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Research


Comment on Michael I. Jordan’s “Artificial Intelligence—The Revolution Hasn’t Happened Yet”

2019
Lo, Andrew W. (2019), Comment on Michael I. Jordan’s “Artificial Intelligence—The Revolution Hasn’t Happened Yet,” 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.

© 2020 Andrew W. Lo, MIT Sloan School of Management. All rights reserved.