Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Submit an article
  • More
    • About JFDS
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR logos x
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Subscribe Now
  • Log in

Search

  • Advanced search
The Journal of Financial Data Science
  • IPR logos x
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Subscribe Now
  • Log in
The Journal of Financial Data Science

The Journal of Financial Data Science

Advanced Search

  • Home
  • Current Issue
  • Past Issues
  • Submit an article
  • More
    • About JFDS
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Published Ahead of Print

December 06, 2019

  • You have access
    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

  • You have access
    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

  • You have access
    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
  • You have access
    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

  • You have access
    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

  • You have access
    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
LONDON
One London Wall, London, EC2Y 5EA
0207 139 1600
 
NEW YORK
41 Madison Avenue, 20th Floor, New York, NY 10010
646 931 9045
pm-research@pageantmedia.com

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2019 Pageant Media Ltd | All Rights Reserved | ISSN: 2640-3943 | E-ISSN: 2640-3951

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies