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Marcos Lopez de Prado
Marcos Lopez de Prado
Professor of Practice, School of Engineering, Cornell University
Email verificata su cornell.edu - Home page
Titolo
Citata da
Citata da
Anno
Advances in Financial Machine Learning
M Lopez de Prado
Wiley 1, 1-400, 2018
647*2018
The microstructure of the ‘Flash Crash’: Flow toxicity, liquidity crashes and the probability of informed trading
D Easley, M Lopez de Prado, M O'Hara
The Journal of Portfolio Management 37 (2), 118-128, 2010
634*2010
Flow toxicity and Liquidity in a high frequency world
D Easley, M Lopez de Prado, M O’Hara
Review of Financial Studies 25 (5), 1457-1493, 2012
5642012
Building diversified portfolios that outperform out-of-sample
M Lopez de Prado
Journal of Portfolio Management, 2016
3072016
The Sharpe Ratio Efficient Frontier
DH Bailey, M Lopez de Prado
The Journal of Risk, 2012
2402012
Solving the optimal trading trajectory problem using a quantum annealer
G Rosenberg, P Haghnegahdar, P Goddard, P Carr, K Wu, ML De Prado
Proceedings of the 8th Workshop on High Performance Computational Finance, 1-7, 2015
2242015
Pseudomathematics and financial charlatanism: The effects of backtest over fitting on out-of-sample performance
DH Bailey, JM Borwein, ML de Prado, QJ Zhu
Notices of the AMS 61 (5), 458-471, 2014
2102014
The Volume Clock: Insights into the High Frequency Paradigm
D Easley, M Lopez de Prado, M O'Hara
The Journal of Portfolio Management, 2012
1952012
Machine learning for asset managers
MML de Prado
Elements in Quantitative Finance, 2020
1482020
The deflated Sharpe ratio: Correcting for selection bias, backtest overfitting and non-normality
DH Bailey, M López de Prado
Journal of Portfolio Management 40 (5), 94-107, 2014
1362014
Discerning Information from Trade Data
D Easley, M O'Hara
http://ssrn.com/abstract=1989555, 2015
1312015
The probability of backtest overfitting
DH Bailey, J Borwein, M Lopez de Prado, QJ Zhu
Journal of Computational Finance, forthcoming, 2016
1232016
Microstructure in the machine age
D Easley, M López de Prado, M O’Hara, Z Zhang
The Review of Financial Studies 34 (7), 3316-3363, 2021
722021
Bulk classification of trading activity
D Easley, M Lopez de Prado, M O’Hara
Johnson School Research Paper Series 8 (6), 14, 2012
682012
The 10 reasons most machine learning funds fail
ML De Prado
The Journal of Portfolio Management 44 (6), 120-133, 2018
652018
The Exchange of Flow Toxicity
D Easley, M Lopez de Prado, M O'Hara
The Journal of Trading 6 (2), 8-13, 2011
572011
VPIN and the flash crash: A rejoinder
D Easley, MML de Prado, M O'Hara
Journal of Financial Markets 17, 47-52, 2014
522014
Machine Learning for Econometricians: The Readme Manual
ML de Prado
The Journal of Financial Data Science 4 (3), 10-30, 2022
46*2022
Detection of false investment strategies using unsupervised learning methods
M López de Prado, MJ Lewis
Quantitative Finance 19 (9), 1555-1565, 2019
452019
Measuring loss potential of hedge fund strategies
M Lopez de Prado, A Peijan
Journal of Alternative Investments 7 (1), 7-31, 2004
43*2004
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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