Big data/machine learning
- 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
- Analysis and Comparison of Natural Language Processing Algorithms as Applied to Bitcoin Conversations on Social MediaBenjamin McMillan, Joshua Myers, An Nguyen, Don Robinson and Mark KennardThe Journal of Investing December 2021, joi.2021.1.213; DOI: https://doi.org/10.3905/joi.2021.1.213
- The Promises and Pitfalls of Machine Learning for Predicting Stock ReturnsEdward Leung, Harald Lohre, David Mischlich, Yifei Shea and Maximilian StrohThe Journal of Financial Data Science April 2021, 3 (2) 21-50; DOI: https://doi.org/10.3905/jfds.2021.1.062
- Neural Networks, the Treasury Yield Curve, and Recession ForecastingMichael Puglia and Adam TuckerThe Journal of Financial Data Science April 2021, 3 (2) 149-175; DOI: https://doi.org/10.3905/jfds.2021.1.061
- Building Cross-Sectional Systematic Strategies by Learning to RankDaniel Poh, Bryan Lim, Stefan Zohren and Stephen RobertsThe Journal of Financial Data Science April 2021, 3 (2) 70-86; DOI: https://doi.org/10.3905/jfds.2021.1.060
- Style Rotation RevisitedJohn Galakis, Ioannis Vrontos and Spyridon VrontosThe Journal of Financial Data Science April 2021, 3 (2) 110-133; DOI: https://doi.org/10.3905/jfds.2021.1.059
- Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits DataHasan FallahgoulThe Journal of Financial Data Science April 2021, 3 (2) 134-148; DOI: https://doi.org/10.3905/jfds.2021.1.058
- 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
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