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The Journal of Financial Data Science
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The Journal of Financial Data Science

The Journal of Financial Data Science

ADVANCED SEARCH: Discover more content by journal, author or time frame

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  • 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
  • Industry Return Predictability: A Machine Learning Approach
    David E. Rapach, Jack K. Strauss, Jun Tu and Guofu Zhou
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Latest Articles

  • You have access
    Causal Uncertainty in Capital Markets: A Robust Noisy-Or Framework for Portfolio Management
    Joseph Simonian
    The Journal of Financial Data Science Winter 2021, 3 (1) 43-55; DOI: https://doi.org/10.3905/jfds.2020.1.048
  • You have access
    Dynamic Time Warping: S&P 500 Sector ETF Pattern Matching Trading Strategy
    Alexander Fleiss, Che Liu, Gihyen Eom, Serena Yu and Wo Zhang
    The Journal of Financial Data Science Winter 2021, 3 (1) 93-110; DOI: https://doi.org/10.3905/jfds.2021.1.055
  • You have access
    The Best Way to Select Features? Comparing MDA, LIME, and SHAP
    Xin Man and Ernest P. Chan
    The Journal of Financial Data Science Winter 2021, 3 (1) 127-139; DOI: https://doi.org/10.3905/jfds.2020.1.047
  • Open Access
    Managing Editor’s Letter
    Francesco A. Fabozzi
    The Journal of Financial Data Science Winter 2021, 3 (1) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.1.001
  • You have access
    On the Predictability of the Equity Premium Using Deep Learning Techniques
    Jonathan Iworiso and Spyridon Vrontos
    The Journal of Financial Data Science Winter 2021, 3 (1) 74-92; DOI: https://doi.org/10.3905/jfds.2020.1.051
  • You have access
    Deep Hedging of Derivatives Using Reinforcement Learning
    Jay Cao, Jacky Chen, John Hull and Zissis Poulos
    The Journal of Financial Data Science Winter 2021, 3 (1) 10-27; DOI: https://doi.org/10.3905/jfds.2020.1.052
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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.

   
Dr. Marcos Lopez de Prado    

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The Journal of Financial Data Science: 3 (1)
The Journal of Financial Data Science
Vol. 3, Issue 1
Winter 2021
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