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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

Summer 2020; Volume 2,Issue 3

Managing Editor’s Letter

  • Open Access
    Managing Editor’s Letter
    Francesco A. Fabozzi
    The Journal of Financial Data Science Summer 2020, 2 (3) 1-3; DOI: https://doi.org/10.3905/jfds.2020.2.3.001

Machine Trading: Theory, Advances, and Applications

  • You have access
    Machine Trading: Theory, Advances, and Applications
    Dilip B. Madan and Yazid M. Sharaiha
    The Journal of Financial Data Science Summer 2020, 2 (3) 8-24; DOI: https://doi.org/10.3905/jfds.2020.1.039

Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features

  • You have access
    Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features
    Peter Nystrup, Petter N. Kolm and Erik Lindström
    The Journal of Financial Data Science Summer 2020, 2 (3) 25-39; DOI: https://doi.org/10.3905/jfds.2020.2.3.025

Hyperparameter Optimization for Portfolio Selection

  • You have access
    Hyperparameter Optimization for Portfolio Selection
    Peter Nystrup, Erik Lindström and Henrik Madsen
    The Journal of Financial Data Science Summer 2020, 2 (3) 40-54; DOI: https://doi.org/10.3905/jfds.2020.1.035

A Network Approach to Analyzing Hedge Fund Connectivity

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    A Network Approach to Analyzing Hedge Fund Connectivity
    Gueorgui S. Konstantinov and Joseph Simonian
    The Journal of Financial Data Science Summer 2020, 2 (3) 55-72; DOI: https://doi.org/10.3905/jfds.2020.1.036

Derivation of a Dynamic Market Risk Signal Using Kernel PCA and Machine Learning

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    Derivation of a Dynamic Market Risk Signal Using Kernel PCA and Machine Learning
    Alireza Yazdani
    The Journal of Financial Data Science Summer 2020, 2 (3) 73-85; DOI: https://doi.org/10.3905/jfds.2020.1.037

The Cross Section of Commodity Returns: A Nonparametric Approach

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    The Cross Section of Commodity Returns: A Nonparametric Approach
    Clemens Struck and Enoch Cheng
    The Journal of Financial Data Science Summer 2020, 2 (3) 86-103; DOI: https://doi.org/10.3905/jfds.2020.1.034

Portfolio Selection Using Portfolio Committees

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    Portfolio Selection Using Portfolio Committees
    Tsung-wu Ho
    The Journal of Financial Data Science Summer 2020, 2 (3) 104-127; DOI: https://doi.org/10.3905/jfds.2020.1.033

A Modified Hierarchical Risk Parity Framework for Portfolio Management

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    A Modified Hierarchical Risk Parity Framework for Portfolio Management
    Marat Molyboga
    The Journal of Financial Data Science Summer 2020, 2 (3) 128-139; DOI: https://doi.org/10.3905/jfds.2020.1.038
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The Journal of Financial Data Science: 2 (3)
The Journal of Financial Data Science
Vol. 2, Issue 3
Summer 2020
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