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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Does the CFTC Report Have Predictive Power: Machine Learning Approach
Oleksandr Proskurin

The Journal of Financial Data Science Summer 2021, jfds.2021.1.065; DOI: https://doi.org/10.3905/jfds.2021.1.065
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Deep Q-Learning for Trading Cryptocurrency
Yu chien (Calvin) Ma, Zoe Wang and Alexander Fleiss

The Journal of Financial Data Science Summer 2021, jfds.2021.1.064; DOI: https://doi.org/10.3905/jfds.2021.1.064
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Context, Language Modeling, and Multimodal Data in Finance
Sanjiv Das, Connor Goggins, John He, George Karypis, Sandeep Krishnamurthy, Mitali Mahajan, Nagpurnanand Prabhala, Dylan Slack, Rob van Dusen, Shenghua Yue, Sheng Zha and Shuai Zheng

The Journal of Financial Data Science Summer 2021, jfds.2021.1.063; DOI: https://doi.org/10.3905/jfds.2021.1.063
Open Access
Neural Networks, the Treasury Yield Curve, and Recession Forecasting
Michael Puglia and Adam Tucker

The Journal of Financial Data Science Spring 2021, 3 (2) 149-175; DOI: https://doi.org/10.3905/jfds.2021.1.061
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The Promises and Pitfalls of Machine Learning for Predicting Stock Returns
Edward Leung, Harald Lohre, David Mischlich, Yifei Shea and Maximilian Stroh

The Journal of Financial Data Science Spring 2021, 3 (2) 21-50; DOI: https://doi.org/10.3905/jfds.2021.1.062
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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

The Journal of Financial Data Science Spring 2021, 3 (2) 9-20; DOI: https://doi.org/10.3905/jfds.2021.3.2.009

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