The Journal of Financial Data Science

Latest Articles

Article Type

You have access
Deep Reinforcement Learning for Option Replication and Hedging
Jiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei Zhang

The Journal of Financial Data Science Fall 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045
You have access
Machine Learning Prediction of Recessions: An Imbalanced Classification Approach
Alireza Yazdani

The Journal of Financial Data Science Fall 2020, 2 (4) 21-32; DOI: https://doi.org/10.3905/jfds.2020.1.040
You have access
Portfolio Construction Using First Principles Preference Theory and Machine Learning
Zava Aydemir

The Journal of Financial Data Science Fall 2020, 2 (4) 105-123; DOI: https://doi.org/10.3905/jfds.2020.2.4.105
You have access
Forecast Optimization via Parameter Tuning: Performance Gain and Overfit
Ilya Soloveychik

The Journal of Financial Data Science Fall 2020, 2 (4) 71-84; DOI: https://doi.org/10.3905/jfds.2020.1.044
You have access
Volatility Prediction and Risk Management: An SVR-GARCH Approach
Abdullah Karasan and Esma Gaygisiz

The Journal of Financial Data Science Fall 2020, 2 (4) 85-104; DOI: https://doi.org/10.3905/jfds.2020.1.046
You have access
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
You have access
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
You have access
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
You have access
Derivation of a Dynamic Market Risk Signal Using Kernel PCA and Machine Learning
Alireza Yazdani

The Journal of Financial Data Science Summer 2020, 2 (3) 73-85; DOI: https://doi.org/10.3905/jfds.2020.1.037
You have access
Portfolio Selection Using Portfolio Committees
Tsung-wu Ho

The Journal of Financial Data Science Summer 2020, 2 (3) 104-127; DOI: https://doi.org/10.3905/jfds.2020.1.033

Main menu

User menu

Search

The Journal of Financial Data Science

Latest Articles

Pages

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Latest Articles

Pages

Stay Connected