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

  • 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

Neural Embeddings of Financial Time-Series Data

Deep Reinforcement Learning for Option Replication and Hedging

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

Forecast Optimization via Parameter Tuning: Performance Gain and Overfit

Volatility Prediction and Risk Management: An SVR-GARCH Approach

Portfolio Construction Using First Principles Preference Theory and Machine Learning

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