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 Holistic Approach to Financial Data Science: Data, Technology, and Analytics
Tamer Khraisha

The Journal of Financial Data Science Spring 2020, 2 (2) 64-84; DOI: https://doi.org/10.3905/jfds.2020.1.031
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PCA for Implied Volatility Surfaces
Marco Avellaneda, Brian Healy, Andrew Papanicolaou and George Papanicolaou

The Journal of Financial Data Science Spring 2020, 2 (2) 85-109; DOI: https://doi.org/10.3905/jfds.2020.1.032
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Interactions and Interconnectedness Shape Financial Market Research
Otto Loistl and Gueorgui S. Konstantinov

The Journal of Financial Data Science Spring 2020, 2 (2) 51-63; DOI: https://doi.org/10.3905/jfds.2020.1.026
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Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization
Derek Snow

The Journal of Financial Data Science Spring 2020, 2 (2) 17-24; DOI: https://doi.org/10.3905/jfds.2020.1.029
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Deep Reinforcement Learning for Trading
Zihao Zhang, Stefan Zohren and Stephen Roberts

The Journal of Financial Data Science Spring 2020, 2 (2) 25-40; DOI: https://doi.org/10.3905/jfds.2020.1.030
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Modular Machine Learning for Model Validation: An Application to the Fundamental Law of Active Management
Joseph Simonian

The Journal of Financial Data Science Spring 2020, 2 (2) 41-50; DOI: https://doi.org/10.3905/jfds.2020.1.027

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.