RT Journal Article
SR Electronic
T1 Triumph of the Empiricists: <em>The Birth of Financial Data Science</em>
JF The Journal of Financial Data Science
FD Institutional Investor Journals
SP 10
OP 13
DO 10.3905/jfds.2019.1.010
VO 1
IS 1
A1 Joseph Simonian
A1 Frank J. Fabozzi
YR 2019
UL https://pm-research.com/content/1/1/10.abstract
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.TOPICS: Big data/machine learning, financial crises and financial market history