Table of Contents

Spring 2022; Volume 4,Issue 2

Managing Editor’s Letter

  • Managing Editor’s Letter
    Francesco A. Fabozzi
    The Journal of Financial Data Science Spring 2022, 4 (2) 1-3; DOI: https://doi.org/10.3905/jfds.2022.4.2.001

An Artificial Intelligence-Based Industry Peer Grouping System

  • An Artificial Intelligence-Based Industry Peer Grouping System
    George Bonne, Andrew W. Lo, Abilash Prabhakaran, Kien Wei Siah, Manish Singh, Xinxin Wang, Peter Zangari and Howard Zhang
    The Journal of Financial Data Science Spring 2022, 4 (2) 9-36; DOI: https://doi.org/10.3905/jfds.2022.1.090

Improving Portfolio Performance via Natural Language Processing Methods

Harvesting Multi-Asset Carry, Value, and Momentum: Work Smarter, Not Harder

Optimal Trading Algorithms under Regime Switching

Building Probabilistic Causal Models Using Collective Intelligence

Interpretability of Machine Learning versus Statistical Credit Risk Models

Variational Autoencoders: A Hands-Off Approach to Volatility

Health State Risk Categorization: A Machine Learning Clustering Approach Using Health and Retirement Study Data

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