The Journal of Financial Data Science

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Adaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph Theory
Peter Schwendner, Jochen Papenbrock, Markus Jaeger and Stephan Krügel

The Journal of Financial Data Science Fall 2021, 3 (4) 65-83; DOI: https://doi.org/10.3905/jfds.2021.1.078
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Benchmark Dataset for Short-Term Market Prediction of Limit Order Book in China Markets
Charles Huang, Weifeng Ge, Hongsong Chou and Xin Du

The Journal of Financial Data Science Fall 2021, 3 (4) 171-183; DOI: https://doi.org/10.3905/jfds.2021.1.074
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Interpretable, Transparent, and Auditable Machine Learning: An Alternative to Factor Investing
Daniel Philps, David Tilles and Timothy Law

The Journal of Financial Data Science Fall 2021, 3 (4) 84-100; DOI: https://doi.org/10.3905/jfds.2021.1.077
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Managing Editor’s Letter
Francesco A. Fabozzi

The Journal of Financial Data Science Fall 2021, 3 (4) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.4.001
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Classification Methods for Market Making in Auction Markets
Nikolaj Normann Holm, Mansoor Hussain and Murat Kulahci

The Journal of Financial Data Science Fall 2021, 3 (4) 151-169; DOI: https://doi.org/10.3905/jfds.2021.1.076
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On Robustness of Mutual Funds Categorization and Distance Metric Learning
Dhruv Desai and Dhagash Mehta

The Journal of Financial Data Science Fall 2021, 3 (4) 130-150; DOI: https://doi.org/10.3905/jfds.2021.3.4.130
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Factor Momentum and Regime-Switching Overlay Strategy
Junhan Gu and John M. Mulvey

The Journal of Financial Data Science Fall 2021, 3 (4) 101-129; DOI: https://doi.org/10.3905/jfds.2021.1.072
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Alternative Data in Investment Management: Usage, Challenges, and Valuation
Gene Ekster and Petter N. Kolm

The Journal of Financial Data Science Fall 2021, 3 (4) 10-32; DOI: https://doi.org/10.3905/jfds.2021.1.073
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An Inside Peek at AI Use in Private Equity
Thomas Åstebro

The Journal of Financial Data Science Summer 2021, 3 (3) 97-107; DOI: https://doi.org/10.3905/jfds.2021.1.067
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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, 3 (3) 129-138; DOI: https://doi.org/10.3905/jfds.2021.1.070

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