The Journal of Financial Data Science

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
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

Latest Articles

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Volatility Prediction and Risk Management: An SVR-GARCH Approach
Abdullah Karasan and Esma Gaygisiz

The Journal of Financial Data Science Fall 2020, jfds.2020.1.046; DOI: https://doi.org/10.3905/jfds.2020.1.046
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Deep Reinforcement Learning for Option Replication and Hedging
Jiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei Zhang

The Journal of Financial Data Science Fall 2020, jfds.2020.1.045; DOI: https://doi.org/10.3905/jfds.2020.1.045
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Forecast Optimization via Parameter Tuning: Performance Gain and Overfit
Ilya Soloveychik

The Journal of Financial Data Science Fall 2020, jfds.2020.1.044; DOI: https://doi.org/10.3905/jfds.2020.1.044
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European Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised Learning
Tristan Lim, Ong Chin Sin and Aldy Gunawan

The Journal of Financial Data Science Fall 2020, jfds.2020.1.043; DOI: https://doi.org/10.3905/jfds.2020.1.043
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Deep Learning for Portfolio Optimization
Zihao Zhang, Stefan Zohren and Stephen Roberts

The Journal of Financial Data Science Fall 2020, jfds.2020.1.042; DOI: https://doi.org/10.3905/jfds.2020.1.042
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Neural Embeddings of Financial Time-Series Data
Alik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis Seco

The Journal of Financial Data Science Fall 2020, jfds.2020.1.041; DOI: https://doi.org/10.3905/jfds.2020.1.041

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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.