Research


Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery

Barberio, Joseph, Jacob Becraft, Zied Ben Chaouch, Dimitris Bertsimas, Tasuku Kitada, Michael L. Li, Andrew W. Lo, Kevin Shi, and Qingyang Xu (2023), Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery, Entrepreneurship and Innovation Policy and the Economy 2, 9–39.

View abstract

From ELIZA to ChatGPT: The Evolution of NLP and Financial Applications

Lo, Andrew W., Manish Singh, and ChatGPT (2023), From ELIZA to ChatGPT: The Evolution of NLP and Financial Applications, Journal of Portfolio Management 49 (7), 201–235.

View abstract

Generative AI from Theory to Practice: A Case Study of Financial Advice

Lo, Andrew W., and Jillian Ross (2024), Generative AI from Theory to Practice: A Case Study of Financial Advice, in An MIT Exploration of Generative AI, March, https://doi.org/10.21428/e4baedd9.a1f6a281.

View abstract

Deep-Learning Models for Forecasting Financial Risk Premia and Their Interpretations

Lo, Andrew W., and Manish Singh (2023), Deep-Learning Models for Forecasting Financial Risk Premia and Their Interpretations, Quantitative Finance 23 (6), 917–929.

View abstract

Estimation and Prediction for Algorithmic Models of Investor Behavior

Lo, Andrew W., and Alexander Remorov (2022), Estimation and Prediction for Algorithmic Models of Investor Behavior, Journal of Systematic Investing 2 (1).

View abstract

How does news affect biopharma stock prices?: An event study

Cho, Joonhyuk, Manish Singh, and Andrew W. Lo (2024), How Does News Affect Biopharma Stock Prices?: An Event Study, PLoS One 19 (1), e0296927.

View abstract

Financing Fusion Energy

Alhamdan, Abdullah, Zachery Halem, Irene Hernandez, Andrew W. Lo, Manish Singh, and Dennis Whyte (2023), Financing Fusion Energy, Journal of Investment Management 21 (1), 5–51.

View abstract

Funding Long Shots

Hull, John, Andrew W. Lo, and Roger M. Stein (2019), Funding Long Shots, Journal of Investment Management 17 (4), 9–41.

View abstract

Financial Intermediation and the Funding of Biomedical Innovation: A Review

Lo, Andrew W., and Richard T. Thakor (2023), Financial Intermediation and the Funding of Biomedical Innovation: A Review, Journal of Financial Intermediation 54, 101028, https://doi.org/10.1016/j.jfi.2023.101028.

View abstract

Optimal Impact Portfolios with General Dependence and Marginals

Lo, Andrew W., Lan Wu, Ruixun Zhang, and Chaoyi Zhao (2024), Optimal Impact Portfolios with General Dependence and Marginals, Operations Research, Articles in Advance, https://doi.org/10.1287/opre.2023.0400.

View abstract