Simulations
- Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility FeaturesPeter Nystrup, Petter N. Kolm and Erik LindströmThe Journal of Financial Data Science July 2020, 2 (3) 25-39; DOI: https://doi.org/10.3905/jfds.2020.2.3.025
- Managing Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science July 2020, 2 (3) 1-3; DOI: https://doi.org/10.3905/jfds.2020.2.3.001
- PCA for Implied Volatility SurfacesMarco Avellaneda, Brian Healy, Andrew Papanicolaou and George PapanicolaouThe Journal of Financial Data Science April 2020, 2 (2) 85-109; 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 April 2020, 2 (2) 64-84; DOI: https://doi.org/10.3905/jfds.2020.1.031
- Deep Reinforcement Learning for TradingZihao Zhang, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science April 2020, 2 (2) 25-40; 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 April 2020, 2 (2) 41-50; 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 April 2020, 2 (2) 8-16; DOI: https://doi.org/10.3905/jfds.2020.1.025
- 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
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