Big data/machine learning
- A Machine Learning Approach in Regime-Switching Risk Parity PortfoliosA. Sinem Uysal and John M. MulveyThe Journal of Financial Data Science April 2021, 3 (2) 87-108; DOI: https://doi.org/10.3905/jfds.2021.1.057
- Matrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment PortfoliosJochen Papenbrock, Peter Schwendner, Markus Jaeger and Stephan KrügelThe Journal of Financial Data Science April 2021, 3 (2) 51-69; DOI: https://doi.org/10.3905/jfds.2021.1.056
- The Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series ApproachHaifeng Wang, Harshdeep Singh Ahluwalia, Roger A. Aliaga-Díaz and Joseph H. DavisThe Journal of Financial Data Science April 2021, 3 (2) 9-20; DOI: https://doi.org/10.3905/jfds.2021.3.2.009
- Managing Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science April 2021, 3 (2) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.2.001
- Deep Sequence Modeling: Development and Applications in Asset PricingLin William Cong, Ke Tang, Jingyuan Wang and Yang ZhangThe Journal of Financial Data Science January 2021, 3 (1) 28-42; DOI: https://doi.org/10.3905/jfds.2020.1.053
- Deep Hedging of Derivatives Using Reinforcement LearningJay Cao, Jacky Chen, John Hull and Zissis PoulosThe Journal of Financial Data Science January 2021, 3 (1) 10-27; DOI: https://doi.org/10.3905/jfds.2020.1.052
- On the Predictability of the Equity Premium Using Deep Learning TechniquesJonathan Iworiso and Spyridon VrontosThe Journal of Financial Data Science January 2021, 3 (1) 74-92; DOI: https://doi.org/10.3905/jfds.2020.1.051
- Deviations from Covered Interest Rate Parity: The Case of British Pound Sterling versus EuroFrank Lehrbass and Thamara Sandra SchusterThe Journal of Financial Data Science January 2021, 3 (1) 140-151; DOI: https://doi.org/10.3905/jfds.2020.1.050
- Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures TradingTrent Spears, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science January 2021, 3 (1) 57-73; DOI: https://doi.org/10.3905/jfds.2020.1.049
- Causal Uncertainty in Capital Markets: A Robust Noisy-Or Framework for Portfolio ManagementJoseph SimonianThe Journal of Financial Data Science January 2021, 3 (1) 43-55; DOI: https://doi.org/10.3905/jfds.2020.1.048
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