Big data/machine learning
- Machine Trading: Theory, Advances, and ApplicationsDilip B. Madan and Yazid M. SharaihaThe Journal of Financial Data Science July 2020, 2 (3) 8-24; DOI: https://doi.org/10.3905/jfds.2020.1.039
- A Modified Hierarchical Risk Parity Framework for Portfolio ManagementMarat MolybogaThe Journal of Financial Data Science July 2020, 2 (3) 128-139; DOI: https://doi.org/10.3905/jfds.2020.1.038
- Derivation of a Dynamic Market Risk Signal Using Kernel PCA and Machine LearningAlireza YazdaniThe Journal of Financial Data Science July 2020, 2 (3) 73-85; DOI: https://doi.org/10.3905/jfds.2020.1.037
- Hyperparameter Optimization for Portfolio SelectionPeter Nystrup, Erik Lindström and Henrik MadsenThe Journal of Financial Data Science July 2020, 2 (3) 40-54; DOI: https://doi.org/10.3905/jfds.2020.1.035
- Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility FeaturesPeter Nystrup, Petter N. Kolm and Erik LindströmThe Journal of Financial Data Science July 2020, 2 (3) 25-39; DOI: https://doi.org/10.3905/jfds.2020.2.3.025
- Machine Learning for Retirement PlanningGordon IrlamThe Journal of Retirement July 2020, 8 (1) 32-39; DOI: https://doi.org/10.3905/jor.2020.1.067
- How Do Options Affect the Volatility of the Underlying Equity Market? Evidence from the Introduction of Weekly OptionsYuan WenThe Journal of Derivatives May 2020, 27 (4) 89-107; DOI: https://doi.org/10.3905/jod.2020.1.100
- PCA for Implied Volatility SurfacesMarco Avellaneda, Brian Healy, Andrew Papanicolaou and George PapanicolaouThe Journal of Financial Data Science April 2020, 2 (2) 85-109; DOI: https://doi.org/10.3905/jfds.2020.1.032
- A Holistic Approach to Financial Data Science: Data, Technology, and AnalyticsTamer KhraishaThe Journal of Financial Data Science April 2020, 2 (2) 64-84; DOI: https://doi.org/10.3905/jfds.2020.1.031
- Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight OptimizationDerek SnowThe Journal of Financial Data Science April 2020, 2 (2) 17-24; DOI: https://doi.org/10.3905/jfds.2020.1.029
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