Simulations
- 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
- 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
- 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
- Market Timing with the Backward SADF TestWeilong Guo and Jacqueline GlymanThe Journal of Investing May 2020, 29 (4) 32-42; DOI: https://doi.org/10.3905/joi.2020.1.129
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