The Journal of Financial Data Science

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
Deep Learning for Portfolio Optimization
Zihao Zhang, Stefan Zohren and Stephen Roberts

Latest Articles

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Deep Reinforcement Learning with Function Properties in Mean Reversion Strategies
Sophia Gu

The Journal of Financial Data Science Summer 2022, 4 (3) 54-65; DOI: https://doi.org/10.3905/jfds.2022.1.094
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Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention
Daniel Poh, Bryan Lim, Stefan Zohren and Stephen Roberts

The Journal of Financial Data Science Summer 2022, 4 (3) 89-107; DOI: https://doi.org/10.3905/jfds.2022.1.099
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On the Black–Litterman Model: Learning to Do Better
Ren-Raw Chen, Shih-Kuo Yeh and Xiaohu Zhang

The Journal of Financial Data Science Summer 2022, 4 (3) 66-88; DOI: https://doi.org/10.3905/jfds.2022.1.096
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Machine Learning in Behavioral Finance: A Systematic Literature Review
S. Navid Hojaji, Mahmood Yahyazadehfar and Bahareh Abedin

The Journal of Financial Data Science Summer 2022, 4 (3) 129-151; DOI: https://doi.org/10.3905/jfds.2022.1.100
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Meta-Labeling: Theory and Framework
Jacques Francois Joubert

The Journal of Financial Data Science Summer 2022, 4 (3) 31-44; DOI: https://doi.org/10.3905/jfds.2022.1.098
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Economic Recession Prediction Using Deep Neural Network
Zihao Wang, Kun Li, Steve Q. Xia and Hongfu Liu

The Journal of Financial Data Science Summer 2022, 4 (3) 108-127; DOI: https://doi.org/10.3905/jfds.2022.1.097

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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.