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Research


Can Hedge Funds Time Market Liquidity?

2013
Journal of Financial Economics
Charles Cao, Yong Chen, Bing Liang

Learning Connections in Financial Time Series

2013
Proceedings of the 30th International Conference on Machine Learning (ICML-13) 30, 109-117
Gartheeban Ganeshapillai, John Guttag

The Origin of Bounded Rationality and Intelligence

2013

On a New Approach for Analyzing and Managing Macrofinancial Risks

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

Can Financial Engineering Cure Cancer?

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

Using Algorithmic Attribution Techniques To Determine Authorship In Unsigned Judicial Opinions

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

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

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

Systemic Risk and the Refinancing Ratchet Effect

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

What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!

2012

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

2012
Dimitrios Bisias, Mark Flood, and Stavros Valavanis

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