Statistical methods
- Computation of Implementation Shortfall for Algorithmic Trading by Sequence AlignmentRaymond Chan, Kelvin Kan and Alfred MaThe Journal of Financial Data Science July 2019, 1 (3) 88-97; DOI: https://doi.org/10.3905/jfds.2019.1.3.088
- From Risk Factors to Networks: A Case Study on Interconnectedness Using Currency FundsGueorgui Konstantinov and Jonas RebmannThe Journal of Financial Data Science July 2019, 1 (3) 108-123; DOI: https://doi.org/10.3905/jfds.2019.1.3.108
- A Data Science Solution to the Multiple-Testing Crisis in Financial ResearchMarcos López de PradoThe Journal of Financial Data Science January 2019, 1 (1) 99-110; DOI: https://doi.org/10.3905/jfds.2019.1.099
- Model House Price Volatilities: Spatial and Temporal StructureJiawei “David” Zhang and Lihua ZhangThe Journal of Structured Finance July 2019, 25 (2) 64-74; DOI: https://doi.org/10.3905/jsf.2019.1.074
- The Future of the Banking System under the Dominance and Development of the Cryptocurrency Industry: Empirical Evidence from Cointegration AnalysisAnwar Hasan Abdullah Othman, Syed Musa Alhabshi, Razali Haron and Azman Bin Mohd NoorThe Journal of Wealth Management July 2019, 22 (2) 109-127; DOI: https://doi.org/10.3905/jwm.2019.1.075
- Intra-Industry Uncertainty and Firm ValuationWei Du, Haizhi Wang and Jianrong WangThe Journal of Investing July 2019, 28 (5) 16-27; DOI: https://doi.org/10.3905/joi.2019.1.091
- Adaptive Portfolios and the Power of DiversificationJürgen VandenbrouckeThe Journal of Investing July 2019, 28 (5) 29-37; DOI: https://doi.org/10.3905/joi.2019.1.089
- Sector Behavior, Market Efficiency, and the Optimal Risky PortfolioRay SturmThe Journal of Investing July 2019, 28 (5) 38-53; DOI: https://doi.org/10.3905/joi.2019.28.5.038
- Targeted Return Portfolio ConstructionMatthew W. SherwoodThe Journal of Investing July 2019, 28 (5) 102-121; DOI: https://doi.org/10.3905/joi.2019.28.5.102
- Mortality Modeling Using Covariates with Ghana Census DataSamuel E. Assabil and Don L. McleishThe Journal of Retirement July 2019, 7 (1) 78-87; DOI: https://doi.org/10.3905/jor.2019.1.053
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