Big data/machine learning
- PCA for Implied Volatility SurfacesMarco Avellaneda, Brian Healy, Andrew Papanicolaou and George PapanicolaouThe Journal of Financial Data Science March 2020, jfds.2020.1.032; DOI: https://doi.org/10.3905/jfds.2020.1.032
- Beyond Carry and Momentum in Government BondsJérôme Gava, William Lefebvre and Julien TurcThe Journal of Fixed Income January 2020, jfi.2020.1.085; DOI: https://doi.org/10.3905/jfi.2020.1.085
- A Holistic Approach to Financial Data Science: Data, Technology, and AnalyticsTamer KhraishaThe Journal of Financial Data Science March 2020, jfds.2020.1.031; 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 March 2020, jfds.2020.1.029; DOI: https://doi.org/10.3905/jfds.2020.1.029
- Modular Machine Learning for Model Validation: An Application to the Fundamental Law of Active ManagementJoseph SimonianThe Journal of Financial Data Science March 2020, jfds.2020.1.027; DOI: https://doi.org/10.3905/jfds.2020.1.027
- Interactions and Interconnectedness Shape Financial Market ResearchOtto Loistl and Gueorgui S. KonstantinovThe Journal of Financial Data Science March 2020, jfds.2020.1.026; DOI: https://doi.org/10.3905/jfds.2020.1.026
- It’s All About Data: How to Make Good Decisions in a World Awash with InformationMehrzad Mahdavi and Hossein KazemiThe Journal of Financial Data Science March 2020, jfds.2020.1.025; DOI: https://doi.org/10.3905/jfds.2020.1.025
- How Do Options Affect the Volatility of the Underlying Equity Market? Evidence from the Introduction of Weekly OptionsYuan WenThe Journal of Derivatives February 2020, jod.2020.1.100; DOI: https://doi.org/10.3905/jod.2020.1.100
- Pairs Trading Strategy with Geolocation Data—The Battle between Under Armour and NikeJim Kyung-Soo Liew, Tamas Budavari, Zixiao Kang, Fengxu Li, Xuzhi Wang, Shihao Ma and Brandon FreminThe Journal of Financial Data Science January 2020, 2 (1) 126-143; DOI: https://doi.org/10.3905/jfds.2019.1.024
- Beyond the Black Box: An Intuitive Approach to Investment Prediction with Machine LearningYimou Li, David Turkington and Alireza YazdaniThe Journal of Financial Data Science January 2020, 2 (1) 61-75; DOI: https://doi.org/10.3905/jfds.2019.1.023
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