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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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  • JFDS_4_4_Meyer
    Meta-Labeling Architecture
    Michael Meyer, Jacques Francois Joubert, and Mesias Alfeus
  • JFDS_4_3_dePrado
    Machine Learning for Econometricians: The Readme Manual
    Marcos López de Prado
  • JFDS Bonne
    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
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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
  • You have access
    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.

   
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The Journal of Financial Data Science: 5 (1)
The Journal of Financial Data Science
Vol. 5, Issue 1
Winter 2023
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