The Journal of Financial Data Science

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
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

Latest Articles

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Interpretability of Machine Learning versus Statistical Credit Risk Models
Anand K. Ramteke, Pavan Wadhwa and Monica Yan

The Journal of Financial Data Science Spring 2022, 4 (2) 111-124; DOI: https://doi.org/10.3905/jfds.2022.1.089
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Optimal Trading Algorithms under Regime Switching
Moustapha Pemy

The Journal of Financial Data Science Spring 2022, 4 (2) 62-82; DOI: https://doi.org/10.3905/jfds.2022.1.092
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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

The Journal of Financial Data Science Spring 2022, 4 (2) 9-36; DOI: https://doi.org/10.3905/jfds.2022.1.090
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Harvesting Multi-Asset Carry, Value, and Momentum: Work Smarter, Not Harder
Brian Jacobsen and Matthias Scheiber

The Journal of Financial Data Science Spring 2022, 4 (2) 50-61; DOI: https://doi.org/10.3905/jfds.2022.1.087
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Health State Risk Categorization: A Machine Learning Clustering Approach Using Health and Retirement Study Data
Fu Tan and Dhagash Mehta

The Journal of Financial Data Science Spring 2022, 4 (2) 139-167; DOI: https://doi.org/10.3905/jfds.2022.4.2.139
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Improving Portfolio Performance via Natural Language Processing Methods
Di-Jia Su, John M. Mulvey and H. Vincent Poor

The Journal of Financial Data Science Spring 2022, 4 (2) 37-49; DOI: https://doi.org/10.3905/jfds.2022.1.088

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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.