The Journal of Financial Data Science

Published Ahead of Print

December 06, 2019

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Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies
Derek Snow

The Journal of Financial Data Science Winter 2020, jfds.2019.1.021; DOI: https://doi.org/10.3905/jfds.2019.1.021

November 28, 2019

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Teaching Machines to Understand Chinese Investment Slang
Mike Chen, Jaime Lee and George Mussalli

The Journal of Financial Data Science Winter 2020, jfds.2019.1.017; DOI: https://doi.org/10.3905/jfds.2019.1.020

November 26, 2019

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Deep Learning Classifier with Piecewise Linear Activation Function: An Empirical Evaluation with Intraday Financial Data
Soham Banerjee and Diganta Mukherjee

The Journal of Financial Data Science Winter 2020, jfds.2019.1.018; DOI: https://doi.org/10.3905/jfds.2019.1.018
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Mitigating Overfitting on Financial Datasets with Generative Adversarial Networks
Fernando De Meer Pardo and Rafael Cobo López

The Journal of Financial Data Science Winter 2020, jfds.2019.1.019; DOI: https://doi.org/10.3905/jfds.2019.1.019

November 22, 2019

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The Bond–Equity–Fund Relation Using the Fama–French–Carhart Factors: A Practical Network Approach
Gueorgui Konstantinov and Mario Rusev

The Journal of Financial Data Science Winter 2020, jfds.2019.1.017; DOI: https://doi.org/10.3905/jfds.2019.1.017

November 15, 2019

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Crowdsourced Investment Research Through Tournaments
Marcos López de Prado and Frank J. Fabozzi

The Journal of Financial Data Science Winter 2020, jfds.2019.1.016; DOI: https://doi.org/10.3905/jfds.2019.1.016