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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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  • JBIS Factor
    Special Issue: Factor Investing
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  • 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
  • Deep Learning for Portfolio Optimization
    Zihao Zhang, Stefan Zohren and Stephen Roberts
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Latest Articles

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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, jfds.2022.1.099; DOI: https://doi.org/10.3905/jfds.2022.1.099
  • You have access
    Meta-Labeling: Theory and Framework
    Jacques Francois Joubert
    The Journal of Financial Data Science Summer 2022, jfds.2022.1.098; DOI: https://doi.org/10.3905/jfds.2022.1.098
  • You have access
    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, jfds.2022.1.097; DOI: https://doi.org/10.3905/jfds.2022.1.097
  • You have access
    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, jfds.2022.1.096; DOI: https://doi.org/10.3905/jfds.2022.1.096
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    FinEAS: Financial Embedding Analysis of Sentiment
    Asier Gutiérrez-Fandiño, Petter N. Kolm, Miquel Noguer i Alonso and Jordi Armengol-Estapé
    The Journal of Financial Data Science Summer 2022, jfds.2022.1.095; DOI: https://doi.org/10.3905/jfds.2022.1.095
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    Deep Reinforcement Learning with Function Properties in Mean Reversion Strategies
    Sophia Gu
    The Journal of Financial Data Science Summer 2022, jfds.2022.1.094; DOI: https://doi.org/10.3905/jfds.2022.1.094
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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: 4 (2)
The Journal of Financial Data Science
Vol. 4, Issue 2
Spring 2022
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