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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)
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Latest Articles

  • 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

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