Big data/machine learning
- Pest Control: Eliminating Nuisance Allocations through Empirical Asset Class IdentificationChao Ma, Brian Jacobsen and Wai LeeThe Journal of Financial Data Science July 2019, 1 (3) 29-40; DOI: https://doi.org/10.3905/jfds.2019.1.006
- Industry Return Predictability: A Machine Learning ApproachDavid E. Rapach, Jack K. Strauss, Jun Tu and Guofu ZhouThe Journal of Financial Data Science July 2019, 1 (3) 9-28; DOI: https://doi.org/10.3905/jfds.2019.1.3.009
- The ETS Challenges: A Machine Learning Approach to the Evaluation of Simulated Financial Time Series for Improving Generation ProcessesJavier Franco-Pedroso, Joaquin Gonzalez-Rodriguez, Maria Planas, Jorge Cubero, Rafael Cobo and Fernando PablosThe Journal of Financial Data Science July 2019, 1 (3) 68-86; DOI: https://doi.org/10.3905/jfds.2019.1.3.068
- Default Prediction of Commercial Real Estate Properties Using Machine Learning TechniquesChad Cowden, Frank J. Fabozzi and Abdolreza NazemiThe Journal of Portfolio Management September 2019, 45 (7) 55-67; DOI: https://doi.org/10.3905/jpm.2019.1.104
- AI and Machine Learning in Real Estate InvestmentJennifer Conway ViriatoThe Journal of Portfolio Management September 2019, 45 (7) 43-54; DOI: https://doi.org/10.3905/jpm.2019.45.7.043
- Cross-Predictability of Industry Return in Trade Network: Using LASSORasha AshrafThe Journal of Investing September 2019, 28 (6) 42-54; DOI: https://doi.org/10.3905/joi.2019.1.095
- The Golden Age of QuantEric H. SorensenThe Journal of Portfolio Management September 2019, jpm.2019.1.109; DOI: https://doi.org/10.3905/jpm.2019.1.109
- Enhancing Time-Series Momentum Strategies Using Deep Neural NetworksBryan Lim, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science September 2019, jfds.2019.1.015; DOI: https://doi.org/10.3905/jfds.2019.1.015
- Reconstructing Emerging and Developed Markets Using Hierarchical ClusteringGerald Garvey and Ananth MadhavanThe Journal of Financial Data Science September 2019, jfds.2019.1.014; DOI: https://doi.org/10.3905/jfds.2019.1.014
- Proofs and Cross-Validations: Three Lessons for Financial Data ScienceJoseph SimonianThe Journal of Financial Data Science September 2019, jfds.2019.1.009; DOI: https://doi.org/10.3905/jfds.2019.1.009
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