Marcos Lopez de Prado
Marcos Lopez de Prado
Professor of Practice, School of Engineering, Cornell University
Подтвержден адрес электронной почты в домене cornell.edu - Главная страница
Название
Процитировано
Процитировано
Год
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
5122010
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
3962012
The Volume Clock: Insights into the High Frequency Paradigm
D Easley, M Lopez de Prado, M O'Hara
The Journal of Portfolio Management, 2012
1552012
Advances in Financial Machine Learning
M Lopez de Prado
https://www.amazon.com/Advances-Financial-Machine-Learning-Marcos/dp …, 2018
143*2018
Advances in Financial Machine Learning
M Lopez de Prado
Wiley 1, 1-400, 2018
143*2018
The Sharpe Ratio Efficient Frontier
DH Bailey, M Lopez de Prado
The Journal of Risk, 2012
1222012
Pseudo-mathematics and financial charlatanism: The effects of backtest overfitting on out-of-sample performance
DH Bailey, J Borwein, M Lopez de Prado, QJ Zhu
Notices of the American Mathematical Society 61 (5), 458-471, 2014
1212014
Discerning Information from Trade Data
D Easley, M O'Hara
http://ssrn.com/abstract=1989555, 2015
112*2015
Solving the optimal trading trajectory problem using a quantum annealer
G Rosenberg, P Haghnegahdar, P Goddard, P Carr, K Wu, ML De Prado
IEEE Journal of Selected Topics in Signal Processing 10 (6), 1053-1060, 2016
822016
The deflated Sharpe ratio: correcting for selection bias, backtest overfitting, and non-normality
DH Bailey, ML De Prado
The Journal of Portfolio Management 40 (5), 94-107, 2014
772014
The probability of backtest overfitting
DH Bailey, J Borwein, M Lopez de Prado, QJ Zhu
Journal of Computational Finance, forthcoming, 2016
752016
Building diversified portfolios that outperform out of sample
ML De Prado
The Journal of Portfolio Management 42 (4), 59-69, 2016
642016
The Exchange of Flow Toxicity
D Easley, M Lopez de Prado, M O'Hara
The Journal of Trading 6 (2), 8-13, 2011
472011
Measuring loss potential of hedge fund strategies
M Lopez de Prado, A Peijan
Journal of Alternative Investments 7 (1), 7-31, 2004
402004
VPIN and the flash crash: A rejoinder
D Easley, MML de Prado, M O'Hara
Journal of Financial Markets 17, 47-52, 2014
362014
Optimal Execution Horizon
D Easley, M Lopez de Prado, M O'Hara
252012
The 10 Reasons Most Machine Learning Funds Fail
ML De Prado
The Journal of Portfolio Management 44 (6), 120-133, 2018
212018
Measuring flow toxicity in a high frequency world
D Easley, ML de Prado, M O’Hara
Unpublished Working paper, Cornell University and Tudor Investment Corp, 2010
212010
High-frequency trading: New realities for traders, markets and regulators
D Easley, MML de Prado, M O'Hara
Incisive Media, 2013
192013
The future of empirical finance
ML De Prado
The Journal of Portfolio Management 41 (4), 140-144, 2015
18*2015
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