Big data/machine learning
- Investable and Interpretable Machine Learning for EquitiesYimou Li, Zachary Simon and David TurkingtonThe Journal of Financial Data Science December 2021, jfds.2021.1.084; DOI: https://doi.org/10.3905/jfds.2021.1.084
- Deep Learning for Exotic Option ValuationJay Cao, Jacky Chen, John Hull and Zissis PoulosThe Journal of Financial Data Science December 2021, jfds.2021.1.083; DOI: https://doi.org/10.3905/jfds.2021.1.083
- Machine Trading: Theory, Advances, and ApplicationsDilip B. Madan and Yazid M. SharaihaThe Journal of Financial Data Science July 2020, 2 (3) 8-24; DOI: https://doi.org/10.3905/jfds.2020.1.039
- A Modified Hierarchical Risk Parity Framework for Portfolio ManagementMarat MolybogaThe Journal of Financial Data Science July 2020, 2 (3) 128-139; DOI: https://doi.org/10.3905/jfds.2020.1.038
- Derivation of a Dynamic Market Risk Signal Using Kernel PCA and Machine LearningAlireza YazdaniThe Journal of Financial Data Science July 2020, 2 (3) 73-85; DOI: https://doi.org/10.3905/jfds.2020.1.037
- Hyperparameter Optimization for Portfolio SelectionPeter Nystrup, Erik Lindström and Henrik MadsenThe Journal of Financial Data Science July 2020, 2 (3) 40-54; DOI: https://doi.org/10.3905/jfds.2020.1.035
- Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility FeaturesPeter Nystrup, Petter N. Kolm and Erik LindströmThe Journal of Financial Data Science July 2020, 2 (3) 25-39; DOI: https://doi.org/10.3905/jfds.2020.2.3.025
- Managing Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science July 2020, 2 (3) 1-3; DOI: https://doi.org/10.3905/jfds.2020.2.3.001
- Machine Learning for Retirement PlanningGordon IrlamThe Journal of Retirement July 2020, 8 (1) 32-39; DOI: https://doi.org/10.3905/jor.2020.1.067
- ESG and Alternative Data: Capturing Corporates’ Sustainability-Related Activities with Job PostingsArik Ben Dor, Jingling Guan, Adam Kelleher, Adam Lauretig, Ryan Preclaw and Xiaming ZengThe Journal of Financial Data Science December 2021, jfds.2021.1.082; DOI: https://doi.org/10.3905/jfds.2021.1.082
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