Hydrodynamics of Markets: Hidden Links Between Physics and Finance.
Professor Alex Lipton explores the connection between physics and financial engineering through Kelvin waves, solving key models like Black-Scholes, Heston, and volatility swaps.
Data Driven Dimensionality Reduction to Improve Modelling Performance
Chung, Lopez de Prado, H. Simon, and K. Wu explore feature clustering for dimensionality reduction in noisy data using parallel computing framework to optimize hyperparameters for improved model accuracy.
Ranking Empirical Evidence in Finance
This article proposes a hierarchy of empirical evidence in relation to causal claims relating to the use of causal inference in financial economics.
Lopez de Prado, M. (2023) Finance. ADIA Lab Research Paper Series, No. 4.
Connecting the Dots in Trustworthy Artificial Intelligence: From AI Principles, Ethics, and Key Requirements to Responsible AI Systems and Regulation.
Trustworthy Artificial Intelligence (AI) is based on seven technical requirements sustained over three main pillars that should be met throughout the system's entire life cycle: it should be lawful, ethical, and robust
Díaz-Rodríguez, N., J. Del Ser, M. Coeckelbergh, M. Lopez de Prado, E. Herrera-Viedma, and F. Herrera (2023).
Where are the Factors in Factor Investing?
Where are the Factors in Factor Investing?, Lopez de Prado, M. (2023). ADIA Lab Research Paper Series, No. 2.
Causal Factor Investing: Can factor investing become scientific?
Causal Factor Investing: Can factor investing become scientific?
Lopez de Prado, M. (2022)