Andrew W. Lo
- The Statistics of Sharpe Ratios
2002/07/01 by Andrew W. Lo · 7 citations
- A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks
1994/07/01 by James M. Hutchinson, JAMES M. HUTCHINSON, ANDREW W. LO +3 · 13 citations
Economics, Econometrics and Finance · Decision Sciences · Computer Science · #Stochastic processes and financial applications #Stock Market Forecasting Methods #Neural Networks and Applications
- Nonparametric risk management and implied risk aversion
2000/01/01 by Yacine Aı̈t-Sahalia, Andrew W. Lo · 8 citations
Economics, Econometrics and Finance · #Economic theories and models #Monetary Policy and Economic Impact #Stochastic processes and financial applications
- LLM economicus? Mapping the Behavioral Biases of LLMs via Utility Theory
2024/08/05 by J. C. Ross, Ross, Jillian, Yoon-Ji Kim +3 · 17 citations
Business, Management and Accounting · #Private Equity and Venture Capital #ERP Systems Implementation and Impact #Cooperative Studies and Economics
- A Computational View of Market Efficiency
2009/08/31 by Jasmina Hasanhodzic, Hasanhodzic, Jasmina, Andrew W. Lo +3 · 1 voice
Economics, Econometrics and Finance · Decision Sciences · #Complex Systems and Time Series Analysis #Economic theories and models #Stock Market Forecasting Methods
- Is It Real, or Is It Randomized?: A Financial Turing Test
2010/02/24 by Jasmina Hasanhodzic, Hasanhodzic, Jasmina, Andrew W. Lo +3 · 1 voice
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Artificial Intelligence in Games #Complex Systems and Time Series Analysis #Stock Market Forecasting Methods #cs.CE #cs.HC #q-fin.GN
- AUTOCT: Automating Interpretable Clinical Trial Prediction with LLM Agents
2025/06/04 by Fengze Liu, Liu, Fengze, Haoyu Wang +7 · 1 citation
Computer Science · Medicine · #Machine Learning in Healthcare #Artificial Intelligence in Healthcare and Education #Explainable Artificial Intelligence (XAI)