Order from Chaos: How Data Science is Revolutionizing Investment Practice

Posted: 10 Sep 2018 Last revised: 12 Sep 2018

See all articles by Joseph Simonian

Joseph Simonian

Natixis Investment Managers, L.P.

Marcos Lopez de Prado

Cornell University - Operations Research & Industrial Engineering; True Positive Technologies

Frank J. Fabozzi

EDHEC Business School

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

Simonian, Joseph 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

Joseph Simonian

Natixis Investment Managers, L.P. ( email )

888 Boylston Street
Boston, MA 02199

HOME PAGE: http://https://www.im.natixis.com/us/bio/joseph-simonian

Marcos López de Prado (Contact Author)

Cornell University - Operations Research & Industrial Engineering ( email )

237 Rhodes Hall
Ithaca, NY 14853
United States

HOME PAGE: http://www.orie.cornell.edu

True Positive Technologies ( email )

NY
United States

HOME PAGE: http://www.truepositive.com

Frank J. Fabozzi

EDHEC Business School ( email )

France
215 598-8924 (Phone)

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