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Marcos Lopez de Prado
Marcos Lopez de Prado
Professor of Practice, School of Engineering, Cornell University
Verified email at cornell.edu - Homepage
Title
Cited by
Cited by
Year
Advances in Financial Machine Learning
M Lopez de Prado
Wiley 1, 1-400, 2018
685*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
6342010
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
5772012
Building diversified portfolios that outperform out-of-sample
M Lopez de Prado
Journal of Portfolio Management, 2016
3312016
The Sharpe Ratio Efficient Frontier
DH Bailey, M Lopez de Prado
The Journal of Risk, 2012
2462012
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
2382015
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
2142014
The Volume Clock: Insights into the High Frequency Paradigm
D Easley, M Lopez de Prado, M O'Hara
The Journal of Portfolio Management, 2012
1942012
Machine learning for asset managers
MML de Prado
Elements in Quantitative Finance, 2020
1472020
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
The probability of backtest overfitting
DH Bailey, J Borwein, M Lopez de Prado, QJ Zhu
Journal of Computational Finance, forthcoming, 2016
1302016
Discerning Information from Trade Data
D Easley, M O'Hara
http://ssrn.com/abstract=1989555, 2015
1292015
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
802021
Bulk classification of trading activity
D Easley, M Lopez de Prado, M O’Hara
Johnson School Research Paper Series 8 (6), 14, 2012
692012
The 10 reasons most machine learning funds fail
M López de Prado
Journalof Portfolio Management, Forthcoming, 2018
682018
The Exchange of Flow Toxicity
D Easley, M Lopez de Prado, M O'Hara
The Journal of Trading 6 (2), 8-13, 2011
56*2011
VPIN and the flash crash: A rejoinder
D Easley, MML de Prado, M O'Hara
Journal of Financial Markets 17, 47-52, 2014
542014
Machine Learning for Econometricians: The Readme Manual.
M López de Prado
Journal of Financial Data Science 4 (3), 2022
51*2022
Measuring loss potential of hedge fund strategies
M Lopez de Prado, A Peijan
Journal of Alternative Investments 7 (1), 7-31, 2004
48*2004
Detection of false investment strategies using unsupervised learning methods
M López de Prado, MJ Lewis
Quantitative Finance 19 (9), 1555-1565, 2019
462019
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Articles 1–20