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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

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Table of Contents

Winter 2020; Volume 2,Issue 1

Managing Editor’s Letter

  • Open Access
    Managing Editor’s Letter
    Francesco A. Fabozzi
    The Journal of Financial Data Science Winter 2020, 2 (1) 1-4; DOI: https://doi.org/10.3905/jfds.2020.2.1.001

Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies

  • You have access
    Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies
    Derek Snow
    The Journal of Financial Data Science Winter 2020, 2 (1) 10-23; DOI: https://doi.org/10.3905/jfds.2019.1.021

The Bond–Equity–Fund Relation Using the Fama–French–Carhart Factors: A Practical Network Approach

  • You have access
    The Bond–Equity–Fund Relation Using the Fama–French–Carhart Factors: A Practical Network Approach
    Gueorgui Konstantinov and Mario Rusev
    The Journal of Financial Data Science Winter 2020, 2 (1) 24-44; DOI: https://doi.org/10.3905/jfds.2019.1.017

Constructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine Learning

  • You have access
    Constructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine Learning
    Alexander Fleiss, Han Cui, Sasha Stoikov and Daniel M. DiPietro
    The Journal of Financial Data Science Winter 2020, 2 (1) 45-60; DOI: https://doi.org/10.3905/jfds.2019.1.022

Beyond the Black Box: An Intuitive Approach to Investment Prediction with Machine Learning

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    Beyond the Black Box: An Intuitive Approach to Investment Prediction with Machine Learning
    Yimou Li, David Turkington and Alireza Yazdani
    The Journal of Financial Data Science Winter 2020, 2 (1) 61-75; DOI: https://doi.org/10.3905/jfds.2019.1.023

Mitigating Overfitting on Financial Datasets with Generative Adversarial Networks

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    Mitigating Overfitting on Financial Datasets with Generative Adversarial Networks
    Fernando De Meer Pardo and Rafael Cobo López
    The Journal of Financial Data Science Winter 2020, 2 (1) 76-85; DOI: https://doi.org/10.3905/jfds.2019.1.019

Crowdsourced Investment Research Through Tournaments

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    Crowdsourced Investment Research Through Tournaments
    Marcos López de Prado and Frank J. Fabozzi
    The Journal of Financial Data Science Winter 2020, 2 (1) 86-93; DOI: https://doi.org/10.3905/jfds.2019.1.016

Deep Learning Classifier with Piecewise Linear Activation Function: An Empirical Evaluation with Intraday Financial Data

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    Deep Learning Classifier with Piecewise Linear Activation Function: An Empirical Evaluation with Intraday Financial Data
    Soham Banerjee and Diganta Mukherjee
    The Journal of Financial Data Science Winter 2020, 2 (1) 94-115; DOI: https://doi.org/10.3905/jfds.2019.1.018

Teaching Machines to Understand Chinese Investment Slang

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    Teaching Machines to Understand Chinese Investment Slang
    Mike Chen, Jaime Lee and George Mussalli
    The Journal of Financial Data Science Winter 2020, 2 (1) 116-125; DOI: https://doi.org/10.3905/jfds.2019.1.020

Pairs Trading Strategy with Geolocation Data—The Battle between Under Armour and Nike

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    Pairs Trading Strategy with Geolocation Data—The Battle between Under Armour and Nike
    Jim Kyung-Soo Liew, Tamas Budavari, Zixiao Kang, Fengxu Li, Xuzhi Wang, Shihao Ma and Brandon Fremin
    The Journal of Financial Data Science Winter 2020, 2 (1) 126-143; DOI: https://doi.org/10.3905/jfds.2019.1.024
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The Journal of Financial Data Science: 2 (1)
The Journal of Financial Data Science
Vol. 2, Issue 1
Winter 2020
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