Marcos Lopez de Prado
Cornell University
H-index: 26
North America-United States
Top articles of Marcos Lopez de Prado
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Overcoming Markowitz's Instability with the Help of the Hierarchical Risk Parity (HRP): Theoretical Evidence | Available at SSRN | Alexandre Antonov Alex Lipton Marcos Lopez de Prado | 2024/3/5 |
Practical Applications of The Hierarchy of Empirical Evidence in Finance | Practical Applications | Marcos López de Prado | 2024/1/24 |
Why Has Factor Investing Failed?: The Role of Specification Errors | The Role of Specification Errors (January 17, 2024) | Marcos Lopez de Prado Vincent Zoonekynd | 2024/1/17 |
Why Has Factor Investing Failed?(Seminar Slides) | Seminar Slides)(April 6, 2024) | Marcos Lopez de Prado Vincent Zoonekynd | 2024/4/6 |
The Case for Causal Factor Investing | Available at SSRN | Marcos Lopez de Prado Alex Lipton Vincent Zoonekynd | 2024/3/27 |
The Hierarchy of Empirical Evidence in Finance. | Journal of Portfolio Management | Marcos López de Prado | 2023/9/1 |
Data Driven Dimensionality Reduction to Improve Modeling Performance✱ | Joshua Chung Marcos Lopez De Prado Horst Simon Kesheng Wu | 2023/7/10 | |
Ranking Empirical Evidence in Finance | Available at SSRN 4425855 | Marcos Lopez de Prado | 2023/4/21 |
Where Are the Factors in Factor Investing? | The Journal of Portfolio Management | Marcos López de Prado | 2023/3/31 |
Causal Factor Investing: Can Factor Investing Become Scientific? | Marcos M López de Prado | 2023/10/31 | |
Can Factor Investing Become Scientific?(Seminar Slides) | Seminar Slides)(January 14, 2023) | Marcos Lopez de Prado | 2023/1/14 |
Practical Applications of Machine Learning for Econometricians: The Readme Manual | Practical Applications | Marcos López de Prado | 2023/9/20 |
Pseudo-Factors and Factor Investing | Available at SSRN 4336002 | Marcos Lopez de Prado | 2023 |
Type I and Type II Errors of the Sharpe Ratio under Multiple Testing. | Journal of Portfolio Management | Marcos López de Prado | 2022/11/1 |
Dimension Walks on Generalized Spaces | arXiv preprint arXiv:2205.04879 | Marcos Lopez de Prado Ana Paula Peron Emilio Porcu | 2022/5/10 |
Quantum Machine Learning and Optimisation in Finance: On the Road to Quantum Advantage | Antoine Jacquier Oleksiy Kondratyev Alexander Lipton Marcos Lopez de Prado | 2022/10/31 | |
Tactical investment algorithms through Monte Carlo backtesting | 2022/8/9 | ||
Machine Learning for Econometricians: The Readme Manual | The Journal of Financial Data Science | Marcos López de Prado | 2022/8/1 |
Mitigation strategies for covid-19: Lessons from the K-SEIR Model calibrated to the observable data | Journal of Risk and Financial Management | Alexander Lipton Marcos Lopez de Prado | 2022/6/1 |
Transaction and trading costs | World Scientific Book Chapters | Frank J Fabozzi Francesco A Fabozzi Marcos López de Prado Stoyan V Stoyanov | 2021 |
Co-Authors
