Simulations
- 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
- 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
- Deep Reinforcement Learning for TradingZihao Zhang, Stefan Zohren and Roberts StephenThe Journal of Financial Data Science March 2020, jfds.2020.1.030; DOI: https://doi.org/10.3905/jfds.2020.1.030
- 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
- 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
- Escaping the Backtesting IllusionThorsten Hens, Klaus Reiner Schenk-Hoppé and Mathis-Hendrik WoesthoffThe Journal of Portfolio Management February 2020, 46 (4) 81-93; DOI: https://doi.org/10.3905/jpm.2019.1.123
- 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
- Constructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine LearningAlexander Fleiss, Han Cui, Sasha Stoikov and Daniel M. DiPietroThe Journal of Financial Data Science January 2020, 2 (1) 45-60; DOI: https://doi.org/10.3905/jfds.2019.1.022
- Teaching Machines to Understand Chinese Investment SlangMike Chen, Jaime Lee and George MussalliThe Journal of Financial Data Science January 2020, 2 (1) 116-125; DOI: https://doi.org/10.3905/jfds.2019.1.020
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