The Journal of Financial Data Science
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123
(FIVE YEARS 73)

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2
(FIVE YEARS 1)

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2640-3951, 2640-3943
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

When Do Investors Freak Out? Machine Learning Predictions of Panic Selling

2021 ◽  
pp. jfds.2021.1.085
Author(s):  
Daniel Elkind ◽  
Kathryn Kaminski ◽  
Andrew W. Lo ◽  
Kien Wei Siah ◽  
Chi Heem Wong
Keyword(s):  
Machine Learning

Forests for Fama

2021 ◽  
pp. jfds.2021.1.086
Author(s):  
Joseph Simonian

Investable and Interpretable Machine Learning for Equities

2021 ◽  
pp. jfds.2021.1.084
Author(s):  
Yimou Li ◽  
Zachary Simon ◽  
David Turkington
Keyword(s):  
Machine Learning ◽  
Interpretable Machine Learning

scholarly journals Deep Learning for Exotic Option Valuation

2021 ◽  
pp. jfds.2021.1.083
Author(s):  
Jay Cao ◽  
Jacky Chen ◽  
John Hull ◽  
Zissis Poulos
Keyword(s):  
Deep Learning ◽  
Option Valuation ◽  
Exotic Option

Cryptocurrency Sectorization through Clustering and Web-Scraping: Application to Systematic Trading

2021 ◽  
pp. jfds.2021.1.080
Author(s):  
Babak Mahdavi-Damghani ◽  
Robert Fraser ◽  
James Howell ◽  
Jon Sveinbjorn Halldorsson
Keyword(s):  
Web Scraping

Systematic Pricing and Trading of Municipal Bonds

2021 ◽  
pp. jfds.2021.1.079
Author(s):  
Petter N. Kolm ◽  
Sudarshan Purushothaman
Keyword(s):  
Municipal Bonds

scholarly journals Managing Editor’s Letter

2021 ◽  
Vol 3 (4) ◽  
pp. 1-3
Author(s):  
Francesco A. Fabozzi

scholarly journals Adaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph Theory

2021 ◽  
Vol 3 (4) ◽  
pp. 65-83
Author(s):  
Peter Schwendner ◽  
Jochen Papenbrock ◽  
Markus Jaeger ◽  
Stephan Krügel
Keyword(s):  
Machine Learning ◽  
Graph Theory ◽  
Portfolio Construction ◽  
Risk Parity
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