Research


Financing Translation: Analysis of the NCATS Rare-Diseases Portfolio

with David E. Fagnan, N. Nora Yang, John C. McKew, Science Translational Medicine 7(2015), 276ps3.

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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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Estimating the NIH Efficient Frontier

with Dimitrios Bisias and Jamie Watkins, PLOS One 7 (2012).

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Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses?

with Thomas J. Brennan, Texas Law Review 90 (2012), 1775-1810.

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Commercializing Biomedical Research through Securitization Techniques

with Jose-Maria Fernandez and Roger M. Stein, Nature Biotechnology 30 (2012), 964-975.

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An Evolutionary Model of Bounded Rationality and Intelligence

with Thomas J. Brennan, PLOS One, 7:11 (2012)

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Adaptive Markets and the New World Order

Financial Analysts Journal, 68 (2012), 18-29

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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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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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