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Research


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.

Privacy-Preserving Methods for Sharing Financial Risk Exposures

2012
Abbe, Emmanuel A., Amir E. Khandani, and Andrew W. Lo (2012), Privacy-Preserving Methods for Sharing Financial Risk Exposures, American Economic Review 102 (3), 65–70.

A Computational View of Market Efficiency

2011
Hasanhodzic, Jasmina, Andrew W. Lo, and Emanuele Viola (2011), A Computational View of Market Efficiency, Quantitative Finance 11 (7), 1043–1050.

Securities Trading of Concepts (STOC)

2011
Dahan, Ely, Adlar J. Kim, Andrew W. Lo, Tomaso Poggio, and Nicholas Chan (2011), Securities Trading of Concepts (STOC), Journal of Marketing Research 48 (3), 497–517.

Consumer Credit Risk Models via Machine-Learning Algorithms

2010
Khandani, Amir E., Adlar J. Kim, and Andrew W. Lo (2010), Consumer Credit-Risk Models via Machine-Learning Algorithms, Journal of Banking & Finance 34 (11), 2767–2787.

Personal Indexes

2001
Lo, Andrew W. (2001), Personal Indexes, Journal of Indexes, 2nd Quarter, 26–35.

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