The Journal of Financial Data Science

Meta-Labeling Architecture
Michael Meyer, Jacques Francois Joubert, and Mesias Alfeus
Machine Learning for Econometricians: The Readme Manual
Marcos López de Prado
An Artificial Intelligence–Based Industry Peer Grouping System
George Bonne, Andrew W. Lo, Abilash Prabhakaran, Kien Wei Siah, Manish Singh, Xinxin Wang, Peter Zangari and Howard Zhang
Alternative Data in Investment Management: Usage, Challenges, and Valuation
Gene Ekster and Petter N. Kolm
Machine Learning for Active Portfolio Management
Söhnke M. Bartram, Jürgen Branke, Giuliano De Rossi and Mehrshad Motahari
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

Latest Articles

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Textual Information and IPO Underpricing: A Machine Learning Approach
Apostolos G. Katsafados, George N. Leledakis, Emmanouil G. Pyrgiotakis, Ion Androutsopoulos, Ilias Chalkidis and Manos Fergadiotis

The Journal of Financial Data Science Spring 2023, jfds.2023.1.121; DOI: https://doi.org/10.3905/jfds.2023.1.121
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A Causal Analysis of Market Contagion: A Double Machine Learning Approach
Joseph Simonian

The Journal of Financial Data Science Spring 2023, jfds.2023.1.122; DOI: https://doi.org/10.3905/jfds.2023.1.122
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A Review on Derivative Hedging Using Reinforcement Learning
Peng Liu

The Journal of Financial Data Science Spring 2023, jfds.2023.1.124; DOI: https://doi.org/10.3905/jfds.2023.1.124
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Advances of Machine Learning Approaches for Financial Decision Making and Time-Series Analysis: A Panel Discussion
Nino Antulov-Fantulin and Petter N. Kolm

The Journal of Financial Data Science Spring 2023, jfds.2023.1.123; DOI: https://doi.org/10.3905/jfds.2023.1.123
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Meta-Labeling: Calibration and Position Sizing
Michael Meyer, Illya Barziy and Jacques Francois Joubert

The Journal of Financial Data Science Spring 2023, jfds.2023.1.119; DOI: https://doi.org/10.3905/jfds.2023.1.119
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A Deep Trend-Following Trading Strategy for Equity Markets
Patrik Eggebrecht and Eva Lütkebohmert

The Journal of Financial Data Science Spring 2023, jfds.2023.1.120; DOI: https://doi.org/10.3905/jfds.2023.1.120

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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.