Order from Chaos: How Data Science is Revolutionizing Investment Practice
Posted: 10 Sep 2018 Last revised: 12 Sep 2018
Date Written: September 8, 2018
Abstract
In this article we describe some of the limitations of the econometrics toolkit, and how financial data science is helping overcome those limitations.
Keywords: Econometrics, machine learning, data science
JEL Classification: G0, G1, G2, G15, G24, E44
Suggested Citation: Suggested Citation
Simonian, Joseph and López de Prado, Marcos and López de Prado, Marcos and Fabozzi, Frank J., Order from Chaos: How Data Science is Revolutionizing Investment Practice (September 8, 2018). Journalof Portfolio Management, Forthcoming, Available at SSRN: https://ssrn.com/abstract=3246407
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