Table of Contents

Winter 2021; Volume 3,Issue 1

C

  1. Cao, Jay

    1. Deep Hedging of Derivatives Using Reinforcement Learning
      Jay Cao, Jacky Chen, John Hull and Zissis Poulos
      The Journal of Financial Data Science Winter 2021, 3 (1) 10-27; DOI: https://doi.org/10.3905/jfds.2020.1.052

  2. Chan, Ernest P.

    1. The Best Way to Select Features? Comparing MDA, LIME, and SHAP
      Xin Man and Ernest P. Chan
      The Journal of Financial Data Science Winter 2021, 3 (1) 127-139; DOI: https://doi.org/10.3905/jfds.2020.1.047

  3. Chen, Jacky

    1. Deep Hedging of Derivatives Using Reinforcement Learning
      Jay Cao, Jacky Chen, John Hull and Zissis Poulos
      The Journal of Financial Data Science Winter 2021, 3 (1) 10-27; DOI: https://doi.org/10.3905/jfds.2020.1.052

  4. Cong, Lin William

    1. Deep Sequence Modeling: Development and Applications in Asset Pricing
      Lin William Cong, Ke Tang, Jingyuan Wang and Yang Zhang
      The Journal of Financial Data Science Winter 2021, 3 (1) 28-42; DOI: https://doi.org/10.3905/jfds.2020.1.053

E

  1. Eom, Gihyen

    1. Dynamic Time Warping: S&P 500 Sector ETF Pattern Matching Trading Strategy
      Alexander Fleiss, Che Liu, Gihyen Eom, Serena Yu and Wo Zhang
      The Journal of Financial Data Science Winter 2021, 3 (1) 93-110; DOI: https://doi.org/10.3905/jfds.2021.1.055

F

  1. Fabozzi, Francesco A.

    1. Open Access
      Managing Editor’s Letter
      Francesco A. Fabozzi
      The Journal of Financial Data Science Winter 2021, 3 (1) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.1.001

  2. Fleiss, Alexander

    1. Dynamic Time Warping: S&P 500 Sector ETF Pattern Matching Trading Strategy
      Alexander Fleiss, Che Liu, Gihyen Eom, Serena Yu and Wo Zhang
      The Journal of Financial Data Science Winter 2021, 3 (1) 93-110; DOI: https://doi.org/10.3905/jfds.2021.1.055

H

  1. Hull, John

    1. Deep Hedging of Derivatives Using Reinforcement Learning
      Jay Cao, Jacky Chen, John Hull and Zissis Poulos
      The Journal of Financial Data Science Winter 2021, 3 (1) 10-27; DOI: https://doi.org/10.3905/jfds.2020.1.052

I

  1. Iworiso, Jonathan

    1. On the Predictability of the Equity Premium Using Deep Learning Techniques
      Jonathan Iworiso and Spyridon Vrontos
      The Journal of Financial Data Science Winter 2021, 3 (1) 74-92; DOI: https://doi.org/10.3905/jfds.2020.1.051

L

  1. Lehrbass, Frank

    1. Deviations from Covered Interest Rate Parity: The Case of British Pound Sterling versus Euro
      Frank Lehrbass and Thamara Sandra Schuster
      The Journal of Financial Data Science Winter 2021, 3 (1) 140-151; DOI: https://doi.org/10.3905/jfds.2020.1.050

  2. Lim, Tristan

    1. Portfolio Diversification Using Shape-Based Clustering
      Tristan Lim and Chin Sin Ong
      The Journal of Financial Data Science Winter 2021, 3 (1) 111-126; DOI: https://doi.org/10.3905/jfds.2020.1.054

  3. Liu, Che

    1. Dynamic Time Warping: S&P 500 Sector ETF Pattern Matching Trading Strategy
      Alexander Fleiss, Che Liu, Gihyen Eom, Serena Yu and Wo Zhang
      The Journal of Financial Data Science Winter 2021, 3 (1) 93-110; DOI: https://doi.org/10.3905/jfds.2021.1.055

M

  1. Man, Xin

    1. The Best Way to Select Features? Comparing MDA, LIME, and SHAP
      Xin Man and Ernest P. Chan
      The Journal of Financial Data Science Winter 2021, 3 (1) 127-139; DOI: https://doi.org/10.3905/jfds.2020.1.047

P

  1. Poulos, Zissis

    1. Deep Hedging of Derivatives Using Reinforcement Learning
      Jay Cao, Jacky Chen, John Hull and Zissis Poulos
      The Journal of Financial Data Science Winter 2021, 3 (1) 10-27; DOI: https://doi.org/10.3905/jfds.2020.1.052

R

  1. Roberts, Stephen

    1. Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures Trading
      Trent Spears, Stefan Zohren and Stephen Roberts
      The Journal of Financial Data Science Winter 2021, 3 (1) 57-73; DOI: https://doi.org/10.3905/jfds.2020.1.049

S

  1. Schuster, Thamara Sandra

    1. Deviations from Covered Interest Rate Parity: The Case of British Pound Sterling versus Euro
      Frank Lehrbass and Thamara Sandra Schuster
      The Journal of Financial Data Science Winter 2021, 3 (1) 140-151; DOI: https://doi.org/10.3905/jfds.2020.1.050

  2. Simonian, Joseph

    1. Causal Uncertainty in Capital Markets: A Robust Noisy-Or Framework for Portfolio Management
      Joseph Simonian
      The Journal of Financial Data Science Winter 2021, 3 (1) 43-55; DOI: https://doi.org/10.3905/jfds.2020.1.048

  3. Sin Ong, Chin

    1. Portfolio Diversification Using Shape-Based Clustering
      Tristan Lim and Chin Sin Ong
      The Journal of Financial Data Science Winter 2021, 3 (1) 111-126; DOI: https://doi.org/10.3905/jfds.2020.1.054

  4. Spears, Trent

    1. Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures Trading
      Trent Spears, Stefan Zohren and Stephen Roberts
      The Journal of Financial Data Science Winter 2021, 3 (1) 57-73; DOI: https://doi.org/10.3905/jfds.2020.1.049

T

  1. Tang, Ke

    1. Deep Sequence Modeling: Development and Applications in Asset Pricing
      Lin William Cong, Ke Tang, Jingyuan Wang and Yang Zhang
      The Journal of Financial Data Science Winter 2021, 3 (1) 28-42; DOI: https://doi.org/10.3905/jfds.2020.1.053

V

  1. Vrontos, Spyridon

    1. On the Predictability of the Equity Premium Using Deep Learning Techniques
      Jonathan Iworiso and Spyridon Vrontos
      The Journal of Financial Data Science Winter 2021, 3 (1) 74-92; DOI: https://doi.org/10.3905/jfds.2020.1.051

W

  1. Wang, Jingyuan

    1. Deep Sequence Modeling: Development and Applications in Asset Pricing
      Lin William Cong, Ke Tang, Jingyuan Wang and Yang Zhang
      The Journal of Financial Data Science Winter 2021, 3 (1) 28-42; DOI: https://doi.org/10.3905/jfds.2020.1.053

Y

  1. Yu, Serena

    1. Dynamic Time Warping: S&P 500 Sector ETF Pattern Matching Trading Strategy
      Alexander Fleiss, Che Liu, Gihyen Eom, Serena Yu and Wo Zhang
      The Journal of Financial Data Science Winter 2021, 3 (1) 93-110; DOI: https://doi.org/10.3905/jfds.2021.1.055

Z

  1. Zhang, Wo

    1. Dynamic Time Warping: S&P 500 Sector ETF Pattern Matching Trading Strategy
      Alexander Fleiss, Che Liu, Gihyen Eom, Serena Yu and Wo Zhang
      The Journal of Financial Data Science Winter 2021, 3 (1) 93-110; DOI: https://doi.org/10.3905/jfds.2021.1.055

  2. Zhang, Yang

    1. Deep Sequence Modeling: Development and Applications in Asset Pricing
      Lin William Cong, Ke Tang, Jingyuan Wang and Yang Zhang
      The Journal of Financial Data Science Winter 2021, 3 (1) 28-42; DOI: https://doi.org/10.3905/jfds.2020.1.053

  3. Zohren, Stefan

    1. Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures Trading
      Trent Spears, Stefan Zohren and Stephen Roberts
      The Journal of Financial Data Science Winter 2021, 3 (1) 57-73; DOI: https://doi.org/10.3905/jfds.2020.1.049
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