The Journal of Financial Data Science: 1 (3)

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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

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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

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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

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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

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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

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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

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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?

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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

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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

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The Journal of Financial Data Science

Index by author

Managing Editor’s Letter

Industry Return Predictability: A Machine Learning Approach

Pest Control: Eliminating Nuisance Allocations through Empirical Asset Class Identification

Machine Learning for Recession Prediction and Dynamic Asset Allocation

When More Or Less Is Less: Managers’ Clichés

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

Computation of Implementation Shortfall for Algorithmic Trading by Sequence Alignment

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

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

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Index by author

Managing Editor’s Letter

Industry Return Predictability: A Machine Learning Approach

Pest Control: Eliminating Nuisance Allocations through Empirical Asset Class Identification

Machine Learning for Recession Prediction and Dynamic Asset Allocation

When More Or Less Is Less: Managers’ Clichés

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

Computation of Implementation Shortfall for Algorithmic Trading by Sequence Alignment

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

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

Explore our content to discover more relevant research

In this issue

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