Research


Open-Source Software for “Can Financial Engineering Cure Cancer?”

with David E. Fagnan, Jose Maria Fernandez, and Roger M. Stein

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Can Hedge Funds Time Market Liquidity?

with Charles Cao, Yong Chen, Bing Liang, Journal of Financial Economics

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Learning Connections in Financial Time Series

with Gartheeban Ganeshapillai, John Guttag, Proceedings of the 30th International Conference on Machine Learning (ICML-13) 30, 109-117

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The Origin of Bounded Rationality and Intelligence

Proceedings of the American Philosophical Society 157 (2013), 269-280.

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On a New Approach for Analyzing and Managing Macrofinancial Risks

with Robert C. Merton, Monica Billio, Mila Getmansky, Dale Gray, Loriana Pelizzon, Financial Analysts Journal 69 (2013), 22-33.

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Can Financial Engineering Cure Cancer?

with David E. Fagnan, Jose Maria Fernandez, and Roger M. Stein, American Economic Review 103 (2013), 406-411.

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Using Algorithmic Attribution Techniques To Determine Authorship In Unsigned Judicial Opinions

with William Li, Pablo Azar, David Larochelle, Phil Hill, James Cox, Robert C. Berwick, Stanford Technology Law Review 13 (2013), 503-534.

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Moore’s Law vs. Murphy’s Law: Algorithmic Trading and Its Discontents

with Andrei A. Kirilenko, Journal of Economic Perspectives 27 (2013), 51-72.

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Systemic Risk and the Refinancing Ratchet Effect

with Amir E. Khandani and Robert C. Merton., Journal of Financial Economics 108 (2013), 29-45.

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Open-Source Software for “A Survey of Systemic Risk Analytics”

with Dimitrios Bisias, Mark Flood, and Stavros Valavanis

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