The Journal of Financial Data Science

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Deviations from Covered Interest Rate Parity: The Case of British Pound Sterling versus Euro
Frank Lehrbass and Thamara Sandra Schuster

The Journal of Financial Data Science Winter 2021, 3 (1) 140-151; DOI: https://doi.org/10.3905/jfds.2020.1.050
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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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On the Predictability of the Equity Premium Using Deep Learning Techniques
Jonathan Iworiso and Spyridon Vrontos

The Journal of Financial Data Science Winter 2021, 3 (1) 74-92; DOI: https://doi.org/10.3905/jfds.2020.1.051
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Neural Embeddings of Financial Time-Series Data
Alik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis Seco

The Journal of Financial Data Science Fall 2020, 2 (4) 33-43; DOI: https://doi.org/10.3905/jfds.2020.1.041
Open Access
Managing Editor’s Letter
Francesco A. Fabozzi

The Journal of Financial Data Science Fall 2020, 2 (4) 1-3; DOI: https://doi.org/10.3905/jfds.2020.2.4.001
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European Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised Learning
Tristan Lim, Chin Sin Ong and Aldy Gunawan

The Journal of Financial Data Science Fall 2020, 2 (4) 59-70; DOI: https://doi.org/10.3905/jfds.2020.1.043
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Deep Learning for Portfolio Optimization
Zihao Zhang, Stefan Zohren and Stephen Roberts

The Journal of Financial Data Science Fall 2020, 2 (4) 8-20; DOI: https://doi.org/10.3905/jfds.2020.1.042

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