The Journal of Financial Data Science

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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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, jfds.2021.1.055; DOI: https://doi.org/10.3905/jfds.2021.1.055
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Portfolio Diversification Using Shape-Based Clustering
Tristan Lim and Chin Sin Ong

The Journal of Financial Data Science Winter 2021, jfds.2020.1.054; DOI: https://doi.org/10.3905/jfds.2020.1.054
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Deep Sequence Modeling: Development and Applications in Asset Pricing
Lin William Cong, Ke Tang, Jingyuan Wang and Yang Zhang

The Journal of Financial Data Science Winter 2021, jfds.2020.1.053; DOI: https://doi.org/10.3905/jfds.2020.1.053
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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, jfds.2020.1.052; DOI: https://doi.org/10.3905/jfds.2020.1.052
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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, jfds.2020.1.051; DOI: https://doi.org/10.3905/jfds.2020.1.051
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Deviations from Covered Interest Rate Parity: The Case of British Pound Sterling versus Euro
Frank Lehrbass and Thamara Sandra Schuster

The Journal of Financial Data Science Winter 2021, jfds.2020.1.050; DOI: https://doi.org/10.3905/jfds.2020.1.050

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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.