Big data/machine learning
- The Best Way to Select Features? Comparing MDA, LIME, and SHAPXin Man and Ernest P. ChanThe Journal of Financial Data Science January 2021, 3 (1) 127-139; DOI: https://doi.org/10.3905/jfds.2020.1.047
- Managing Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science January 2021, 3 (1) 1-3; DOI: https://doi.org/10.3905/jfds.2021.3.1.001
- Volatility Prediction and Risk Management: An SVR-GARCH ApproachAbdullah Karasan and Esma GaygisizThe Journal of Financial Data Science October 2020, 2 (4) 85-104; DOI: https://doi.org/10.3905/jfds.2020.1.046
- Deep Reinforcement Learning for Option Replication and HedgingJiayi Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei ZhangThe Journal of Financial Data Science October 2020, 2 (4) 44-57; DOI: https://doi.org/10.3905/jfds.2020.1.045
- Forecast Optimization via Parameter Tuning: Performance Gain and OverfitIlya SoloveychikThe Journal of Financial Data Science October 2020, 2 (4) 71-84; DOI: https://doi.org/10.3905/jfds.2020.1.044
- European Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised LearningTristan Lim, Chin Sin Ong and Aldy GunawanThe Journal of Financial Data Science October 2020, 2 (4) 59-70; DOI: https://doi.org/10.3905/jfds.2020.1.043
- Neural Embeddings of Financial Time-Series DataAlik Sokolov, Jonathan Mostovoy, Brydon Parker and Luis SecoThe Journal of Financial Data Science October 2020, 2 (4) 33-43; DOI: https://doi.org/10.3905/jfds.2020.1.041
- Machine Learning Prediction of Recessions: An Imbalanced Classification ApproachAlireza YazdaniThe Journal of Financial Data Science October 2020, 2 (4) 21-32; DOI: https://doi.org/10.3905/jfds.2020.1.040
- Portfolio Construction Using First Principles Preference Theory and Machine LearningZava AydemirThe Journal of Financial Data Science October 2020, 2 (4) 105-123; DOI: https://doi.org/10.3905/jfds.2020.2.4.105
- Managing Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science October 2020, 2 (4) 1-3; DOI: https://doi.org/10.3905/jfds.2020.2.4.001
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