The Journal of Financial Data Science

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
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

Latest Articles

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Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection
Kieran Wood, Stephen Roberts and Stefan Zohren

The Journal of Financial Data Science Winter 2022, jfds.2021.1.081; DOI: https://doi.org/10.3905/jfds.2021.1.081
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When Do Investors Freak Out? Machine Learning Predictions of Panic Selling
Daniel Elkind, Kathryn Kaminski, Andrew W. Lo, Kien Wei Siah and Chi Heem Wong

The Journal of Financial Data Science Winter 2022, jfds.2021.1.085; DOI: https://doi.org/10.3905/jfds.2021.1.085
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Forests for Fama
Joseph Simonian

The Journal of Financial Data Science Winter 2022, jfds.2021.1.086; DOI: https://doi.org/10.3905/jfds.2021.1.086
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Investable and Interpretable Machine Learning for Equities
Yimou Li, Zachary Simon and David Turkington

The Journal of Financial Data Science Winter 2022, jfds.2021.1.084; DOI: https://doi.org/10.3905/jfds.2021.1.084
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Deep Learning for Exotic Option Valuation
Jay Cao, Jacky Chen, John Hull and Zissis Poulos

The Journal of Financial Data Science Winter 2022, jfds.2021.1.083; DOI: https://doi.org/10.3905/jfds.2021.1.083
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ESG and Alternative Data: Capturing Corporates’ Sustainability-Related Activities with Job Postings
Arik Ben Dor, Jingling Guan, Adam Kelleher, Adam Lauretig, Ryan Preclaw and Xiaming Zeng

The Journal of Financial Data Science Winter 2022, jfds.2021.1.082; DOI: https://doi.org/10.3905/jfds.2021.1.082

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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.