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Research


Finance is in Need of a Technological Revolution

2012

Privacy-Preserving Methods for Sharing Financial Risk Exposures

2012
American Economic Review: Papers & Proceedings 102 (2012), 65-70.
Emmanuel A. Abbe and Amir E. Khandani

A Computational View of Market Efficiency

2011
Quantitative Finance 7, 1043-1050
Jasmina Hasanhodzic and Emanuele Viola

Security Trading of Concepts (STOC)

2011
Journal of Marketing Research, 48 (2011), 497-517.
Ely Dahan, Adlar J. Kim, Tomaso Poggio, and Nicholas T. Chan

Consumer Credit Risk Models via Machine-Learning Algorithms

2010
Journal of Banking & Finance 34 (2010), 2767-2787.
Amir E. Khandani and Adlar J. Kim

Personal Indexes

2001

Computational Challenges in Portfolio Management

2001
Computing in Science & Engineering 3 (2001), 54–59.
Martin Haugh

Finance: A Selective Survey

2000

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

2000
Journal of Finance 55 (2000), 1705–1765.
Harry Mamaysky and Jiang Wang

Data-Snooping Biases in Financial Analysis

1994

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