Research


Q Group Panel Discussion: Looking to the Future

with Martin Leibowitz, Robert C. Merton, Stephen A. Ross, and Jeremy Siegel, Financial Analysts Journal

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Imagine if Robo Advisers Could Do Emotions

Wall Street Journal

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Law Is Code: A Software Engineering Approach to Analyzing the United States Code

with William Li, Pablo Azar, David Larochelle, Phil Hill, Journal of Business & Technology Law

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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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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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Finance is in Need of a Technological Revolution

The Financial Times

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Privacy-Preserving Methods for Sharing Financial Risk Exposures

with Emmanuel A. Abbe and Amir E. Khandani, American Economic Review: Papers & Proceedings 102 (2012), 65-70.

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A Computational View of Market Efficiency

with Jasmina Hasanhodzic and Emanuele Viola, Quantitative Finance 7, 1043-1050

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Security Trading of Concepts (STOC)

with Ely Dahan, Adlar J. Kim, Tomaso Poggio, and Nicholas T. Chan, Journal of Marketing Research, 48 (2011), 497-517.

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