Big data/machine learning
- Do Stocks Stalk Other Stocks in Their Complex Network? A Complex Networks Approach to Stock Market DynamicsKoushik Balasubramanian, Harish Sundaresh, Diqing Wu and Kevin KearnsThe Journal of Financial Data Science April 2019, 1 (2) 35-54; DOI: https://doi.org/10.3905/jfds.2019.1.2.035
- Robust CAPM Estimation through Cross ValidationKekoura Sakouvogui and William NganjeThe Journal of Financial Data Science April 2019, 1 (2) 153-167; DOI: https://doi.org/10.3905/jfds.2019.1.2.153
- CDS Proxy Construction via Machine Learning Techniques—Part II: Parametrization, Correlation, BenchmarkingRaymond Brummelhuis and Zhongmin LuoThe Journal of Financial Data Science April 2019, 1 (2) 128-151; DOI: https://doi.org/10.3905/jfds.2019.1.2.128
- CDS Proxy Construction via Machine Learning Techniques—Part I: Methodology and ResultsRaymond Brummelhuis and Zhongmin LuoThe Journal of Financial Data Science April 2019, 1 (2) 111-127; DOI: https://doi.org/10.3905/jfds.2019.1.2.111
- Editor’s LetterFrank J. Fabozzi, Marcos López de Prado and Joseph SimonianThe Journal of Financial Data Science April 2019, 1 (2) 1-3; DOI: https://doi.org/10.3905/jfds.2019.1.2.001
- 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
- Editor’s LetterFrank J. Fabozzi, Marcos López de Prado and Joseph SimonianThe Journal of Financial Data Science January 2019, 1 (1) 1-3; DOI: https://doi.org/10.3905/jfds.2019.1.001
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