The Journal of Financial Data Science

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Style Rotation Revisited
John Galakis, Ioannis Vrontos and Spyridon Vrontos

The Journal of Financial Data Science Spring 2021, 3 (2) 110-133; DOI: https://doi.org/10.3905/jfds.2021.1.059
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A Machine Learning Approach in Regime-Switching Risk Parity Portfolios
A. Sinem Uysal and John M. Mulvey

The Journal of Financial Data Science Spring 2021, 3 (2) 87-108; DOI: https://doi.org/10.3905/jfds.2021.1.057
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Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data
Hasan Fallahgoul

The Journal of Financial Data Science Spring 2021, 3 (2) 134-148; DOI: https://doi.org/10.3905/jfds.2021.1.058
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Matrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment Portfolios
Jochen Papenbrock, Peter Schwendner, Markus Jaeger and Stephan Krügel

The Journal of Financial Data Science Spring 2021, 3 (2) 51-69; DOI: https://doi.org/10.3905/jfds.2021.1.056
Open Access
Managing Editor’s Letter
Francesco A. Fabozzi

The Journal of Financial Data Science Spring 2021, 3 (2) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.2.001
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Building Cross-Sectional Systematic Strategies by Learning to Rank
Daniel Poh, Bryan Lim, Stefan Zohren and Stephen Roberts

The Journal of Financial Data Science Spring 2021, 3 (2) 70-86; DOI: https://doi.org/10.3905/jfds.2021.1.060
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Causal Uncertainty in Capital Markets: A Robust Noisy-Or Framework for Portfolio Management
Joseph Simonian

The Journal of Financial Data Science Winter 2021, 3 (1) 43-55; DOI: https://doi.org/10.3905/jfds.2020.1.048
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Dynamic Time Warping: S&P 500 Sector ETF Pattern Matching Trading Strategy
Alexander Fleiss, Che Liu, Gihyen Eom, Serena Yu and Wo Zhang

The Journal of Financial Data Science Winter 2021, 3 (1) 93-110; DOI: https://doi.org/10.3905/jfds.2021.1.055
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The Best Way to Select Features? Comparing MDA, LIME, and SHAP
Xin Man and Ernest P. Chan

The Journal of Financial Data Science Winter 2021, 3 (1) 127-139; DOI: https://doi.org/10.3905/jfds.2020.1.047
Open Access
Managing Editor’s Letter
Francesco A. Fabozzi

The Journal of Financial Data Science Winter 2021, 3 (1) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.1.001

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