Joseph Simonian

Copula-opinion pooling with complex opinions

Joseph Simonian, Joseph Simonian, 2014 .

Causal Uncertainty in Capital Markets: A Robust Noisy-Or Framework for Portfolio Management

Joseph Simonian, Joseph Simonian, 2020 .

Modular Machine Learning for Model Validation: An Application to the Fundamental Law of Active Management

Joseph Simonian, Joseph Simonian, 2020 .

Proofs and Cross-Validations: Three Lessons for Financial Data Science

Joseph Simonian, 2019 .

A Machine Learning Approach to Risk Factors: A Case Study Using the Fama–French–Carhart Model

Chenwei Wu, Joseph Simonian, Daniel Itano, 2019, The Journal of Financial Data Science.

Minsky vs. Machine: New Foundations for Quant-Macro Investing

Chenwei Wu, Joseph Simonian, Joseph Simonian, 2019, The Journal of Financial Data Science.

INVITED EDITORIAL COMMENT: Order from Chaos: How Data Science Is Revolutionizing Investment Practice

Frank J. Fabozzi, Marcos Lopez de Prado, Joseph Simonian, 2018 .

The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes

Joseph Simonian, 2010 .