Table of Contents

Summer 2022; Volume 4,Issue 3

A

  1. Abedin, Bahareh

    1. Machine Learning in Behavioral Finance: A Systematic Literature Review
      S. Navid Hojaji, Mahmood Yahyazadehfar and Bahareh Abedin
      The Journal of Financial Data Science Summer 2022, 4 (3) 129-151; DOI: https://doi.org/10.3905/jfds.2022.1.100

  2. Armengol-Estapé, Jordi

    1. FinEAS: Financial Embedding Analysis of Sentiment
      Asier Gutiérrez-Fandiño, Petter N. Kolm, Miquel Noguer i Alonso and Jordi Armengol-Estapé
      The Journal of Financial Data Science Summer 2022, 4 (3) 45-53; DOI: https://doi.org/10.3905/jfds.2022.1.095

C

  1. Chen, Ren-Raw

    1. On the Black–Litterman Model: Learning to Do Better
      Ren-Raw Chen, Shih-Kuo Yeh and Xiaohu Zhang
      The Journal of Financial Data Science Summer 2022, 4 (3) 66-88; DOI: https://doi.org/10.3905/jfds.2022.1.096

D

  1. de Prado, Marcos López

    1. Machine Learning for Econometricians: The Readme Manual
      Marcos López de Prado
      The Journal of Financial Data Science Summer 2022, 4 (3) 10-30; DOI: https://doi.org/10.3905/jfds.2022.1.101

F

  1. Fabozzi, Francesco A.

    1. Managing Editor’s Letter
      Francesco A. Fabozzi
      The Journal of Financial Data Science Summer 2022, 4 (3) 1-3; DOI: https://doi.org/10.3905/jfds.2022.4.3.001

G

  1. Gu, Sophia

    1. Deep Reinforcement Learning with Function Properties in Mean Reversion Strategies
      Sophia Gu
      The Journal of Financial Data Science Summer 2022, 4 (3) 54-65; DOI: https://doi.org/10.3905/jfds.2022.1.094

  2. Gutiérrez-Fandiño, Asier

    1. FinEAS: Financial Embedding Analysis of Sentiment
      Asier Gutiérrez-Fandiño, Petter N. Kolm, Miquel Noguer i Alonso and Jordi Armengol-Estapé
      The Journal of Financial Data Science Summer 2022, 4 (3) 45-53; DOI: https://doi.org/10.3905/jfds.2022.1.095

H

  1. Hojaji, S. Navid

    1. Machine Learning in Behavioral Finance: A Systematic Literature Review
      S. Navid Hojaji, Mahmood Yahyazadehfar and Bahareh Abedin
      The Journal of Financial Data Science Summer 2022, 4 (3) 129-151; DOI: https://doi.org/10.3905/jfds.2022.1.100

I

  1. i Alonso, Miquel Noguer

    1. FinEAS: Financial Embedding Analysis of Sentiment
      Asier Gutiérrez-Fandiño, Petter N. Kolm, Miquel Noguer i Alonso and Jordi Armengol-Estapé
      The Journal of Financial Data Science Summer 2022, 4 (3) 45-53; DOI: https://doi.org/10.3905/jfds.2022.1.095

J

  1. Joubert, Jacques Francois

    1. Meta-Labeling: Theory and Framework
      Jacques Francois Joubert
      The Journal of Financial Data Science Summer 2022, 4 (3) 31-44; DOI: https://doi.org/10.3905/jfds.2022.1.098

K

  1. Kolm, Petter N.

    1. FinEAS: Financial Embedding Analysis of Sentiment
      Asier Gutiérrez-Fandiño, Petter N. Kolm, Miquel Noguer i Alonso and Jordi Armengol-Estapé
      The Journal of Financial Data Science Summer 2022, 4 (3) 45-53; DOI: https://doi.org/10.3905/jfds.2022.1.095

L

  1. Li, Kun

    1. Economic Recession Prediction Using Deep Neural Network
      Zihao Wang, Kun Li, Steve Q. Xia and Hongfu Liu
      The Journal of Financial Data Science Summer 2022, 4 (3) 108-127; DOI: https://doi.org/10.3905/jfds.2022.1.097

  2. Lim, Bryan

    1. Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention
      Daniel Poh, Bryan Lim, Stefan Zohren and Stephen Roberts
      The Journal of Financial Data Science Summer 2022, 4 (3) 89-107; DOI: https://doi.org/10.3905/jfds.2022.1.099

  3. Liu, Hongfu

    1. Economic Recession Prediction Using Deep Neural Network
      Zihao Wang, Kun Li, Steve Q. Xia and Hongfu Liu
      The Journal of Financial Data Science Summer 2022, 4 (3) 108-127; DOI: https://doi.org/10.3905/jfds.2022.1.097

P

  1. Poh, Daniel

    1. Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention
      Daniel Poh, Bryan Lim, Stefan Zohren and Stephen Roberts
      The Journal of Financial Data Science Summer 2022, 4 (3) 89-107; DOI: https://doi.org/10.3905/jfds.2022.1.099

R

  1. Roberts, Stephen

    1. Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention
      Daniel Poh, Bryan Lim, Stefan Zohren and Stephen Roberts
      The Journal of Financial Data Science Summer 2022, 4 (3) 89-107; DOI: https://doi.org/10.3905/jfds.2022.1.099

W

  1. Wang, Zihao

    1. Economic Recession Prediction Using Deep Neural Network
      Zihao Wang, Kun Li, Steve Q. Xia and Hongfu Liu
      The Journal of Financial Data Science Summer 2022, 4 (3) 108-127; DOI: https://doi.org/10.3905/jfds.2022.1.097

X

  1. Xia, Steve Q.

    1. Economic Recession Prediction Using Deep Neural Network
      Zihao Wang, Kun Li, Steve Q. Xia and Hongfu Liu
      The Journal of Financial Data Science Summer 2022, 4 (3) 108-127; DOI: https://doi.org/10.3905/jfds.2022.1.097

Y

  1. Yahyazadehfar, Mahmood

    1. Machine Learning in Behavioral Finance: A Systematic Literature Review
      S. Navid Hojaji, Mahmood Yahyazadehfar and Bahareh Abedin
      The Journal of Financial Data Science Summer 2022, 4 (3) 129-151; DOI: https://doi.org/10.3905/jfds.2022.1.100

  2. Yeh, Shih-Kuo

    1. On the Black–Litterman Model: Learning to Do Better
      Ren-Raw Chen, Shih-Kuo Yeh and Xiaohu Zhang
      The Journal of Financial Data Science Summer 2022, 4 (3) 66-88; DOI: https://doi.org/10.3905/jfds.2022.1.096

Z

  1. Zhang, Xiaohu

    1. On the Black–Litterman Model: Learning to Do Better
      Ren-Raw Chen, Shih-Kuo Yeh and Xiaohu Zhang
      The Journal of Financial Data Science Summer 2022, 4 (3) 66-88; DOI: https://doi.org/10.3905/jfds.2022.1.096

  2. Zohren, Stefan

    1. Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention
      Daniel Poh, Bryan Lim, Stefan Zohren and Stephen Roberts
      The Journal of Financial Data Science Summer 2022, 4 (3) 89-107; DOI: https://doi.org/10.3905/jfds.2022.1.099
Back to top

Explore our content to discover more relevant research

In this issue