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The Journal of Financial Data Science

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Article

Triumph of the Empiricists: The Birth of Financial Data Science

Joseph Simonian and Frank J. Fabozzi
The Journal of Financial Data Science Winter 2019, jfds.2019.1.010; DOI: https://doi.org/10.3905/jfds.2019.1.010
Joseph Simonian
is the director of quantitative research at Natixis Investment Managers in Boston, MA
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Frank J. Fabozzi
is a professor of finance at EDHEC Business School in Nice, France, and the editor of
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Abstract

The authors situate financial data science within the broader history of econometrics and argue that its ascendance marks a reorientation of the field toward a more empirical and pragmatic stance. They also argue that owing to the unique nature of financial information, financial data science should be considered a field in its own right and not just an application of data science methods to finance.

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The Journal of Financial Data Science: 3 (1)
The Journal of Financial Data Science
Vol. 3, Issue 1
Winter 2021
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Triumph of the Empiricists: The Birth of Financial Data Science
Joseph Simonian, Frank J. Fabozzi
The Journal of Financial Data Science Jan 2019, jfds.2019.1.010; DOI: 10.3905/jfds.2019.1.010

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Triumph of the Empiricists: The Birth of Financial Data Science
Joseph Simonian, Frank J. Fabozzi
The Journal of Financial Data Science Jan 2019, jfds.2019.1.010; DOI: 10.3905/jfds.2019.1.010
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    • THEORY, SHMEORY: AN INSTRUMENTALIST VIEW OF ECONOMICS
    • FINANCIAL ECONOMETRICS FOR THE 21ST CENTURY
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