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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

Fall 2020; Volume 2,Issue 4

Managing Editor’s Letter

  • 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

Deep Learning for Portfolio Optimization

  • 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

Machine Learning Prediction of Recessions: An Imbalanced Classification Approach

  • 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

Neural Embeddings of Financial Time-Series Data

  • 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

Deep Reinforcement Learning for Option Replication and Hedging

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    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

European Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised Learning

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    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

Forecast Optimization via Parameter Tuning: Performance Gain and Overfit

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    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

Volatility Prediction and Risk Management: An SVR-GARCH Approach

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    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

Portfolio Construction Using First Principles Preference Theory and Machine Learning

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    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
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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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