PT - JOURNAL ARTICLE AU - Joseph Simonian AU - Frank J. Fabozzi TI - Triumph of the Empiricists: <em>The Birth of Financial Data Science</em> AID - 10.3905/jfds.2019.1.010 DP - 2019 Jan 18 TA - The Journal of Financial Data Science PG - jfds.2019.1.010 4099 - https://pm-research.com/content/early/2019/01/23/jfds.2019.1.010.short 4100 - https://pm-research.com/content/early/2019/01/23/jfds.2019.1.010.full AB - 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.