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The Journal of Financial Data Science
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The Journal of Financial Data Science

The Journal of Financial Data Science

ADVANCED SEARCH: Discover more content by journal, author or time frame

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

  • You have access
    The Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series Approach
    Haifeng Wang, Harshdeep Singh Ahluwalia, Roger A. Aliaga-Díaz and Joseph H. Davis
    The Journal of Financial Data Science Spring 2021, 3 (2) 9-20; DOI: https://doi.org/10.3905/jfds.2021.3.2.009
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    Deep Hedging of Derivatives Using Reinforcement Learning
    Jay Cao, Jacky Chen, John Hull and Zissis Poulos
    The Journal of Financial Data Science Winter 2021, 3 (1) 10-27; DOI: https://doi.org/10.3905/jfds.2020.1.052
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    Deep Sequence Modeling: Development and Applications in Asset Pricing
    Lin William Cong, Ke Tang, Jingyuan Wang and Yang Zhang
    The Journal of Financial Data Science Winter 2021, 3 (1) 28-42; DOI: https://doi.org/10.3905/jfds.2020.1.053

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