The Journal of Financial Data Science

It’s All About Data: How to Make Good Decisions in a World Awash with Information
Mehrzad Mahdavi and Hossein Kazemi
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies
Derek Snow
Proofs and Cross-Validations: Three Lessons for Financial Data Science
Joseph Simonian
Industry Return Predictability: A Machine Learning Approach
David E. Rapach, Jack K. Strauss, Jun Tu and Guofu Zhou
Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and News
Sanjiv R. Das, Seoyoung Kim and Bhushan Kothari
Triumph of the Empiricists: The Birth of Financial Data Science
Joseph Simonian and Frank J. Fabozzi

Latest Articles

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A Modified Hierarchical Risk Parity Framework for Portfolio Management
Marat Molyboga

The Journal of Financial Data Science Summer 2020, jfds.2020.1.038; DOI: https://doi.org/10.3905/jfds.2020.1.038
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A Network Approach to Analyzing Hedge Fund Connectivity
Gueorgui S. Konstantinov and Joseph Simonian

The Journal of Financial Data Science Summer 2020, jfds.2020.1.036; DOI: https://doi.org/10.3905/jfds.2020.1.036
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Derivation of a Dynamic Market Risk Signal Using Kernel PCA and Machine Learning
Alireza Yazdani

The Journal of Financial Data Science Summer 2020, jfds.2020.1.037; DOI: https://doi.org/10.3905/jfds.2020.1.037
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Hyperparameter Optimization for Portfolio Selection
Peter Nystrup, Erik Lindström and Henrik Madsen

The Journal of Financial Data Science Summer 2020, jfds.2020.1.035; DOI: https://doi.org/10.3905/jfds.2020.1.035
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Portfolio Selection Using Portfolio Committees
Tsung-wu Ho

The Journal of Financial Data Science Summer 2020, jfds.2020.1.033; DOI: https://doi.org/10.3905/jfds.2020.1.033
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The Cross Section of Commodity Returns: A Nonparametric Approach
Clemens Struck and Enoch Cheng

The Journal of Financial Data Science Summer 2020, jfds.2020.1.034; DOI: https://doi.org/10.3905/jfds.2020.1.034

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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.