The Journal of Financial Data Science

Alternative Data in Investment Management: Usage, Challenges, and Valuation
Gene Ekster and Petter N. Kolm
Machine Learning for Active Portfolio Management
Söhnke M. Bartram, Jürgen Branke, Giuliano De Rossi and Mehrshad Motahari
The Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series Approach
Haifeng Wang, Harshdeep Singh Ahluwalia, Roger A. Aliaga-Díaz and Joseph H. Davis
Deep Hedging of Derivatives Using Reinforcement Learning
Jay Cao, Jacky Chen, John Hull and Zissis Poulos
Deep Learning for Portfolio Optimization
Zihao Zhang, Stefan Zohren and Stephen Roberts
Machine Trading: Theory, Advances, and Applications
Dilip B. Madan and Yazid M. Sharaiha
It’s All About Data: How to Make Good Decisions in a World Awash with Information
Mehrzad Mahdavi and Hossein Kazemi

Latest Articles

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Systematic Pricing and Trading of Municipal Bonds
Petter N. Kolm and Sudarshan Purushothaman

The Journal of Financial Data Science Winter 2022, jfds.2021.1.079; DOI: https://doi.org/10.3905/jfds.2021.1.079
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Fairness Measures for Machine Learning in Finance
Sanjiv Das, Michele Donini, Jason Gelman, Kevin Haas, Mila Hardt, Jared Katzman, Krishnaram Kenthapadi, Pedro Larroy, Pinar Yilmaz and Muhammad Bilal Zafar

The Journal of Financial Data Science Fall 2021, 3 (4) 33-64; DOI: https://doi.org/10.3905/jfds.2021.1.075
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Adaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph Theory
Peter Schwendner, Jochen Papenbrock, Markus Jaeger and Stephan Krügel

The Journal of Financial Data Science Fall 2021, 3 (4) 65-83; DOI: https://doi.org/10.3905/jfds.2021.1.078
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Benchmark Dataset for Short-Term Market Prediction of Limit Order Book in China Markets
Charles Huang, Weifeng Ge, Hongsong Chou and Xin Du

The Journal of Financial Data Science Fall 2021, 3 (4) 171-183; DOI: https://doi.org/10.3905/jfds.2021.1.074
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Interpretable, Transparent, and Auditable Machine Learning: An Alternative to Factor Investing
Daniel Philps, David Tilles and Timothy Law

The Journal of Financial Data Science Fall 2021, 3 (4) 84-100; DOI: https://doi.org/10.3905/jfds.2021.1.077
Open Access
Managing Editor’s Letter
Francesco A. Fabozzi

The Journal of Financial Data Science Fall 2021, 3 (4) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.4.001

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In our series of videos, the authors of research published in The Journal of Financial Data Science, discuss the findings of their article, offering more in-depth analysis around it and explain how the conclusions can be implemented in practice.