Marcos López de Prado
New York University Abu Dhabi(AE)Lawrence Berkeley National Laboratory(US)Khalifa University of Science and Technology(AE)Cornell University(US)Adaptive Dynamics (United States)(US)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Stock Market Forecasting Methods, Complex Systems and Time Series Analysis, Forecasting Techniques and Applications, Market Dynamics and Volatility
Most-Cited Works
- → Connecting the dots in trustworthy Artificial Intelligence: From AI principles, ethics, and key requirements to responsible AI systems and regulation(2023)608 cited
- → Flow Toxicity and Liquidity in a High-frequency World(2012)521 cited
- → The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading(2011)402 cited
- Advances in Financial Machine Learning(2018)
- → Building Diversified Portfolios that Outperform Out of Sample(2016)268 cited
- → Algorithmic and High Frequency Trading(2016)211 cited
- → Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance(2014)