Table of Contents

Summer 2021; Volume 3,Issue 3

Managing Editor’s Letter

  • Open Access
    Managing Editor’s Letter
    Francesco A. Fabozzi
    The Journal of Financial Data Science Summer 2021, 3 (3) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.3.001

Machine Learning for Active Portfolio Management

  • Machine Learning for Active Portfolio Management
    Söhnke M. Bartram, Jürgen Branke, Giuliano De Rossi and Mehrshad Motahari
    The Journal of Financial Data Science Summer 2021, 3 (3) 9-30; DOI: https://doi.org/10.3905/jfds.2021.1.071

Interpretable Machine Learning for Diversified Portfolio Construction

Context, Language Modeling, and Multimodal Data in Finance

  • Context, Language Modeling, and Multimodal Data in Finance
    Sanjiv Das, Connor Goggins, John He, George Karypis, Sandeep Krishnamurthy, Mitali Mahajan, Nagpurnanand Prabhala, Dylan Slack, Rob van Dusen, Shenghua Yue, Sheng Zha and Shuai Zheng
    The Journal of Financial Data Science Summer 2021, 3 (3) 52-66; DOI: https://doi.org/10.3905/jfds.2021.1.063

Confronting Machine Learning with Financial Research

An Inside Peek at AI Use in Private Equity

Stock Portfolio Selection with Deep RankNet

Deep Q-Learning for Trading Cryptocurrency

  • Deep Q-Learning for Trading Cryptocurrency
    Yu chien (Calvin) Ma, Zoe Wang and Alexander Fleiss
    The Journal of Financial Data Science Summer 2021, 3 (3) 121-127; DOI: https://doi.org/10.3905/jfds.2021.1.064

Weak Supervision and Black-Litterman for Automated ESG Portfolio Construction

Does the CFTC Report Have Predictive Power: Machine Learning Approach

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