The Journal of Financial Data Science

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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, jfds.2021.1.071; DOI: https://doi.org/10.3905/jfds.2021.1.071

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Weak Supervision and Black-Litterman for Automated ESG Portfolio Construction
Alik Sokolov, Kyle Caverly, Jonathan Mostovoy, Talal Fahoum and Luis Seco

The Journal of Financial Data Science Summer 2021, jfds.2021.1.070; DOI: https://doi.org/10.3905/jfds.2021.1.070

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Confronting Machine Learning with Financial Research
Kristof Lommers, Ouns El Harzli and Jack Kim

The Journal of Financial Data Science Summer 2021, jfds.2021.1.068; DOI: https://doi.org/10.3905/jfds.2021.1.068
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Stock Portfolio Selection with Deep RankNet
Yan Li and Zheng Tan

The Journal of Financial Data Science Summer 2021, jfds.2021.1.069; DOI: https://doi.org/10.3905/jfds.2021.1.069
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An Inside Peek at AI Use in Private Equity
Thomas Åstebro

The Journal of Financial Data Science Summer 2021, jfds.2021.1.067; DOI: https://doi.org/10.3905/jfds.2021.1.067

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Interpretable Machine Learning for Diversified Portfolio Construction
Markus Jaeger, Stephan Krügel, Dimitri Marinelli, Jochen Papenbrock and Peter Schwendner

The Journal of Financial Data Science Summer 2021, jfds.2021.1.066; DOI: https://doi.org/10.3905/jfds.2021.1.066

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Does the CFTC Report Have Predictive Power: Machine Learning Approach
Oleksandr Proskurin

The Journal of Financial Data Science Summer 2021, jfds.2021.1.065; DOI: https://doi.org/10.3905/jfds.2021.1.065

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Deep Q-Learning for Trading Cryptocurrency
Yu chien (Calvin) Ma, Zoe Wang and Alexander Fleiss

The Journal of Financial Data Science Summer 2021, jfds.2021.1.064; DOI: https://doi.org/10.3905/jfds.2021.1.064

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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, jfds.2021.1.063; DOI: https://doi.org/10.3905/jfds.2021.1.063