Marcos López de Prado

According to our database, Marcos López de Prado authored at least 10 papers between 2013 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of two.

2023

Connecting the dots in trustworthy Artificial Intelligence: From AI principles, ethics, and key requirements to responsible AI systems and regulation.

Natalia Díaz Rodríguez, Javier Del Ser, Mark Coeckelbergh, Marcos López de Prado, Enrique Herrera-Viedma, Francisco Herrera

Inf. Fusion, November, 2023

Data Driven Dimensionality Reduction to Improve Modeling Performance✱.

Joshua Chung, Marcos López de Prado, Horst D. Simon, Kesheng Wu

Proceedings of the 35th International Conference on Scientific and Statistical Database Management, 2023

2021

The False Strategy Theorem: A Financial Application of Experimental Mathematics.

Marcos López de Prado, David H. Bailey

Am. Math. Mon., 2021

2018

How hard is it to pick the right model? MCS and backtest overfitting.

Diego Aparicio, Marcos López de Prado

Algorithmic Finance, 2018

2016

Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer.

Gili Rosenberg, Poya Haghnegahdar, Phil Goddard, Peter Carr, Kesheng Wu, Marcos López de Prado

IEEE J. Sel. Top. Signal Process., 2016

2014

The topology of macro financial flows: An application of stochastic flow diagrams.

Neil J. Calkin, Marcos López de Prado

Algorithmic Finance, 2014

Stochastic flow diagrams.

Neil J. Calkin, Marcos López de Prado

Algorithmic Finance, 2014

Exploring irregular time series through non-uniform fast Fourier transform.

Jung Heon Song, Marcos López de Prado, Horst D. Simon, Kesheng Wu

Proceedings of the 7th Workshop on High Performance Computational Finance, 2014

2013

An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization.

David H. Bailey, Marcos López de Prado

Algorithms, 2013

The strategy approval decision: A Sharpe ratio indifference curve approach.

David H. Bailey, Marcos López de Prado, Eva del Pozo

Algorithmic Finance, 2013