The Journal of Financial Data Science

Meta-Labeling Architecture
Michael Meyer, Jacques Francois Joubert, and Mesias Alfeus
Machine Learning for Econometricians: The Readme Manual
Marcos López de Prado
An Artificial Intelligence–Based Industry Peer Grouping System
George Bonne, Andrew W. Lo, Abilash Prabhakaran, Kien Wei Siah, Manish Singh, Xinxin Wang, Peter Zangari and Howard Zhang
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

Latest Articles

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ESG Text Classification: An Application of the Prompt-Based Learning Approach
Zhengzheng Yang, Le Zhang, Xiaoyun Wang and Yubo Mai

The Journal of Financial Data Science Winter 2023, 5 (1) 47-57; DOI: https://doi.org/10.3905/jfds.2022.1.115
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Visualizing Structures in Financial Time-Series Datasets through Affinity-Based Diffusion Transition Embedding
Rui Ding

The Journal of Financial Data Science Winter 2023, 5 (1) 111-131; DOI: https://doi.org/10.3905/jfds.2022.1.111
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The Complexity of Blockchain Risks Simplified and Displayed: Introduction of the Johns Hopkins Blockchain Risk Map
Jiarui Chen, Qilin QiQi Tong, Himanshu Verma, Avinash Sharma, Anton Dahbura and Jim Kyung-Soo Liew

The Journal of Financial Data Science Winter 2023, 5 (1) 96-109; DOI: https://doi.org/10.3905/jfds.2022.1.117
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Managing Editor’s Letter
Francesco A. Fabozzi

The Journal of Financial Data Science Winter 2023, 5 (1) 1-3; DOI: https://doi.org/10.3905/jfds.2023.5.1.001
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Point-in-Time Language Model for Geopolitical Risk Events
Matthias Apel, André Betzer and Bernd Scherer

The Journal of Financial Data Science Winter 2023, 5 (1) 65-75; DOI: https://doi.org/10.3905/jfds.2022.1.113
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Relevance-Based Prediction: A Transparent and Adaptive Alternative to Machine Learning
Megan Czasonis, Mark Kritzman and David Turkington

The Journal of Financial Data Science Winter 2023, 5 (1) 27-46; DOI: https://doi.org/10.3905/jfds.2022.1.110

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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.