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The Journal of Finance and Data Science

KeAi Communications Co., Ltd.

Finance & Accounting
ABDC B
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
A meta reinforcement learning approach to goals-based wealth management
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End-to-end large portfolio optimization for variance minimization with neural networks through covariance cleaning
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Finding a needle in a haystack: A machine learning framework for anomaly detection in payment systems
Ajit Desai et al.
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Financial inclusion, technologies, and worldwide economic development: A spatial Durbin model approach
X. Michael Song et al.
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Optimal rebalancing strategies reduce market variability
Helge Holden & Lars Holden
20252 citations
Using Bell violations as an indicator for financial market crisis
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20252 citations
Dumb money? Social network attention herding, sentiment, and markets
Chengcheng Huang & Pauline Shum
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Unsupervised generation of tradable topic indices through textual analysis
Marcel Lee & Alan Spark
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Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients☆
Parisa Davar et al.
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Symbolic Modeling for financial asset pricing
Xiangwu Zuo & Anxiao Jiang
20251 citations
GARCH-PDE models for option pricing under stochastic volatility and their finite difference solvers
Qi Wang et al.
20250 citations
Integrating credit and debit data for enhanced insights into borrowing behavior and predictive modeling of credit card delinquency
Håvard Huse et al.
20250 citations
Paper discussion at the third annual conference on capital market research in the era of AI
Unknown
20250 citations
Enhancing bookkeeper decision support through graph representation learning for bank reconciliation
Justin Munoz et al.
20250 citations
Leveraging financial interdependencies in emerging markets via graph neural networks
Nicolai Bloch Jessen
20250 citations
The economic impact of DeFi crime events on decentralized autonomous organizations (DAOs)
Stefan Kitzler et al.
20250 citations
Integrating Choquet portfolios and machine learning interpretability for robust cryptocurrency investment strategies
João Pedro M. Franco & Márcio P. Laurini
20250 citations
Multifractal and low-dimensional representations of high-frequency return distribution sequences
Chun-Xiao Nie
20250 citations
Pairs trading with time-series deep learning models
Selin Yilmaz & Emre Sefer
20250 citations
Persistent cointegration and regime-sensitive market leadership: Evidence from international tobacco stocks
Juan Manuel Martín Álvarez et al.
20250 citations

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