Papers

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ABSTRACT

Law is Code: A Software Engineering Approach to Analyzing the United States Code

Big Data and Financial Technology 2015 Li, William, Pablo Azar, David LaRochelle, Phil Hill, and Andrew W. Lo, Journal of Business & Technology Law 10(5), 297-374.
ABSTRACT

Using Algorithmic Attribution Techniques to Determine Authorship in Unsigned Judicial Opinions

Big Data and Financial Technology 2013 Li, William, Pablo Azar, David Larochelle, Phil Hill, James Cox, Robert C. Berwick, and Andrew W. Lo, Stanford Technology Review 13, 503-534.
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Moore’s Law versus Murphy’s Law: Algorithmic Trading and Its Discontents

Big Data and Financial Technology 2013 Kirilenko, Andrei and Andrew W. Lo, Journal of Economic Perspectives 27, 51-72.
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Learning Connections in Financial Time Series

Big Data and Financial Technology 2013 Ganeshapillai, Gartheeban, John Guttag, and Andrew W. Lo, Proceedings of the 30th International Conference on Machine Learning (ICML-13) 30, 109-117.
ABSTRACT

Privacy-Preserving Methods for Sharing Financial Risk Exposures

Big Data and Financial Technology, Risk Management and Systemic Risk 2012 Abbe, Emmanuel A., Amir E. Khandani, and Andrew W. Lo, American Economic Review: Papers and Proceedings 102, 65-70.
ABSTRACT

A Computational View of Market Efficiency

Big Data and Financial Technology, Foundations of Financial Behavior and Adaptive Markets 2011 Hasanhodzic, Jasmina, Andrew W. Lo, and Emanuele Viola, Quantitative Finance 7, 1043-1050.
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What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data

Big Data and Financial Technology 2011 Khandani, Amir E. and Andrew W. Lo, Journal of Financial Markets 14, 1-46.
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Securities Trading of Concepts (STOC)

Big Data and Financial Technology 2011 Dahan, Ely, Adlar J. Kim, Andrew W. Lo, Tomaso Poggio, and Nicholas Chan, Journal of Marketing Research 48, 497-517.
ABSTRACT

Consumer Credit Risk Models via Machine-Learning Algorithms

Big Data and Financial Technology, Risk Management and Systemic Risk 2010 Khandani, Amir E., Adlar J. Kim, and Andrew W. Lo, Journal of Banking & Finance 34, 2767-2787.