The Journal of finance and data science: JFDS

Lin, Luwei [Author]; Wang, Meiqing [Author]; Cheng, Hang [Author]; Liu, Rong [Author]; Chen, Fei [Author]
9(2023), Artikel-ID 100105, Seite 1-11: OptionNet a multiscale residual deep learning model with confidence interval to predict option price Luwei Lin, Meiqing Wang, Hang Cheng, Rong Liu, Fei Chen
Amsterdam [u.a.]: Elsevier, 2015-

Pfeifer, Moritz [Author]; Marohl, Vincent P. [Author]
9(2023), Artikel-ID 100114, Seite 1-11: CentralBankRoBERTa A fine-tuned large language model for central bank communications Moritz Pfeifer, Vincent P. Marohl
Amsterdam [u.a.]: Elsevier, 2015-

Garin, Leonid [Author]; Gisin, V. B. [Author]
9(2023), Artikel-ID 100109, Seite 1-10: Machine learning in classifying bitcoin addresses Leonid Garin, Vladimir Gisin
Amsterdam [u.a.]: Elsevier, 2015-

Ellili, Nejla Ould Daoud [Author]; Nobanee, Haitham [Author]; Alsaiari, Lama [Author]; Shanti, Hiba Zaki [Author]; Hillebrand, Bettylucille [Author]; Hassanain, Nadeen [Author]; Elfout, Leen [Author]
9(2023), Artikel-ID 100102, Seite 1-27: The applications of big data in the insurance industry a bibliometric and systematic review of relevant literature Nejla Ellili, Haitham Nobanee, Lama Alsaiari, Hiba Shanti, Bettylucille Hillebrand, Nadeen Hassanain, Leen Elfout
Amsterdam [u.a.]: Elsevier, 2015-

Zhang, Xiaoyan [Author]; Zhang, Zijian [Author]
9(2023), Artikel-ID 100100, Seite 1-16: The cross-section of Chinese corporate bond returns Xiaoyan Zhang, Zijian Zhang
Amsterdam [u.a.]: Elsevier, 2015-

Li, Feng [Author]; Qian, Jun [Author]; Wang, Haofei [Author]; Zhu, Julie Lei [Author]
9(2023), Artikel-ID 100104, Seite 1-26: Stock pledged loans and market crash risk evidence from China Feng Li, Jun Qian, Haofei Wang, Julie Lei Zhu
Amsterdam [u.a.]: Elsevier, 2015-

Stolbov, Michail I. [Author]; Shchepeleva, Maria [Author]
9(2023), Artikel-ID 100095, Seite 1-18: Does one size fit all? comparing the determinants of the FinTech market segments expansion Mikhail Stolbov, Maria Shchepeleva
Amsterdam [u.a.]: Elsevier, 2015-

Cannelli, Loris [Author]; Nuti, Giuseppe [Author]; Sala, Marzio [Author]; Szehr, Oleg [Author]
9(2023), Artikel-ID 100101, Seite 1-22: Hedging using reinforcement learning contextual k-armed bandit versus Q-learning Loris Cannelli, Giuseppe Nuti, Marzio Sala, Oleg Szehr
Amsterdam [u.a.]: Elsevier, 2015-

Te, Yiea-Funk [Author]; Wieland, Michèle [Author]; Frey, Martin [Author]; Pyatigorskaya, Asya [Author]; Schiffer, Penny [Author]; Grabner, Helmut [Author]
9(2023), Artikel-ID 100099, Seite 1-19: Making it into a successful series A funding an analysis of Crunchbase and LinkedIn data Yiea-Funk Te, Michèle Wieland, Martin Frey, Asya Pyatigorskaya, Penny Schiffer, Helmut Grabner
Amsterdam [u.a.]: Elsevier, 2015-

Neilson, Ben [Author]
9(2023), Artikel-ID 100103, Seite 1-16: Investigating the impact financial content structure has on consumer appreciation an empirical study of Australian statement of advice documents Ben Neilson
Amsterdam [u.a.]: Elsevier, 2015-

Aoki, Goshi [Author]; Ataka, Kazuto [Author]; Doi, Takerō [Author]; Tsubouchi, Kota [Author]
9(2023), Artikel-ID 100106, Seite 1-12: Data-driven estimation of economic indicators with search big data in discontinuous situation Goshi Aoki, Kazuto Ataka, Takero Doi, Kota Tsubouchi
Amsterdam [u.a.]: Elsevier, 2015-

Remlinger, Carl [Author]; Alasseur, Clémence [Author]; Brière, Marie [Author]; Mikael, Joseph [Author]
9(2023), Artikel-ID 100108, Seite 1-21: Expert aggregation for financial forecasting Carl Remlinger, Clémence Alasseur, Marie Brière, Joseph Mikael
Amsterdam [u.a.]: Elsevier, 2015-

Menvouta, Emmanuel Jordy [Author]; Serneels, Sven [Author]; Verdonck, Tim [Author]
9(2023), Artikel-ID 100097, Seite 1-13: Portfolio optimization using cellwise robust association measures and clustering methods with application to highly volatile markets Emmanuel Jordy Menvouta, Sven Serneels, Tim Verdonck
Amsterdam [u.a.]: Elsevier, 2015-

Souto, Hugo Gobato [Author]
9(2023), Artikel-ID 100107, Seite 1-26: Topological tail dependence evidence from forecasting realized volatility Hugo Gobato Souto
Amsterdam [u.a.]: Elsevier, 2015-

Ang, Andrew [Author]; Bai, Jennie [Author]; Zhou, Hao [Author]
9(2023), Artikel-ID 100098, Seite 1-26: The great wall of debt real estate, political risk, and Chinese local government financing cost Andrew Ang, Jennie Bai, Hao Zhou
Amsterdam [u.a.]: Elsevier, 2015-

9(2023), Artikel-ID 100119, Seite 1: The inaugural Journal of Finance and Data Science Conference was held successfully in Beijing news
Amsterdam [u.a.]: Elsevier, 2015-

Cao, Huining [Author]; Huang, Yi [Author]; Huang, Yiping [Author]; Yeung, Bernard [Author]; Zhang, Xiaoyan [Author]
9(2023), Artikel-ID 100115, Seite 1-8: Fintech, financial inclusion, digital currency, and CBDC Huining (Henry) Cao, Yi Huang, Yiping Huang, Bernard Yeung, Xiaoyan Zhang
Amsterdam [u.a.]: Elsevier, 2015-

Cheng, Tuoyuan [Author]; Chen, Kan [Author]
9(2023), Artikel-ID 100113, Seite 1-21: A general framework for portfolio construction based on generative models of asset returns Tuoyuan Cheng, Kan Chen
Amsterdam [u.a.]: Elsevier, 2015-

Owen, Stephen R. [Author]
9(2023), Artikel-ID 100112, Seite 1-13: An analysis of conditional mean-variance portfolio performance using hierarchical clustering Stephen R. Owen
Amsterdam [u.a.]: Elsevier, 2015-

Alexander, Nolan [Author]; Scherer, William T. [Author]; Thompson, Jamey [Author]
9(2023), Artikel-ID 100110, Seite 1-21: Asset allocation using a Markov process of clustered efficient frontier coefficients states Nolan Alexander, William Scherer, Jamey Thompson
Amsterdam [u.a.]: Elsevier, 2015-

Lenkey, Stephen L. [Author]; Simin, Timothy T. [Author]
9(2023), Artikel-ID 100111, Seite 1-28: A dynamic partial equilibrium model of capital gains taxation Stephen L. Lenkey, Timothy T. Simin
Amsterdam [u.a.]: Elsevier, 2015-

Zhou, Hao [Author]
9(2023), Artikel-ID 100116, Seite 1: Editorial research frontiers of the Chinese financial markets Hao Zhou
Amsterdam [u.a.]: Elsevier, 2015-

Lin, Chen [Author]; Morck, Randall [Author]; Yeung, Bernard [Author]; Zhao, Xiaofeng [Author]
9(2023), Artikel-ID 100096, Seite 1-21: What do we learn from stock price reactions to China's first announcement of anti-corruption reforms? Chen Lin, Randall Morck, Bernard Yeung, Xiaofeng Zhao
Amsterdam [u.a.]: Elsevier, 2015-

Grishchenko, Olesya V. [Author]; Song, Zhaogang [Author]; Zhou, Hao [Author]
8(2022) vom: Nov., Seite 255-295: Term structure of interest rates with short-run and long-run risks Olesya V. Grishchenko, Zhaogang Song, Hao Zhou
Amsterdam [u.a.]: Elsevier, 2015-

Jaquart, Patrick [Author]; Köpke, Sven [Author]; Weinhardt, Christof [Author]
8(2022) vom: Nov., Seite 331-352: Machine learning for cryptocurrency market prediction and trading Patrick Jaquart, Sven Köpke, Christof Weinhardt
Amsterdam [u.a.]: Elsevier, 2015-

Green, Jeremiah [Author]; Zhao, Wanjia [Author]
8(2022) vom: Nov., Seite 120-137: Forecasting earnings and returns a review of recent advancements Jeremiah Green, Wanjia Zhao
Amsterdam [u.a.]: Elsevier, 2015-

Huang, Feiqi [Author]; No, Won Gyun [Author]; Vasarhelyi, Miklos A. [Author]; Yan, Zhaokai [Author]
8(2022) vom: Nov., Seite 138-144: Audit data analytics, machine learning, and full population testing Feiqi Huang, Won Gyun No, Miklos A. Vasarhelyi, Zhaokai Yan
Amsterdam [u.a.]: Elsevier, 2015-

Ashraf, Musaib [Author]; Jiang, John Xuefeng [Author]; Wang, Isabel Yanyan [Author]
8(2022) vom: Nov., Seite 202-213: Are there trade-offs with mandating timely disclosure of cybersecurity incidents? evidence from state-level data breach disclosure laws Musaib Ashraf, John (Xuefeng) Jiang, Isabel Yanyan Wang
Amsterdam [u.a.]: Elsevier, 2015-

Lehnert, Thorsten [Author]
8(2022) vom: Nov., Seite 55-68: Betting against noisy beta Thorsten Lehnert
Amsterdam [u.a.]: Elsevier, 2015-

Cenci, Simone [Author]; Kealhofer, Stephen [Author]
8(2022) vom: Nov., Seite 214-232: A causal approach to test empirical capital structure regularities Simone Cenci, Stephen Kealhofer
Amsterdam [u.a.]: Elsevier, 2015-

Song, In Jung [Author]; Heo, Wookjae [Author]
8(2022) vom: Nov., Seite 233-254: Improving insurers' loss reserve error prediction adopting combined unsupervised-supervised machine learning techniques in risk management In Jung Song, Wookjae Heo
Amsterdam [u.a.]: Elsevier, 2015-

Chen, Kan [Author]; Cheng, Tuoyuan [Author]
8(2022) vom: Nov., Seite 296-308: Measuring tail risks Kan Chen, Tuoyuan Cheng
Amsterdam [u.a.]: Elsevier, 2015-

Goldberg, Lisa [Author]; Mouti, Saad [Author]
8(2022) vom: Nov., Seite 353-387: Sustainable investing and the cross-section of returns and maximum drawdown Lisa R. Goldberg, Saad Mouti
Amsterdam [u.a.]: Elsevier, 2015-

Broby, Daniel [Author]
8(2022) vom: Nov., Seite 145-161: The use of predictive analytics in finance Daniel Broby
Amsterdam [u.a.]: Elsevier, 2015-

Markov, Anton [Author]; Seleznyova, Zinaida [Author]; Lapshin, Victor [Author]
8(2022) vom: Nov., Seite 180-201: Credit scoring methods latest trends and points to consider Anton Markov, Zinaida Seleznyova, Victor Lapshin
Amsterdam [u.a.]: Elsevier, 2015-

Czado, Claudia [Author]; Bax, Karoline [Author]; Sahin, Özge [Author]; Nagler, Thomas [Author]; Min, Aleksey [Author]; Paterlini, Sandra [Author]
8(2022) vom: Nov., Seite 309-330: Vine copula based dependence modeling in sustainable finance Claudia Czado, Karoline Bax, Özge Sahin, Thomas Nagler, Aleksey Min, Sandra Paterlini
Amsterdam [u.a.]: Elsevier, 2015-

Du, Kai [Author]
8(2022) vom: Nov., Seite A1-A2: Accounting in an age of big data Kai Du
Amsterdam [u.a.]: Elsevier, 2015-

Nissim, Doron [Author]
8(2022) vom: Nov., Seite 69-85: Big data, accounting information, and valuation Doron Nissim
Amsterdam [u.a.]: Elsevier, 2015-

Daul, Stéphane [Author]; Jaisson, Thibault [Author]; Nagy, Alexandra [Author]
8(2022) vom: Nov., Seite 86-104: Performance attribution of machine learning methods for stock returns prediction Stéphane Daul, Thibault Jaisson, Alexandra Nagy
Amsterdam [u.a.]: Elsevier, 2015-

Das, Sanjiv R. [Author]; Donini, Michele [Author]; Zafar, Muhammad Bilal [Author]; He, John [Author]; Kenthapadi, Krishnaram [Author]
8(2022) vom: Nov., Seite 1-11: FinLex: an effective use of word embeddings for financial lexicon generation Sanjiv R. Das, Michele Donini, Muhammad Bilal Zafar, John He, Krishnaram Kenthapadi
Amsterdam [u.a.]: Elsevier, 2015-

Cai, Kaihua [Author]; Yesley, Peter [Author]
8(2022) vom: Nov., Seite 105-119: A new measure of corporate bond liquidity using survival analysis Kaihua Cai, Peter Yesley
Amsterdam [u.a.]: Elsevier, 2015-

Coqueret, Guillaume [Author]
8(2022) vom: Nov., Seite 12-34: Persistence in factor-based supervised learning models Guillaume Coqueret
Amsterdam [u.a.]: Elsevier, 2015-

Pinelis, Michael [Author]; Ruppert, David [Author]
8(2022) vom: Nov., Seite 35-54: Machine learning portfolio allocation Michael Pinelis, David Ruppert
Amsterdam [u.a.]: Elsevier, 2015-

Dierckx, Thomas [Author]; Davis, Jesse [Author]; Schoutens, Wim [Author]
8(2022) vom: Nov., Seite 162-179: Trading the FX volatility risk premium with machine learning and alternative data Thomas Dierckx, Jesse Davis, Wim Schoutens
Amsterdam [u.a.]: Elsevier, 2015-

Futagami, Katsuya [Author]; Fukazawa, Yusuke [Author]; Kapoor, Nakul [Author]; Kito, Tomomi [Author]
7(2021) vom: Nov., Seite 22-44: Pairwise acquisition prediction with SHAP value interpretation Katsuya Futagami, Yusuke Fukazawa, Nakul Kapoor, Tomomi Kito
Amsterdam [u.a.]: Elsevier, 2015-

Guterding, Daniel [Author]
7(2021) vom: Nov., Seite 126-142: Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning Daniel Guterding
Amsterdam [u.a.]: Elsevier, 2015-

Duan, Jin-Chuan [Author]; Li, Shuping [Author]
7(2021) vom: Nov., Seite 115-125: Enhanced PD-implied ratings by targeting the credit rating migration matrix Jin-Chuan Duan, Shuping Li
Amsterdam [u.a.]: Elsevier, 2015-

Huang, Zhijian [Author]; Xu, Li [Author]
7(2021) vom: Nov., Seite 1-21: Negative conversion premium Zhijian (James) Huang, Li Xu
Amsterdam [u.a.]: Elsevier, 2015-

Jaquart, Patrick [Author]; Dann, David [Author]; Weinhardt, Christof [Author]
7(2021) vom: Nov., Seite 45-66: Short-term bitcoin market prediction via machine learning Patrick Jaquart, David Dann, Christof Weinhardt
Amsterdam [u.a.]: Elsevier, 2015-

Wang, Susheng [Author]; Wang, Xinjie [Author]; Wang, Yuan [Author]; Zhang, Xueying [Author]
7(2021) vom: Nov., Seite 67-93: How does the creditor conflict affect bond IPO underpricing? Susheng Wang, Xinjie Wang, Yuan Wang, Xueying Zhang
Amsterdam [u.a.]: Elsevier, 2015-

Ross, Greg [Author]; Das, Sanjiv R. [Author]; Sciro, Daniel [Author]; Raza, Hussain [Author]
7(2021) vom: Nov., Seite 94-114: CapitalVX a machine learning model for startup selection and exit prediction Greg Ross, Sanjiv Das, Daniel Sciro, Hussain Raza
Amsterdam [u.a.]: Elsevier, 2015-

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