Big data/machine learning
- Beyond the Black Box: An Intuitive Approach to Investment Prediction with Machine LearningYimou Li, David Turkington and Alireza YazdaniThe Journal of Financial Data Science January 2020, 2 (1) 61-75; DOI: https://doi.org/10.3905/jfds.2019.1.023
- Constructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine LearningAlexander Fleiss, Han Cui, Sasha Stoikov and Daniel M. DiPietroThe Journal of Financial Data Science January 2020, 2 (1) 45-60; DOI: https://doi.org/10.3905/jfds.2019.1.022
- Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading StrategiesDerek SnowThe Journal of Financial Data Science January 2020, 2 (1) 10-23; DOI: https://doi.org/10.3905/jfds.2019.1.021
- Teaching Machines to Understand Chinese Investment SlangMike Chen, Jaime Lee and George MussalliThe Journal of Financial Data Science January 2020, 2 (1) 116-125; DOI: https://doi.org/10.3905/jfds.2019.1.020
- Mitigating Overfitting on Financial Datasets with Generative Adversarial NetworksFernando De Meer Pardo and Rafael Cobo LópezThe Journal of Financial Data Science January 2020, 2 (1) 76-85; DOI: https://doi.org/10.3905/jfds.2019.1.019
- Deep Learning Classifier with Piecewise Linear Activation Function: An Empirical Evaluation with Intraday Financial DataSoham Banerjee and Diganta MukherjeeThe Journal of Financial Data Science January 2020, 2 (1) 94-115; DOI: https://doi.org/10.3905/jfds.2019.1.018
- The Bond–Equity–Fund Relation Using the Fama–French–Carhart Factors: A Practical Network ApproachGueorgui Konstantinov and Mario RusevThe Journal of Financial Data Science January 2020, 2 (1) 24-44; DOI: https://doi.org/10.3905/jfds.2019.1.017
- Crowdsourced Investment Research Through TournamentsMarcos López de Prado and Frank J. FabozziThe Journal of Financial Data Science January 2020, 2 (1) 86-93; DOI: https://doi.org/10.3905/jfds.2019.1.016
- Managing Editor’s LetterFrancesco A. FabozziThe Journal of Financial Data Science January 2020, 2 (1) 1-4; DOI: https://doi.org/10.3905/jfds.2020.2.1.001
- Beyond Carry and Momentum in Government BondsJérôme Gava, William Lefebvre and Julien TurcThe Journal of Fixed Income March 2020, 29 (4) 48-74; DOI: https://doi.org/10.3905/jfi.2020.1.085
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