Recent Publications

Lopez de Prado, M., A. Lipton, and V. Zoonekynd (2024): “The Case for Causal Factor Investing.” ADIA Lab Research Paper Series, No. 9

Lipton, A., A. Antonov, and M. Lopez de Prado (2024): "Overcoming Markowitz's Instability with the Help of the Hierarchical Risk Parity (HRP): Theoretical Evidence." ADIA Lab Research Paper Series, No. 8.

Lopez de Prado, M., and V. Zoonekynd (2024): “Why Has Factor Investing Failed?: The Role of Specification Errors.” ADIA Lab Research Paper Series, No. 7.

Lipton, A. (2023): “Hydrodynamics of Markets: Hidden Links Between Physics and Finance.” ADIA Lab Research Paper Series, No. 6.

Chung, J, M. Lopez de Prado, H. Simon, and K. Wu (2023): “Data Driven Dimensionality Reduction to Improve Modelling Performance.” ADIA Lab Research Paper Series, No. 5.

Lopez de Prado, M. (2023): “Ranking Empirical Evidence in Finance.” ADIA Lab Research Paper Series, No. 4.

Díaz-Rodríguez, N., J. Del Ser, M. Coeckelbergh, M. Lopez de Prado, E. Herrera-Viedma, and F. Herrera (2023): "Connecting the Dots in Trustworthy Artificial Intelligence: From AI Principles, Ethics, and Key Requirements to Responsible AI Systems and Regulation." ADIA Lab Research Paper Series, No. 3.

Lopez de Prado, M. (2023): “Where are the Factors in Factor Investing?” ADIA Lab Research Paper Series, No. 2.

Lopez de Prado, M. (2022): “Causal Factor Investing: Can factor investing become scientific?” ADIA Lab Research Paper Series, No. 1.