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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

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

Fall 2020; Volume 2,Issue 4
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Aydemir, Zava

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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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The Journal of Financial Data Science: 2 (4)
The Journal of Financial Data Science
Vol. 2, Issue 4
Fall 2020
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