The Journal of Financial Data Science

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
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

Latest Articles

You have access
Building Cross-Sectional Systematic Strategies by Learning to Rank
Daniel Poh, Bryan Lim, Stefan Zohren and Stephen Roberts

The Journal of Financial Data Science Spring 2021, 3 (2) 70-86; DOI: https://doi.org/10.3905/jfds.2021.1.060
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
You have access
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
You have access
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
You have access
Style Rotation Revisited
John Galakis, Ioannis Vrontos and Spyridon Vrontos

The Journal of Financial Data Science Spring 2021, 3 (2) 110-133; DOI: https://doi.org/10.3905/jfds.2021.1.059
You have access
A Machine Learning Approach in Regime-Switching Risk Parity Portfolios
A. Sinem Uysal and John M. Mulvey

The Journal of Financial Data Science Spring 2021, 3 (2) 87-108; DOI: https://doi.org/10.3905/jfds.2021.1.057

DISCOVER RESEARCH FROM OUR AUTHORS

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.