Table of Contents

Fall 2020; Volume 2,Issue 4

A

  1. Aydemir, Zava

    1. Portfolio Construction Using First Principles Preference Theory and Machine Learning
      Zava Aydemir
      The Journal of Financial Data Science Fall 2020, 2 (4) 105-123; DOI: https://doi.org/10.3905/jfds.2020.2.4.105

D

  1. Du, Jiayi

    1. Deep Reinforcement Learning for Option Replication and Hedging
      Jiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei Zhang
      The Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045

F

  1. Fabozzi, Francesco A.

    1. Open Access
      Managing Editor’s Letter
      Francesco A. Fabozzi
      The Journal of Financial Data Science Fall 2020, 2 (4) 1-3; DOI: https://doi.org/10.3905/jfds.2020.2.4.001

G

  1. Gaygisiz, Esma

    1. Volatility Prediction and Risk Management: An SVR-GARCH Approach
      Abdullah Karasan and Esma Gaygisiz
      The Journal of Financial Data Science Fall 2020, 2 (4) 85-104; DOI: https://doi.org/10.3905/jfds.2020.1.046

  2. Gunawan, Aldy

    1. European Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised Learning
      Tristan Lim, Chin Sin Ong and Aldy Gunawan
      The Journal of Financial Data Science Fall 2020, 2 (4) 59-70; DOI: https://doi.org/10.3905/jfds.2020.1.043

J

  1. Jin, Muyang

    1. Deep Reinforcement Learning for Option Replication and Hedging
      Jiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei Zhang
      The Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045

K

  1. Karasan, Abdullah

    1. Volatility Prediction and Risk Management: An SVR-GARCH Approach
      Abdullah Karasan and Esma Gaygisiz
      The Journal of Financial Data Science Fall 2020, 2 (4) 85-104; DOI: https://doi.org/10.3905/jfds.2020.1.046

  2. Kolm, Petter N.

    1. Deep Reinforcement Learning for Option Replication and Hedging
      Jiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei Zhang
      The Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045

L

  1. Lim, Tristan

    1. European Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised Learning
      Tristan Lim, Chin Sin Ong and Aldy Gunawan
      The Journal of Financial Data Science Fall 2020, 2 (4) 59-70; DOI: https://doi.org/10.3905/jfds.2020.1.043

M

  1. Mostovoy, Jonathan

    1. Neural Embeddings of Financial Time-Series Data
      Alik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis Seco
      The Journal of Financial Data Science Fall 2020, 2 (4) 33-43; DOI: https://doi.org/10.3905/jfds.2020.1.041

O

  1. Ong, Chin Sin

    1. European Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised Learning
      Tristan Lim, Chin Sin Ong and Aldy Gunawan
      The Journal of Financial Data Science Fall 2020, 2 (4) 59-70; DOI: https://doi.org/10.3905/jfds.2020.1.043

P

  1. Parker, Brydon

    1. Neural Embeddings of Financial Time-Series Data
      Alik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis Seco
      The Journal of Financial Data Science Fall 2020, 2 (4) 33-43; DOI: https://doi.org/10.3905/jfds.2020.1.041

R

  1. Ritter, Gordon

    1. Deep Reinforcement Learning for Option Replication and Hedging
      Jiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei Zhang
      The Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045

  2. Roberts, Stephen

    1. Deep Learning for Portfolio Optimization
      Zihao Zhang, Stefan Zohren and Stephen Roberts
      The Journal of Financial Data Science Fall 2020, 2 (4) 8-20; DOI: https://doi.org/10.3905/jfds.2020.1.042

S

  1. Seco, Luis

    1. Neural Embeddings of Financial Time-Series Data
      Alik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis Seco
      The Journal of Financial Data Science Fall 2020, 2 (4) 33-43; DOI: https://doi.org/10.3905/jfds.2020.1.041

  2. Sokolov, Alik

    1. Neural Embeddings of Financial Time-Series Data
      Alik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis Seco
      The Journal of Financial Data Science Fall 2020, 2 (4) 33-43; DOI: https://doi.org/10.3905/jfds.2020.1.041

  3. Soloveychik, Ilya

    1. Forecast Optimization via Parameter Tuning: Performance Gain and Overfit
      Ilya Soloveychik
      The Journal of Financial Data Science Fall 2020, 2 (4) 71-84; DOI: https://doi.org/10.3905/jfds.2020.1.044

W

  1. Wang, Yixuan

    1. Deep Reinforcement Learning for Option Replication and Hedging
      Jiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei Zhang
      The Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045

Y

  1. Yazdani, Alireza

    1. Machine Learning Prediction of Recessions: An Imbalanced Classification Approach
      Alireza Yazdani
      The Journal of Financial Data Science Fall 2020, 2 (4) 21-32; DOI: https://doi.org/10.3905/jfds.2020.1.040

Z

  1. Zhang, Bofei

    1. Deep Reinforcement Learning for Option Replication and Hedging
      Jiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei Zhang
      The Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045

  2. Zhang, Zihao

    1. Deep Learning for Portfolio Optimization
      Zihao Zhang, Stefan Zohren and Stephen Roberts
      The Journal of Financial Data Science Fall 2020, 2 (4) 8-20; DOI: https://doi.org/10.3905/jfds.2020.1.042

  3. Zohren, Stefan

    1. Deep Learning for Portfolio Optimization
      Zihao Zhang, Stefan Zohren and Stephen Roberts
      The Journal of Financial Data Science Fall 2020, 2 (4) 8-20; DOI: https://doi.org/10.3905/jfds.2020.1.042
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