The Journal of Financial Data Science

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The Bond–Equity–Fund Relation Using the Fama–French–Carhart Factors: A Practical Network Approach
Gueorgui Konstantinov and Mario Rusev

The Journal of Financial Data Science Winter 2020, 2 (1) 24-44; DOI: https://doi.org/10.3905/jfds.2019.1.017
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Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies
Derek Snow

The Journal of Financial Data Science Winter 2020, 2 (1) 10-23; DOI: https://doi.org/10.3905/jfds.2019.1.021
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Teaching Machines to Understand Chinese Investment Slang
Mike Chen, Jaime Lee and George Mussalli

The Journal of Financial Data Science Winter 2020, 2 (1) 116-125; DOI: https://doi.org/10.3905/jfds.2019.1.020
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Extracting Signals from High-Frequency Trading with Digital Signal Processing Tools
Jung Heon Song, Marcos López de Prado, Horst D. Simon and Kesheng Wu

The Journal of Financial Data Science Fall 2019, 1 (4) 124-138; DOI: https://doi.org/10.3905/jfds.2019.1.4.124
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Alpha Cloning: Using Quantitative Techniques and SEC 13f Data for Equity Portfolio Optimization and Generation
Daniel M. DiPietro

The Journal of Financial Data Science Fall 2019, 1 (4) 159-171; DOI: https://doi.org/10.3905/jfds.2019.1.008
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Neural Networks in Finance: Design and Performance
Irene Aldridge and Marco Avellaneda

The Journal of Financial Data Science Fall 2019, 1 (4) 39-62; DOI: https://doi.org/10.3905/jfds.2019.1.4.039
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Enhancing Time-Series Momentum Strategies Using Deep Neural Networks
Bryan Lim, Stefan Zohren and Stephen Roberts

The Journal of Financial Data Science Fall 2019, 1 (4) 19-38; DOI: https://doi.org/10.3905/jfds.2019.1.015
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Managing Editor’s Letter
Francesco A. Fabozzi

The Journal of Financial Data Science Fall 2019, 1 (4) 1-4; DOI: https://doi.org/10.3905/jfds.2019.1.4.001
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Time-Series Momentum: A Monte Carlo Approach
Clemens Struck and Enoch Cheng

The Journal of Financial Data Science Fall 2019, 1 (4) 103-123; DOI: https://doi.org/10.3905/jfds.2019.1.012
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Avoiding Backtesting Overfitting by Covariance-Penalties: An Empirical Investigation of the Ordinary and Total Least Squares Cases
Adriano Koshiyama and Nick Firoozye

The Journal of Financial Data Science Fall 2019, 1 (4) 63-83; DOI: https://doi.org/10.3905/jfds.2019.1.013

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