Table of Contents

Winter 2020; Volume 2,Issue 1

B

  1. Banerjee, Soham

    1. 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

  2. Budavari, Tamas

    1. 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

C

  1. Chen, Mike

    1. 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

  2. Cui, Han

    1. 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

D

  1. DiPietro, Daniel M.

    1. 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

F

  1. Fabozzi, Francesco A.

    1. 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

  2. Fabozzi, Frank J.

    1. 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

  3. Fleiss, Alexander

    1. 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

  4. Fremin, Brandon

    1. 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

K

  1. Kang, Zixiao

    1. 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

  2. Konstantinov, Gueorgui

    1. 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

L

  1. Lee, Jaime

    1. 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

  2. Li, Fengxu

    1. 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

  3. Li, Yimou

    1. 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

  4. Liew, Jim Kyung-Soo

    1. 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

  5. López, Rafael Cobo

    1. 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

M

  1. Ma, Shihao

    1. 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

  2. Mukherjee, Diganta

    1. 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

  3. Mussalli, George

    1. 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

P

  1. Pardo, Fernando De Meer

    1. 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

  2. Prado, Marcos López de

    1. 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

R

  1. Rusev, Mario

    1. 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

S

  1. Snow, Derek

    1. 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

  2. Stoikov, Sasha

    1. 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

T

  1. Turkington, David

    1. 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

W

  1. Wang, Xuzhi

    1. 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

Y

  1. Yazdani, Alireza

    1. 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
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