Marcos Lopez de Prado

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Maureen OHaraProfessor of Finance, Cornell UniversityVerifisert e-postadresse på cornell.edu
David EasleyProfessor Economics and Information Science, Cornell UniversityVerifisert e-postadresse på cornell.edu
Jonathan (Jon) M. BorweinLaureate Professor University of NewcastleVerifisert e-postadresse på newcastle.edu.au
Qiji Jim ZhuWestern Michigan UniversityVerifisert e-postadresse på wmich.edu
Alexander LiptonFellow, MIT Connection Science and EngineeringVerifisert e-postadresse på mit.edu
Kesheng WuLawrence Berkeley National LaboratoryVerifisert e-postadresse på lbl.gov
Francesco A. FabozziData Science Doctoral Candidate, Stevens Institute of TechnologyVerifisert e-postadresse på stevens.edu
Peter CarrDepartment Chair, Finance and Risk Engineering, Tandon School, NYUVerifisert e-postadresse på nyu.edu
Natalia Díaz-Rodríguez, PhD (ORCID:...Professor, University of Granada, Spain, DaSCI Andalusian Institute on Data Science (RoR:04njjy449)Verifisert e-postadresse på ugr.es
Mark CoeckelberghProfessor of Philosophy of Media and Technology, University of ViennaVerifisert e-postadresse på univie.ac.at
Javier (Javi) Del SerResearch Professor, TECNALIA, Distinguished Professor, Universidad del País Vasco (UPV/EHU)Verifisert e-postadresse på tecnalia.com
Francisco HerreraProfessor Computer Science and AI, DaSCI Research Institute, Granada University, SpainVerifisert e-postadresse på decsai.ugr.es
Enrique Herrera-ViedmaProfessor of Computer Science and Artificial Intelligence, Spain, University of GranadaVerifisert e-postadresse på decsai.ugr.es
Amir SalehipourThe University of Sydney Business SchoolVerifisert e-postadresse på sydney.edu.au
Gili RosenbergAmazon Quantum Solutions LabVerifisert e-postadresse på amazon.com
Horst SimonDirector, ADIA LabVerifisert e-postadresse på adialab.ae
Zhibai ZhangNYUVerifisert e-postadresse på nyu.edu
Joseph SimonianAutonomous Investment TechnologiesVerifisert e-postadresse på autoinvestec.com
Neil CalkinClemson UniversityVerifisert e-postadresse på clemson.edu
Jung Heon SongKLA-TencorVerifisert e-postadresse på kla.com

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Marcos Lopez de Prado

Professor of Practice, School of Engineering, Cornell University

Verifisert e-postadresse på cornell.edu - Startside

Mathematical finance asset management hedge funds


Tittel Sorter etter sitater Sorter etter år Sorter etter tittel	Sitert av Sitert av	År
Advances in Financial Machine Learning M Lopez de Prado Wiley 1, 1-400, 2018	827*	2018
The microstructure of the ‘Flash Crash’: Flow toxicity, liquidity crashes and the probability of informed trading D Easley, M Lopez de Prado, M O'Hara The Journal of Portfolio Management 37 (2), 118-128, 2010	655	2010
Flow toxicity and Liquidity in a high frequency world D Easley, M Lopez de Prado, M O’Hara Review of Financial Studies 25 (5), 1457-1493, 2012	633	2012
Connecting the dots in trustworthy Artificial Intelligence: From AI principles, ethics, and key requirements to responsible AI systems and regulation N Díaz-Rodríguez, J Del Ser, M Coeckelbergh, ML de Prado, ... Information Fusion 99, 101896, 2023	412	2023
Building diversified portfolios that outperform out-of-sample M Lopez de Prado Journal of Portfolio Management, 2016	377	2016
The Sharpe Ratio Efficient Frontier DH Bailey, M Lopez de Prado The Journal of Risk, 2012	270	2012
Solving the optimal trading trajectory problem using a quantum annealer G Rosenberg, P Haghnegahdar, P Goddard, P Carr, K Wu, ML De Prado Proceedings of the 8th workshop on high performance computational finance, 1-7, 2015	265	2015
Pseudomathematics and financial charlatanism: The effects of backtest over fitting on out-of-sample performance DH Bailey, JM Borwein, ML De Prado, QJ Zhu Notices of the AMS 61 (5), 458-471, 2014	228	2014
The Volume Clock: Insights into the High Frequency Paradigm D Easley, M Lopez de Prado, M O'Hara The Journal of Portfolio Management, 2012	211	2012
Machine learning for asset managers MML De Prado Elements in Quantitative Finance, 2020	206	2020
The deflated Sharpe ratio: Correcting for selection bias, backtest overfitting and non-normality DH Bailey, M López de Prado Journal of Portfolio Management 40 (5), 94-107, 2014	150	2014
The probability of backtest overfitting DH Bailey, J Borwein, M Lopez de Prado, QJ Zhu Journal of Computational Finance (Risk Journals), 2015	148	2015
Discerning Information from Trade Data D Easley, M O'Hara http://ssrn.com/abstract=1989555, 2015	135	2015
Microstructure in the machine age D Easley, M López de Prado, M O’Hara, Z Zhang The Review of Financial Studies 34 (7), 3316-3363, 2021	93	2021
The 10 reasons most machine learning funds fail M López de Prado Journalof Portfolio Management, Forthcoming, 2018	80	2018
Bulk classification of trading activity D Easley, M Lopez de Prado, M O’Hara Johnson School Research Paper Series 8 (6), 14, 2012	72	2012
The Exchange of Flow Toxicity D Easley, M Lopez de Prado, M O'Hara The Journal of Trading 6 (2), 8-13, 2011	60*	2011
VPIN and the flash crash: A rejoinder D Easley, MML de Prado, M O'Hara Journal of Financial Markets 17, 47-52, 2014	55	2014
Detection of false investment strategies using unsupervised learning methods M López de Prado, MJ Lewis Quantitative Finance 19 (9), 1555-1565, 2019	50	2019
An open-source implementation of the critical-line algorithm for portfolio optimization DH Bailey, ML de Prado Algorithms 6 (1), 169-196, 2013	45	2013

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