Publications

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.

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

2015
Li, William, Pablo D. Azar, David Larochelle, Phil Hill, and Andrew W. Lo (2015), Law Is Code: A Software Engineering Approach to Analyzing the United States Code, Journal of Business & Technology Law 10 (2), 297–374.

Learning Connections in Financial Time Series

2013
Ganeshapillai, Gartheeban, John Guttag, and Andrew W. Lo (2013), Learning Connections in Financial Time Series, Proceedings of the 30th International Conference on Machine Learning, in PMLR 28 (2), 109–117.

Using Algorithmic Attribution Techniques To Determine Authorship In Unsigned Judicial Opinions

2013
Li, William, Pablo D. Azar, David Larochelle, Phil Hill, James Cox, Robert C. Berwick, and Andrew W. Lo (2013), Using Algorithmic Attribution Techniques to Determine Authorship in Unsigned Judicial Opinions, Stanford Technology Law Review 16 (3), 503–534.

Moore’s Law versus Murphy’s Law: Algorithmic Trading and Its Discontents

2013
Kirilenko, Andrei A., and Andrew W. Lo (2013), Moore’s Law versus Murphy’s Law: Algorithmic Trading and Its Discontents, Journal of Economic Perspectives 27 (2), 51–72.

Finance is in Need of a Technological Revolution

2012
Lo, Andrew W. (2012), Finance is in Need of a Technological Revolution, Financial Times, August 27.