal of Financial Data Science Fall 2021, 3 (4) 33-64; DOI: https://doi.org/10.3905/jfds.2021.1.075
Gu, Junhan
- You have accessFactor Momentum and Regime-Switching Overlay StrategyJunhan Gu and John M. MulveyThe Journal of Financial Data Science Fall 2021, 3 (4) 101-129; DOI: https://doi.org/10.3905/jfds.2021.1.072
H
Haas, Kevin
- You have accessFairness Measures for Machine Learning in FinanceSanjiv Das, Michele Donini, Jason Gelman, Kevin Haas, Mila Hardt, Jared Katzman, Krishnaram Kenthapadi, Pedro Larroy, Pinar Yilmaz and Muhammad Bilal ZafarThe Journal of Financial Data Science Fall 2021, 3 (4) 33-64; DOI: https://doi.org/10.3905/jfds.2021.1.075
Hardt, Mila
- You have accessFairness Measures for Machine Learning in FinanceSanjiv Das, Michele Donini, Jason Gelman, Kevin Haas, Mila Hardt, Jared Katzman, Krishnaram Kenthapadi, Pedro Larroy, Pinar Yilmaz and Muhammad Bilal ZafarThe Journal of Financial Data Science Fall 2021, 3 (4) 33-64; DOI: https://doi.org/10.3905/jfds.2021.1.075
Holm, Nikolaj Normann
- You have accessClassification Methods for Market Making in Auction MarketsNikolaj Normann Holm, Mansoor Hussain and Murat KulahciThe Journal of Financial Data Science Fall 2021, 3 (4) 151-169; DOI: https://doi.org/10.3905/jfds.2021.1.076
Huang, Charles
- You have accessBenchmark Dataset for Short-Term Market Prediction of Limit Order Book in China MarketsCharles Huang, Weifeng Ge, Hongsong Chou and Xin DuThe Journal of Financial Data Science Fall 2021, 3 (4) 171-183; DOI: https://doi.org/10.3905/jfds.2021.1.074
Hussain, Mansoor
- You have accessClassification Methods for Market Making in Auction MarketsNikolaj Normann Holm, Mansoor Hussain and Murat KulahciThe Journal of Financial Data Science Fall 2021, 3 (4) 151-169; DOI: https://doi.org/10.3905/jfds.2021.1.076
J
Jaeger, Markus
- You have accessAdaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph TheoryPeter Schwendner, Jochen Papenbrock, Markus Jaeger and Stephan KrügelThe Journal of Financial Data Science Fall 2021, 3 (4) 65-83; DOI: https://doi.org/10.3905/jfds.2021.1.078
K
Katzman, Jared
- You have accessFairness Measures for Machine Learning in FinanceSanjiv Das, Michele Donini, Jason Gelman, Kevin Haas, Mila Hardt, Jared Katzman, Krishnaram Kenthapadi, Pedro Larroy, Pinar Yilmaz and Muhammad Bilal ZafarThe Journal of Financial Data Science Fall 2021, 3 (4) 33-64; DOI: https://doi.org/10.3905/jfds.2021.1.075
Kenthapadi, Krishnaram
- You have accessFairness Measures for Machine Learning in FinanceSanjiv Das, Michele Donini, Jason Gelman, Kevin Haas, Mila Hardt, Jared Katzman, Krishnaram Kenthapadi, Pedro Larroy, Pinar Yilmaz and Muhammad Bilal ZafarThe Journal of Financial Data Science Fall 2021, 3 (4) 33-64; DOI: https://doi.org/10.3905/jfds.2021.1.075
Kolm, Petter N.
- You have accessAlternative Data in Investment Management: Usage, Challenges, and ValuationGene Ekster and Petter N. KolmThe Journal of Financial Data Science Fall 2021, 3 (4) 10-32; DOI: https://doi.org/10.3905/jfds.2021.1.073
Krügel, Stephan
- You have accessAdaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph TheoryPeter Schwendner, Jochen Papenbrock, Markus Jaeger and Stephan KrügelThe Journal of Financial Data Science Fall 2021, 3 (4) 65-83; DOI: https://doi.org/10.3905/jfds.2021.1.078
Kulahci, Murat
- You have accessClassification Methods for Market Making in Auction MarketsNikolaj Normann Holm, Mansoor Hussain and Murat KulahciThe Journal of Financial Data Science Fall 2021, 3 (4) 151-169; DOI: https://doi.org/10.3905/jfds.2021.1.076
L
Larroy, Pedro
- You have accessFairness Measures for Machine Learning in FinanceSanjiv Das, Michele Donini, Jason Gelman, Kevin Haas, Mila Hardt, Jared Katzman, Krishnaram Kenthapadi, Pedro Larroy, Pinar Yilmaz and Muhammad Bilal ZafarThe Journal of Financial Data Science Fall 2021, 3 (4) 33-64; DOI: https://doi.org/10.3905/jfds.2021.1.075
Law, Timothy
- You have accessInterpretable, Transparent, and Auditable Machine Learning: An Alternative to Factor InvestingDaniel Philps, David Tilles and Timothy LawThe Journal of Financial Data Science Fall 2021, 3 (4) 84-100; DOI: https://doi.org/10.3905/jfds.2021.1.077
M
Mehta, Dhagash
- You have accessOn Robustness of Mutual Funds Categorization and Distance Metric LearningDhruv Desai and Dhagash MehtaThe Journal of Financial Data Science Fall 2021, 3 (4) 130-150; DOI: https://doi.org/10.3905/jfds.2021.3.4.130
Mulvey, John M.
- You have accessFactor Momentum and Regime-Switching Overlay StrategyJunhan Gu and John M. MulveyThe Journal of Financial Data Science Fall 2021, 3 (4) 101-129; DOI: https://doi.org/10.3905/jfds.2021.1.072
P
Papenbrock, Jochen
- You have accessAdaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph TheoryPeter Schwendner, Jochen Papenbrock, Markus Jaeger and Stephan KrügelThe Journal of Financial Data Science Fall 2021, 3 (4) 65-83; DOI: https://doi.org/10.3905/jfds.2021.1.078
Philps, Daniel
- You have accessInterpretable, Transparent, and Auditable Machine Learning: An Alternative to Factor InvestingDaniel Philps, David Tilles and Timothy LawThe Journal of Financial Data Science Fall 2021, 3 (4) 84-100; DOI: https://doi.org/10.3905/jfds.2021.1.077
S
Schwendner, Peter
- You have accessAdaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph TheoryPeter Schwendner, Jochen Papenbrock, Markus Jaeger and Stephan KrügelThe Journal of Financial Data Science Fall 2021, 3 (4) 65-83; DOI: https://doi.org/10.3905/jfds.2021.1.078
T
Tilles, David
- You have accessInterpretable, Transparent, and Auditable Machine Learning: An Alternative to Factor InvestingDaniel Philps, David Tilles and Timothy LawThe Journal of Financial Data Science Fall 2021, 3 (4) 84-100; DOI: https://doi.org/10.3905/jfds.2021.1.077
Y
Yilmaz, Pinar
- You have accessFairness Measures for Machine Learning in FinanceSanjiv Das, Michele Donini, Jason Gelman, Kevin Haas, Mila Hardt, Jared Katzman, Krishnaram Kenthapadi, Pedro Larroy, Pinar Yilmaz and Muhammad Bilal ZafarThe Journal of Financial Data Science Fall 2021, 3 (4) 33-64; DOI: https://doi.org/10.3905/jfds.2021.1.075
Z
Zafar, Muhammad Bilal
- You have accessFairness Measures for Machine Learning in FinanceSanjiv Das, Michele Donini, Jason Gelman, Kevin Haas, Mila Hardt, Jared Katzman, Krishnaram Kenthapadi, Pedro Larroy, Pinar Yilmaz and Muhammad Bilal ZafarThe Journal of Financial Data Science Fall 2021, 3 (4) 33-64; DOI: https://doi.org/10.3905/jfds.2021.1.075
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The Journal of Financial Data Science
Vol. 3, Issue 4
Fall 2021