Big data/machine learning
- Neural Networks in Finance: Design and PerformanceIrene Aldridge and Marco AvellanedaThe Journal of Financial Data Science October 2019, 1 (4) 39-62; DOI: https://doi.org/10.3905/jfds.2019.1.4.039
- Extracting Signals from High-Frequency Trading with Digital Signal Processing ToolsJung Heon Song, Marcos López de Prado, Horst D. Simon and Kesheng WuThe Journal of Financial Data Science October 2019, 1 (4) 124-138; DOI: https://doi.org/10.3905/jfds.2019.1.4.124
- Managing Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science October 2019, 1 (4) 1-4; DOI: https://doi.org/10.3905/jfds.2019.1.4.001
- Machine Learning for Recession Prediction and Dynamic Asset AllocationAlexander James, Yaser S. Abu-Mostafa and Xiao QiaoThe Journal of Financial Data Science July 2019, 1 (3) 41-56; DOI: https://doi.org/10.3905/jfds.2019.1.007
- 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
- Fund Asset Inference Using Machine Learning Methods: What’s in That Portfolio?David Byrd, Sourabh Bajaj and Tucker Hybinette BalchThe Journal of Financial Data Science July 2019, 1 (3) 98-107; DOI: https://doi.org/10.3905/jfds.2019.1.005
- 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
- Managing Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science July 2019, 1 (3) 1-3; DOI: https://doi.org/10.3905/jfds.2019.1.3.001
- Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and NewsSanjiv R. Das, Seoyoung Kim and Bhushan KothariThe Journal of Financial Data Science April 2019, 1 (2) 8-34; DOI: https://doi.org/10.3905/jfds.2019.1.2.008
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