The Journal of Financial Data Science

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Hyperparameter Optimization for Portfolio Selection
Peter Nystrup, Erik Lindström and Henrik Madsen

The Journal of Financial Data Science Summer 2020, 2 (3) 40-54; DOI: https://doi.org/10.3905/jfds.2020.1.035
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Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features
Peter Nystrup, Petter N. Kolm and Erik Lindström

The Journal of Financial Data Science Summer 2020, 2 (3) 25-39; DOI: https://doi.org/10.3905/jfds.2020.2.3.025
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A Network Approach to Analyzing Hedge Fund Connectivity
Gueorgui S. Konstantinov and Joseph Simonian

The Journal of Financial Data Science Summer 2020, 2 (3) 55-72; DOI: https://doi.org/10.3905/jfds.2020.1.036
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A Modified Hierarchical Risk Parity Framework for Portfolio Management
Marat Molyboga

The Journal of Financial Data Science Summer 2020, 2 (3) 128-139; DOI: https://doi.org/10.3905/jfds.2020.1.038
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Interactions and Interconnectedness Shape Financial Market Research
Otto Loistl and Gueorgui S. Konstantinov

The Journal of Financial Data Science Spring 2020, 2 (2) 51-63; DOI: https://doi.org/10.3905/jfds.2020.1.026
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Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization
Derek Snow

The Journal of Financial Data Science Spring 2020, 2 (2) 17-24; DOI: https://doi.org/10.3905/jfds.2020.1.029
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Deep Reinforcement Learning for Trading
Zihao Zhang, Stefan Zohren and Stephen Roberts

The Journal of Financial Data Science Spring 2020, 2 (2) 25-40; DOI: https://doi.org/10.3905/jfds.2020.1.030
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Modular Machine Learning for Model Validation: An Application to the Fundamental Law of Active Management
Joseph Simonian

The Journal of Financial Data Science Spring 2020, 2 (2) 41-50; DOI: https://doi.org/10.3905/jfds.2020.1.027
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It’s All About Data: How to Make Good Decisions in a World Awash with Information
Mehrzad Mahdavi and Hossein Kazemi

The Journal of Financial Data Science Spring 2020, 2 (2) 8-16; DOI: https://doi.org/10.3905/jfds.2020.1.025
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Evaluating Cost Efficiencies in Asset Management and Custody Banks Using Data Envelopment Analysis
D. K. Malhotra, Rashmi Malhotra and Robert Nydick

The Journal of Financial Data Science Spring 2020, 2 (2) 110-127; DOI: https://doi.org/10.3905/jfds.2020.1.028

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