The Journal of Financial Data Science

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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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Machine Learning for Active Portfolio Management
Söhnke M. Bartram, Jürgen Branke, Giuliano De Rossi and Mehrshad Motahari

The Journal of Financial Data Science Summer 2021, jfds.2021.1.071; DOI: https://doi.org/10.3905/jfds.2021.1.071
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Weak Supervision and Black-Litterman for Automated ESG Portfolio Construction
Alik Sokolov, Kyle Caverly, Jonathan Mostovoy, Talal Fahoum and Luis Seco

The Journal of Financial Data Science Summer 2021, jfds.2021.1.070; DOI: https://doi.org/10.3905/jfds.2021.1.070
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Confronting Machine Learning with Financial Research
Kristof Lommers, Ouns El Harzli and Jack Kim

The Journal of Financial Data Science Summer 2021, jfds.2021.1.068; DOI: https://doi.org/10.3905/jfds.2021.1.068
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Stock Portfolio Selection with Deep RankNet
Yan Li and Zheng Tan

The Journal of Financial Data Science Summer 2021, jfds.2021.1.069; DOI: https://doi.org/10.3905/jfds.2021.1.069
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An Inside Peek at AI Use in Private Equity
Thomas Åstebro

The Journal of Financial Data Science Summer 2021, jfds.2021.1.067; DOI: https://doi.org/10.3905/jfds.2021.1.067
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Interpretable Machine Learning for Diversified Portfolio Construction
Markus Jaeger, Stephan Krügel, Dimitri Marinelli, Jochen Papenbrock and Peter Schwendner

The Journal of Financial Data Science Summer 2021, jfds.2021.1.066; DOI: https://doi.org/10.3905/jfds.2021.1.066

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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.