Table of Contents

Fall 2019; Volume 1,Issue 4

Managing Editor’s Letter

  • Open Access
    Managing Editor’s Letter
    Francesco A. Fabozzi
    The Journal of Financial Data Science Fall 2019, 1 (4) 1-4; DOI: https://doi.org/10.3905/jfds.2019.1.4.001

Proofs and Cross-Validations: Three Lessons for Financial Data Science

Enhancing Time-Series Momentum Strategies Using Deep Neural Networks

Neural Networks in Finance: Design and Performance

Avoiding Backtesting Overfitting by Covariance-Penalties: An Empirical Investigation of the Ordinary and Total Least Squares Cases

Reconstructing Emerging and Developed Markets Using Hierarchical Clustering

Time-Series Momentum: A Monte Carlo Approach

Extracting Signals from High-Frequency Trading with Digital Signal Processing Tools

Automated Theme Search in ICO Whitepapers

  • Automated Theme Search in ICO Whitepapers
    Fu Chuanjie, Andrew Koh and Paul Griffin
    The Journal of Financial Data Science Fall 2019, 1 (4) 140-158; DOI: https://doi.org/10.3905/jfds.2019.1.011

Alpha Cloning: Using Quantitative Techniques and SEC 13f Data for Equity Portfolio Optimization and Generation

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