Table of Contents
Spring 2021; Volume 3,Issue 2
A
Ahluwalia, Harshdeep Singh
- You have accessThe Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series ApproachHaifeng Wang, Harshdeep Singh Ahluwalia, Roger A. Aliaga-Díaz and Joseph H. DavisThe Journal of Financial Data Science Spring 2021, 3 (2) 9-20; DOI: https://doi.org/10.3905/jfds.2021.3.2.009
Aliaga-Díaz, Roger A.
- You have accessThe Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series ApproachHaifeng Wang, Harshdeep Singh Ahluwalia, Roger A. Aliaga-Díaz and Joseph H. DavisThe Journal of Financial Data Science Spring 2021, 3 (2) 9-20; DOI: https://doi.org/10.3905/jfds.2021.3.2.009
D
Davis, Joseph H.
- You have accessThe Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series ApproachHaifeng Wang, Harshdeep Singh Ahluwalia, Roger A. Aliaga-Díaz and Joseph H. DavisThe Journal of Financial Data Science Spring 2021, 3 (2) 9-20; DOI: https://doi.org/10.3905/jfds.2021.3.2.009
F
Fabozzi, Francesco A.
- Open AccessManaging Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science Spring 2021, 3 (2) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.2.001
Fallahgoul, Hasan
- You have accessInside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits DataHasan FallahgoulThe Journal of Financial Data Science Spring 2021, 3 (2) 134-148; DOI: https://doi.org/10.3905/jfds.2021.1.058
G
Galakis, John
- You have accessStyle Rotation RevisitedJohn Galakis, Ioannis Vrontos and Spyridon VrontosThe Journal of Financial Data Science Spring 2021, 3 (2) 110-133; DOI: https://doi.org/10.3905/jfds.2021.1.059
J
Jaeger, Markus
- You have accessMatrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment PortfoliosJochen Papenbrock, Peter Schwendner, Markus Jaeger and Stephan KrügelThe Journal of Financial Data Science Spring 2021, 3 (2) 51-69; DOI: https://doi.org/10.3905/jfds.2021.1.056
K
Krügel, Stephan
- You have accessMatrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment PortfoliosJochen Papenbrock, Peter Schwendner, Markus Jaeger and Stephan KrügelThe Journal of Financial Data Science Spring 2021, 3 (2) 51-69; DOI: https://doi.org/10.3905/jfds.2021.1.056
L
Leung, Edward
- You have accessThe Promises and Pitfalls of Machine Learning for Predicting Stock ReturnsEdward Leung, Harald Lohre, David Mischlich, Yifei Shea and Maximilian StrohThe Journal of Financial Data Science Spring 2021, 3 (2) 21-50; DOI: https://doi.org/10.3905/jfds.2021.1.062
Lim, Bryan
- You have accessBuilding Cross-Sectional Systematic Strategies by Learning to RankDaniel Poh, Bryan Lim, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science Spring 2021, 3 (2) 70-86; DOI: https://doi.org/10.3905/jfds.2021.1.060
Lohre, Harald
- You have accessThe Promises and Pitfalls of Machine Learning for Predicting Stock ReturnsEdward Leung, Harald Lohre, David Mischlich, Yifei Shea and Maximilian StrohThe Journal of Financial Data Science Spring 2021, 3 (2) 21-50; DOI: https://doi.org/10.3905/jfds.2021.1.062
M
Mischlich, David
- You have accessThe Promises and Pitfalls of Machine Learning for Predicting Stock ReturnsEdward Leung, Harald Lohre, David Mischlich, Yifei Shea and Maximilian StrohThe Journal of Financial Data Science Spring 2021, 3 (2) 21-50; DOI: https://doi.org/10.3905/jfds.2021.1.062
Mulvey, John M.
- You have accessA Machine Learning Approach in Regime-Switching Risk Parity PortfoliosA. Sinem Uysal and John M. MulveyThe Journal of Financial Data Science Spring 2021, 3 (2) 87-108; DOI: https://doi.org/10.3905/jfds.2021.1.057
P
Papenbrock, Jochen
- You have accessMatrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment PortfoliosJochen Papenbrock, Peter Schwendner, Markus Jaeger and Stephan KrügelThe Journal of Financial Data Science Spring 2021, 3 (2) 51-69; DOI: https://doi.org/10.3905/jfds.2021.1.056
Poh, Daniel
- You have accessBuilding Cross-Sectional Systematic Strategies by Learning to RankDaniel Poh, Bryan Lim, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science Spring 2021, 3 (2) 70-86; DOI: https://doi.org/10.3905/jfds.2021.1.060
Puglia, Michael
- Open AccessNeural Networks, the Treasury Yield Curve, and Recession ForecastingMichael Puglia and Adam TuckerThe Journal of Financial Data Science Spring 2021, 3 (2) 149-175; DOI: https://doi.org/10.3905/jfds.2021.1.061
R
Roberts, Stephen
- You have accessBuilding Cross-Sectional Systematic Strategies by Learning to RankDaniel Poh, Bryan Lim, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science Spring 2021, 3 (2) 70-86; DOI: https://doi.org/10.3905/jfds.2021.1.060
S
Schwendner, Peter
- You have accessMatrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment PortfoliosJochen Papenbrock, Peter Schwendner, Markus Jaeger and Stephan KrügelThe Journal of Financial Data Science Spring 2021, 3 (2) 51-69; DOI: https://doi.org/10.3905/jfds.2021.1.056
Shea, Yifei
- You have accessThe Promises and Pitfalls of Machine Learning for Predicting Stock ReturnsEdward Leung, Harald Lohre, David Mischlich, Yifei Shea and Maximilian StrohThe Journal of Financial Data Science Spring 2021, 3 (2) 21-50; DOI: https://doi.org/10.3905/jfds.2021.1.062
Stroh, Maximilian
- You have accessThe Promises and Pitfalls of Machine Learning for Predicting Stock ReturnsEdward Leung, Harald Lohre, David Mischlich, Yifei Shea and Maximilian StrohThe Journal of Financial Data Science Spring 2021, 3 (2) 21-50; DOI: https://doi.org/10.3905/jfds.2021.1.062
T
Tucker, Adam
- Open AccessNeural Networks, the Treasury Yield Curve, and Recession ForecastingMichael Puglia and Adam TuckerThe Journal of Financial Data Science Spring 2021, 3 (2) 149-175; DOI: https://doi.org/10.3905/jfds.2021.1.061
U
Uysal, A. Sinem
- You have accessA Machine Learning Approach in Regime-Switching Risk Parity PortfoliosA. Sinem Uysal and John M. MulveyThe Journal of Financial Data Science Spring 2021, 3 (2) 87-108; DOI: https://doi.org/10.3905/jfds.2021.1.057
V
Vrontos, Ioannis
- You have accessStyle Rotation RevisitedJohn Galakis, Ioannis Vrontos and Spyridon VrontosThe Journal of Financial Data Science Spring 2021, 3 (2) 110-133; DOI: https://doi.org/10.3905/jfds.2021.1.059
Vrontos, Spyridon
- You have accessStyle Rotation RevisitedJohn Galakis, Ioannis Vrontos and Spyridon VrontosThe Journal of Financial Data Science Spring 2021, 3 (2) 110-133; DOI: https://doi.org/10.3905/jfds.2021.1.059
W
Wang, Haifeng
- You have accessThe Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series ApproachHaifeng Wang, Harshdeep Singh Ahluwalia, Roger A. Aliaga-Díaz and Joseph H. DavisThe Journal of Financial Data Science Spring 2021, 3 (2) 9-20; DOI: https://doi.org/10.3905/jfds.2021.3.2.009
Z
Zohren, Stefan
- You have accessBuilding Cross-Sectional Systematic Strategies by Learning to RankDaniel Poh, Bryan Lim, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science Spring 2021, 3 (2) 70-86; DOI: https://doi.org/10.3905/jfds.2021.1.060
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In this issue
The Journal of Financial Data Science
Vol. 3, Issue 2
Spring 2021