Table of Contents
Fall 2020; Volume 2,Issue 4
A
Aydemir, Zava
- You have accessPortfolio Construction Using First Principles Preference Theory and Machine LearningZava AydemirThe Journal of Financial Data Science Fall 2020, 2 (4) 105-123; DOI: https://doi.org/10.3905/jfds.2020.2.4.105
D
Du, Jiayi
- You have accessDeep Reinforcement Learning for Option Replication and HedgingJiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei ZhangThe Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045
F
Fabozzi, Francesco A.
- Open AccessManaging Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science Fall 2020, 2 (4) 1-3; DOI: https://doi.org/10.3905/jfds.2020.2.4.001
G
Gaygisiz, Esma
- You have accessVolatility Prediction and Risk Management: An SVR-GARCH ApproachAbdullah Karasan and Esma GaygisizThe Journal of Financial Data Science Fall 2020, 2 (4) 85-104; DOI: https://doi.org/10.3905/jfds.2020.1.046
Gunawan, Aldy
- You have accessEuropean Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised LearningTristan Lim, Chin Sin Ong and Aldy GunawanThe Journal of Financial Data Science Fall 2020, 2 (4) 59-70; DOI: https://doi.org/10.3905/jfds.2020.1.043
J
Jin, Muyang
- You have accessDeep Reinforcement Learning for Option Replication and HedgingJiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei ZhangThe Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045
K
Karasan, Abdullah
- You have accessVolatility Prediction and Risk Management: An SVR-GARCH ApproachAbdullah Karasan and Esma GaygisizThe Journal of Financial Data Science Fall 2020, 2 (4) 85-104; DOI: https://doi.org/10.3905/jfds.2020.1.046
Kolm, Petter N.
- You have accessDeep Reinforcement Learning for Option Replication and HedgingJiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei ZhangThe Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045
L
Lim, Tristan
- You have accessEuropean Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised LearningTristan Lim, Chin Sin Ong and Aldy GunawanThe Journal of Financial Data Science Fall 2020, 2 (4) 59-70; DOI: https://doi.org/10.3905/jfds.2020.1.043
M
Mostovoy, Jonathan
- You have accessNeural Embeddings of Financial Time-Series DataAlik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis SecoThe Journal of Financial Data Science Fall 2020, 2 (4) 33-43; DOI: https://doi.org/10.3905/jfds.2020.1.041
O
Ong, Chin Sin
- You have accessEuropean Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised LearningTristan Lim, Chin Sin Ong and Aldy GunawanThe Journal of Financial Data Science Fall 2020, 2 (4) 59-70; DOI: https://doi.org/10.3905/jfds.2020.1.043
P
Parker, Brydon
- You have accessNeural Embeddings of Financial Time-Series DataAlik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis SecoThe Journal of Financial Data Science Fall 2020, 2 (4) 33-43; DOI: https://doi.org/10.3905/jfds.2020.1.041
R
Ritter, Gordon
- You have accessDeep Reinforcement Learning for Option Replication and HedgingJiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei ZhangThe Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045
Roberts, Stephen
- You have accessDeep Learning for Portfolio OptimizationZihao Zhang, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science Fall 2020, 2 (4) 8-20; DOI: https://doi.org/10.3905/jfds.2020.1.042
S
Seco, Luis
- You have accessNeural Embeddings of Financial Time-Series DataAlik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis SecoThe Journal of Financial Data Science Fall 2020, 2 (4) 33-43; DOI: https://doi.org/10.3905/jfds.2020.1.041
Sokolov, Alik
- You have accessNeural Embeddings of Financial Time-Series DataAlik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis SecoThe Journal of Financial Data Science Fall 2020, 2 (4) 33-43; DOI: https://doi.org/10.3905/jfds.2020.1.041
Soloveychik, Ilya
- You have accessForecast Optimization via Parameter Tuning: Performance Gain and OverfitIlya SoloveychikThe Journal of Financial Data Science Fall 2020, 2 (4) 71-84; DOI: https://doi.org/10.3905/jfds.2020.1.044
W
Wang, Yixuan
- You have accessDeep Reinforcement Learning for Option Replication and HedgingJiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei ZhangThe Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045
Y
Yazdani, Alireza
- You have accessMachine Learning Prediction of Recessions: An Imbalanced Classification ApproachAlireza YazdaniThe Journal of Financial Data Science Fall 2020, 2 (4) 21-32; DOI: https://doi.org/10.3905/jfds.2020.1.040
Z
Zhang, Bofei
- You have accessDeep Reinforcement Learning for Option Replication and HedgingJiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei ZhangThe Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045
Zhang, Zihao
- You have accessDeep Learning for Portfolio OptimizationZihao Zhang, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science Fall 2020, 2 (4) 8-20; DOI: https://doi.org/10.3905/jfds.2020.1.042
Zohren, Stefan
- You have accessDeep Learning for Portfolio OptimizationZihao Zhang, Stefan Zohren and Stephen RobertsThe 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
Vol. 2, Issue 4
Fall 2020