Journal for machine learning applied in finance I've written a new paper where I'm proposing methodological improvements to neural network training. I have simulation data and empirical results in financial markets to backup my algorithm. I'm now looking for a journal to submit my paper. Initially, I've thought of submitting to a finance journal and have tried Quantitative Finance but was rejected. The nature of the comments from one of the reviewers suggest to me that perhaps he/she didn't understand my paper. Where should I try next? Should I try other computational/empirical finance journals or should I target an application-heavy machine learning journal?
Regardless of your specific context, there are tools that may help you with finding appropriate journals based on your paper's Title and Abstract.
For instance, if you want to publish in an Open Access (OA) journal, you can paste your Abstract here and to get recommendations for topically suitable OA journals: https://ojm.ocert.at/
Publishers likewise provide similar tools, such as:

Elsevier's Journal Finder: https://journalfinder.elsevier.com/
Wiley's Journal Finder:
https://journalfinder.wiley.com/search?type=match
Springer's Journal Suggester: https://journalsuggester.springer.com/