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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

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

  • You have access
    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

  • You have access
    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

  • You have access
    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

  • You have access
    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

  • You have access
    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: 3 (2)
The Journal of Financial Data Science
Vol. 3, Issue 2
Spring 2021
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