Publications

Financing Repurposed Drugs for Rare Diseases: A Case Study of Unravel Biosciences

2023
Bechara, Abouarab, Christian Bazarian, Zied Ben Chaouch, Andrew W. Lo, Guillermo Mourenza Gonzalez, Richard Novak, and Frederic Vigneault (2023), Financing Repurposed Drugs for Rare Diseases: A Case Study of Unravel Biosciences, Orphanet Journal of Rare Diseases 18, 287. https://doi.org/10.1186/s13023-023-02753-y.

Use of Bayesian Decision Analysis to Maximize Value in Patient-Centered Randomized Clinical Trials in Parkinson’s Disease

2023
Chaudhuri, Shomesh E., Zied Ben Chaouch, Brett Hauber, Brennan Mange, Mo Zhou, Stephanie Christopher, Dawn Bardot, Margaret Sheehan, Anne Donnelly, Lauren McLaughlin, Brittany Caldwell, Heather L. Benz, Martin Ho, Anindita Saha, Katrina Gwinn, Murray Sheldon, and Andrew W. Lo (2023), Use of Bayesian Decision Analysis to Maximize Value in Patient-Centered Randomized Clinical Trials in Parkinson’s Disease, Journal of Biopharmaceutical Statistics, https://doi.org/10.1080/10543406.2023.2170400.

Patient-Centered Clinical Trial Design for Heart Failure Devices via Bayesian Decision Analysis

2023
Chaudhuri, Shomesh E., Phillip Adamson, Dean Bruhn-Ding, Zied Ben Chaouch, David Gebben, Lilian Rincon-Gonzalez, Barry Liden, Shelby D. Reed, Anindita Saha, Daniel Schaber, Kenneth Stein, Michelle E. Tarver, and Andrew W. Lo (2023), Patient-Centered Clinical Trial Design for Heart Failure Devices via Bayesian Decision Analysis, The Patient: Patient-Centered Outcomes Research 16 (4), 359–369.

Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery

2023
Barberio, Joseph, Jacob Becraft, Zied Ben Chaouch, Dimitris Bertsimas, Tasuku Kitada, Michael L. Li, Andrew W. Lo, Kevin Shi, and Qingyang Xu (2023), Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery, Entrepreneurship and Innovation Policy and the Economy 2, 9–39.

The Estimated Annual Financial Impact of Gene Therapy in the United States

2023
Wong, Chi Heem, Dexin Li, Nina Wang, Jonathan Gruber, Andrew W. Lo, and Rena M. Conti (2023), The Estimated Annual Financial Impact of Gene Therapy in the United States 30, 761–773.

From ELIZA to ChatGPT: The Evolution of NLP and Financial Applications

2023
Lo, Andrew W., Manish Singh, and ChatGPT (2023), From ELIZA to ChatGPT: The Evolution of NLP and Financial Applications, Journal of Portfolio Management 49 (7), 201–235.

Deep-Learning Models for Forecasting Financial Risk Premia and Their Interpretations

2023
Lo, Andrew W., and Manish Singh (2023), Deep-Learning Models for Forecasting Financial Risk Premia and Their Interpretations, Quantitative Finance 23 (6), 917–929.

Leveraging Patient Preference Information in Medical Device Clinical Trial Design

2023
Rincon-Gonzalez, Lilianna, Wendy K. D. Selig, Brett Hauber, Shelby D. Reed, Michelle E. Tarver, Shomesh E. Chaudhuri, Andrew W. Lo, Dean Bruhn-Ding, and Barry Liden (2023), Leveraging Patient Preference Information in Medical Device Clinical Trial Design, Therapeutic Innovation & Regulatory Science 57, 152–159.

Incorporating patient preferences and burden-of-disease in evaluating ALS drug candidate AMX0035: a Bayesian decision analysis perspective

2023
Xu, Qingyang, Joonhyuk Cho, Zied Ben Chaouch, and Andrew W. Lo (2023), Incorporating patient preferences and burden-of-disease in evaluating ALS drug candidate AMX0035: a Bayesian decision analysis perspective, Amyotrophic Lateral Sclerosis and Frontotemporal Degeneration 24 (3–4), 281–288.

Financial Intermediation and the Funding of Biomedical Innovation: A Review

2023
Lo, Andrew W., and Richard T. Thakor (2023), Financial Intermediation and the Funding of Biomedical Innovation: A Review, Journal of Financial Intermediation 54, 101028, https://doi.org/10.1016/j.jfi.2023.101028.

Social Contagion and the Survival of Diverse Investment Styles

2023
Hirshleifer, David A. Andrew W. Lo, and Ruixun Zhang (2023), Social Contagion and the Survival of Diverse Investment Styles, Journal of Economic Dynamics and Control 154, 104711.

Quantifying the Impact of Impact Investing

2023
Lo, Andrew W., and Ruixun Zhang (2023), Quantifying the Impact of Impact Investing, Management Science, Articles in Advance, https://doi.org/10.1287/mnsc.2022.01168.

Explainable Machine Learning Models of Consumer Credit Risk

2023
Davis, Randall, Andrew W. Lo, Sudhanshu Mishra, Arash Nourian, Manish Singh, Nicholas Wu, and Ruixun Zhang (2023), Explainable Machine Learning Models of Consumer Credit Risk, The Journal of Financial Data Science 5 (4), 9–39.

Optimal Financing for R&D-Intensive Firms (Working Paper)

2023
Thakor, Richard T. and Andrew W. Lo (2023), Optimal Financing for R&D-Intensive Firms, Working Paper.

Macro-Finance Models with Nonlinear Dynamics

2023
Dou, Winston Wei, Xiang Fang, Andrew W. Lo, and Harald Uhlig (2023), Macro-Finance Models with Nonlinear Dynamics, Annual Review of Financial Economics 15, 407–432.