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
- A Backtesting Protocol in the Era of Machine LearningRob Arnott, Campbell R. Harvey and Harry MarkowitzThe Journal of Financial Data Science January 2019, 1 (1) 64-74; DOI: https://doi.org/10.3905/jfds.2019.1.064
- Big Data in Portfolio Allocation: A New Approach to Successful Portfolio OptimizationIrene AldridgeThe Journal of Financial Data Science January 2019, 1 (1) 45-63; DOI: https://doi.org/10.3905/jfds.2019.1.045
- A Machine Learning Approach to Risk Factors: A Case Study Using the Fama–French–Carhart ModelJoseph Simonian, Chenwei Wu, Daniel Itano and Vyshaal NarayanamThe Journal of Financial Data Science January 2019, 1 (1) 32-44; DOI: https://doi.org/10.3905/jfds.2019.1.032
- Triumph of the Empiricists: The Birth of Financial Data ScienceJoseph Simonian and Frank J. FabozziThe Journal of Financial Data Science January 2019, 1 (1) 10-13; DOI: https://doi.org/10.3905/jfds.2019.1.010
- Modeling Analysts’ Recommendations via Bayesian Machine LearningDavid Bew, Campbell R. Harvey, Anthony Ledford, Sam Radnor and Andrew SinclairThe Journal of Financial Data Science January 2019, 1 (1) 75-98; DOI: https://doi.org/10.3905/jfds.2019.1.1.075
- Dynamic Replication and Hedging: A Reinforcement Learning ApproachPetter N. Kolm and Gordon RitterThe Journal of Financial Data Science January 2019, 1 (1) 159-171; DOI: https://doi.org/10.3905/jfds.2019.1.1.159
- Dynamic Systemic Risk: Networks in Data ScienceSanjiv R. Das, Seoyoung Kim and Daniel N. OstrovThe Journal of Financial Data Science January 2019, 1 (1) 141-158; DOI: https://doi.org/10.3905/jfds.2019.1.1.141
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