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The Journal of Financial Data Science

2640-3943 · With Intelligence LLC

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Robust Causal Inference in Financial Markets: A Bayesian Activation–Inhibition Noisy-OR (BAINOR) Framework

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Portfolio Optimization with Covariance from News-Derived Information Networks

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The Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series Approach

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Managing Editor’s Letter

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The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

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Neural Networks, the Treasury Yield Curve, and Recession Forecasting

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Building Cross-Sectional Systematic Strategies by Learning to Rank

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Style Rotation Revisited

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Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data

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A Machine Learning Approach in Regime-Switching Risk Parity Portfolios

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Matrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment Portfolios

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Managing Editor’s Letter

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Dynamic Time Warping: S&P 500 Sector ETF Pattern Matching Trading Strategy

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Portfolio Diversification Using Shape-Based Clustering

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Deep Sequence Modeling: Development and Applications in Asset Pricing

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Deep Hedging of Derivatives Using Reinforcement Learning

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On the Predictability of the Equity Premium Using Deep Learning Techniques

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Deviations from Covered Interest Rate Parity: The Case of British Pound Sterling versus Euro

2020 · 0 citations

Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures Trading

2020 · 0 citations

Causal Uncertainty in Capital Markets: A Robust Noisy-Or Framework for Portfolio Management

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The Best Way to Select Features? Comparing MDA, LIME, and SHAP

2020 · 0 citations

Portfolio Construction Using First Principles Preference Theory and Machine Learning

2020 · 0 citations

Managing Editor’s Letter

2020 · 0 citations

Volatility Prediction and Risk Management: An SVR-GARCH Approach

2020 · 0 citations

Deep Reinforcement Learning for Option Replication and Hedging

2020 · 0 citations

Forecast Optimization via Parameter Tuning: Performance Gain and Overfit

2020 · 0 citations

European Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised Learning

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Deep Learning for Portfolio Optimization

2020 · 0 citations

Neural Embeddings of Financial Time-Series Data

2020 · 0 citations

Machine Learning Prediction of Recessions: An Imbalanced Classification Approach

2020 · 0 citations

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