Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFDS
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR logos x
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Financial Data Science
  • IPR logos x
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Financial Data Science

The Journal of Financial Data Science

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFDS
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Summer 2019; Volume 1,Issue 3

Managing Editor’s Letter

  • Open Access
    Managing Editor’s Letter
    Francesco A. Fabozzi
    The Journal of Financial Data Science Summer 2019, 1 (3) 1-3; DOI: https://doi.org/10.3905/jfds.2019.1.3.001

Industry Return Predictability: A Machine Learning Approach

  • You have access
    Industry Return Predictability: A Machine Learning Approach
    David E. Rapach, Jack K. Strauss, Jun Tu and Guofu Zhou
    The Journal of Financial Data Science Summer 2019, 1 (3) 9-28; DOI: https://doi.org/10.3905/jfds.2019.1.3.009

Pest Control: Eliminating Nuisance Allocations through Empirical Asset Class Identification

  • You have access
    Pest Control: Eliminating Nuisance Allocations through Empirical Asset Class Identification
    Chao Ma, Brian Jacobsen and Wai Lee
    The Journal of Financial Data Science Summer 2019, 1 (3) 29-40; DOI: https://doi.org/10.3905/jfds.2019.1.006

Machine Learning for Recession Prediction and Dynamic Asset Allocation

  • You have access
    Machine Learning for Recession Prediction and Dynamic Asset Allocation
    Alexander James, Yaser S. Abu-Mostafa and Xiao Qiao
    The Journal of Financial Data Science Summer 2019, 1 (3) 41-56; DOI: https://doi.org/10.3905/jfds.2019.1.007

When More Or Less Is Less: Managers’ Clichés

  • You have access
    When More Or Less Is Less: Managers’ Clichés
    Julia Klevak, Joshua Livnat and Kate Suslava
    The Journal of Financial Data Science Summer 2019, 1 (3) 57-67; DOI: https://doi.org/10.3905/jfds.2019.1.3.057

The ETS Challenges: A Machine Learning Approach to the Evaluation of Simulated Financial Time Series for Improving Generation Processes

  • You have access
    The ETS Challenges: A Machine Learning Approach to the Evaluation of Simulated Financial Time Series for Improving Generation Processes
    Javier Franco-Pedroso, Joaquin Gonzalez-Rodriguez, Maria Planas, Jorge Cubero, Rafael Cobo and Fernando Pablos
    The Journal of Financial Data Science Summer 2019, 1 (3) 68-86; DOI: https://doi.org/10.3905/jfds.2019.1.3.068

Computation of Implementation Shortfall for Algorithmic Trading by Sequence Alignment

  • You have access
    Computation of Implementation Shortfall for Algorithmic Trading by Sequence Alignment
    Raymond Chan, Kelvin Kan and Alfred Ma
    The Journal of Financial Data Science Summer 2019, 1 (3) 88-97; DOI: https://doi.org/10.3905/jfds.2019.1.3.088

Fund Asset Inference Using Machine Learning Methods: What’s in That Portfolio?

  • You have access
    Fund Asset Inference Using Machine Learning Methods: What’s in That Portfolio?
    David Byrd, Sourabh Bajaj and Tucker Hybinette Balch
    The Journal of Financial Data Science Summer 2019, 1 (3) 98-107; DOI: https://doi.org/10.3905/jfds.2019.1.005

From Risk Factors to Networks: A Case Study on Interconnectedness Using Currency Funds

  • You have access
    From Risk Factors to Networks: A Case Study on Interconnectedness Using Currency Funds
    Gueorgui Konstantinov and Jonas Rebmann
    The Journal of Financial Data Science Summer 2019, 1 (3) 108-123; DOI: https://doi.org/10.3905/jfds.2019.1.3.108
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Financial Data Science: 1 (3)
The Journal of Financial Data Science
Vol. 1, Issue 3
Summer 2019
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
0207 139 1600
 
NEW YORK
41 Madison Avenue, 20th Floor, New York, NY 10010
646 931 9045
pm-research@pageantmedia.com

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 2640-3943 | E-ISSN: 2640-3951

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies