The Journal of Financial Data Science: 3 (2)

Spring 2021; Volume 3,Issue 2

Managing Editor’s Letter

Open Access
Managing Editor’s Letter
Francesco A. Fabozzi

The Journal of Financial Data Science Spring 2021, 3 (2) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.2.001

The Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series Approach

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The Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series Approach
Haifeng Wang, Harshdeep Singh Ahluwalia, Roger A. Aliaga-Díaz and Joseph H. Davis

The Journal of Financial Data Science Spring 2021, 3 (2) 9-20; DOI: https://doi.org/10.3905/jfds.2021.3.2.009

The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

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The Promises and Pitfalls of Machine Learning for Predicting Stock Returns
Edward Leung, Harald Lohre, David Mischlich, Yifei Shea and Maximilian Stroh

The Journal of Financial Data Science Spring 2021, 3 (2) 21-50; DOI: https://doi.org/10.3905/jfds.2021.1.062

Matrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment Portfolios

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Matrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment Portfolios
Jochen Papenbrock, Peter Schwendner, Markus Jaeger and Stephan Krügel

The Journal of Financial Data Science Spring 2021, 3 (2) 51-69; DOI: https://doi.org/10.3905/jfds.2021.1.056

Building Cross-Sectional Systematic Strategies by Learning to Rank

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Building Cross-Sectional Systematic Strategies by Learning to Rank
Daniel Poh, Bryan Lim, Stefan Zohren and Stephen Roberts

The Journal of Financial Data Science Spring 2021, 3 (2) 70-86; DOI: https://doi.org/10.3905/jfds.2021.1.060

A Machine Learning Approach in Regime-Switching Risk Parity Portfolios

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A Machine Learning Approach in Regime-Switching Risk Parity Portfolios
A. Sinem Uysal and John M. Mulvey

The Journal of Financial Data Science Spring 2021, 3 (2) 87-108; DOI: https://doi.org/10.3905/jfds.2021.1.057

Style Rotation Revisited

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Style Rotation Revisited
John Galakis, Ioannis Vrontos and Spyridon Vrontos

The Journal of Financial Data Science Spring 2021, 3 (2) 110-133; DOI: https://doi.org/10.3905/jfds.2021.1.059

Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data

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Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data
Hasan Fallahgoul

The Journal of Financial Data Science Spring 2021, 3 (2) 134-148; DOI: https://doi.org/10.3905/jfds.2021.1.058

Neural Networks, the Treasury Yield Curve, and Recession Forecasting

Open Access
Neural Networks, the Treasury Yield Curve, and Recession Forecasting
Michael Puglia and Adam Tucker

The Journal of Financial Data Science Spring 2021, 3 (2) 149-175; DOI: https://doi.org/10.3905/jfds.2021.1.061

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The Journal of Financial Data Science

Table of Contents

Managing Editor’s Letter

The Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series Approach

The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

Matrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment Portfolios

Building Cross-Sectional Systematic Strategies by Learning to Rank

A Machine Learning Approach in Regime-Switching Risk Parity Portfolios

Style Rotation Revisited

Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data

Neural Networks, the Treasury Yield Curve, and Recession Forecasting

Explore our content to discover more relevant research

In this issue

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Table of Contents

Managing Editor’s Letter

The Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series Approach

The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

Matrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment Portfolios

Building Cross-Sectional Systematic Strategies by Learning to Rank

A Machine Learning Approach in Regime-Switching Risk Parity Portfolios

Style Rotation Revisited

Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data

Neural Networks, the Treasury Yield Curve, and Recession Forecasting

Explore our content to discover more relevant research

In this issue

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