Table of Contents

Winter 2022; Volume 4,Issue 1

Managing Editor’s Letter

  • Managing Editor’s Letter
    Francesco A. Fabozzi
    The Journal of Financial Data Science Winter 2022, 4 (1) 1-4; DOI: https://doi.org/10.3905/jfds.2022.4.1.001

When Do Investors Freak Out? Machine Learning Predictions of Panic Selling

Deep Learning for Exotic Option Valuation

  • Deep Learning for Exotic Option Valuation
    Jay Cao, Jacky Chen, John Hull and Zissis Poulos
    The Journal of Financial Data Science Winter 2022, 4 (1) 41-53; DOI: https://doi.org/10.3905/jfds.2021.1.083

Investable and Interpretable Machine Learning for Equities

Forecasting US Equity and Bond Correlation—A Machine Learning Approach

Systematic Pricing and Trading of Municipal Bonds

Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection

Forests for Fama

  • Forests for Fama
    Joseph Simonian
    The Journal of Financial Data Science Winter 2022, 4 (1) 145-157; DOI: https://doi.org/10.3905/jfds.2021.1.086

Cryptocurrency Sectorization through Clustering and Web-Scraping: Application to Systematic Trading

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