The Journal of Financial Data Science

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

Latest Articles

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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
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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
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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
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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
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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.