Publications

An Artificial Intelligence-Based Industry Peer Grouping System

2022
Bonne, George, Andrew W. Lo, Abilash Prabhakaran, Kien-Wei Siah, Manish Singh, Xinxin Wang, Peter Zangari, and Howard Zhang (2022), An Artificial Intelligence-Based Industry Peer Grouping System, The Journal of Financial Data Science 4 (2), 9-36.

An Artificial Intelligence-Based Industry Peer Grouping System

2022
Bonne, George, Andrew W. Lo, Abilash Prabhakaran, Kien Wei Siah, Manish Singh, Xinxin Wang, Peter Zangari, and Howard Zhang (2022), An Artificial Intelligence-Based Industry Peer Grouping System, The Journal of Financial Data Science 4 (2), 1-3.

Explainable Machine Learning Models of Consumer Credit Risk (Working Paper)

2022
Davis, Randall, Andrew W. Lo, Sudhanshu Mishra, Arash Nourian, Manish Singh, Nicholas Wu, and Ruixun Zhang (2022), Explainable Machine Learning Models of Consumer Credit Risk, Working Paper.

Algorithmic Models of Investor Behavior

2021
Lo, Andrew W., and Alexander Remorov (2021), Algorithmic Models of Investor Behavior, Journal of Systematic Investing 1 (1), 1-29.

SCRAM: A Platform for Securely Measuring Cyber Risk

2020
de Castro, Leo, Andrew W. Lo, Taylor Reynolds, Fransisca Susan, Vinod Vaikuntanathan, Daniel Weitzner, and Nicolas Zhang (2020), SCRAM: A Platform for Securely Measuring Cyber Risk, Harvard Data Science Review, https://doi.org/10.1162/99608f92.b4bb506a.

Why Artificial Intelligence May Not Be As Useful or As Challenging As Artificial Stupidity

2019
Lo, Andrew W. (2019), Why Artificial Intelligence May Not Be As Useful or As Challenging As Artificial Stupidity, Harvard Data Science Review 1 (1).

Estimation of Clinical Trial Success Rates and Related Parameters

2019
Wong, Chi Heem, Kien Wei Siah, and Andrew W. Lo (2019), Estimation of Clinical Trial Success Rates and Related Parameters, Biostatistics 20 (2), 273–286. https://doi.org/10.1093/biostatistics/kxx069.

If Liberal Democracies Can Resist the Urge to Micromanage the Economy, Big Data Could Catalyze a New Capitalism

2018
Lo, Andrew W. (2018), If Liberal Democracies Can Resist the Urge to Micromanage the Economy, Big Data Could Catalyze a New Capitalism, Science 359 (6376), 644.

Why Robo-Advisors Need Artificial Stupidity

2018
Lo, Andrew W. (2018), Why Robo-Advisors Need Artificial Stupidity, RISK, July 20.

Cryptocurrencies: King’s Ransom or Fool’s Gold?

2018
Lo, Andrew W. (2018), Cryptocurrencies: King’s Ransom or Fool’s Gold?, RISK, October 2.

Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter

2018
Agrawal, Shreyash, Pablo D. Azar, Andrew W. Lo, and Taranjit Singh (2018), Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter, Journal of Portfolio Management 44 (7), 85–95.

Moore’s Law vs. Murphy’s Law in the Financial System: Who’s Winning?

2017
Lo, Andrew W. (2017), Moore’s Law vs. Murphy’s Law in the Financial System: Who’s Winning?, Journal of Investment Management 15 (1), 17–38.

The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds

2016
Azar, Pablo D., and Andrew W. Lo (2016), The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds, Journal of Portfolio Management 42 (5), 123–134.

Q Group Panel Discussion: Looking to the Future

2016
Leibowitz, Martin, Andrew W. Lo, Robert C. Merton, Stephen A. Ross, and Jeremy Siegel (2016), Q Group Panel Discussion: Looking to the Future, Financial Analysts Journal 72 (4), 17–25.

Imagine if Robo Advisers Could Do Emotions

2016
Lo, Andrew W. (2016), Imagine if Robo Advisers Could Do Emotions, Wall Street Journal, June 6.