Marcos López de Prado

Publication Activity (10 Years)

Years Active: 2013-2023
Publications (10 Years): 8

Top Topics

Fast Fourier Transform

Learning Automata

Dimensionality Reduction

Top Venues

Algorithmic Finance

IEEE J. Sel. Top. Signal Process.

Publications

Joshua Chung, Marcos López de Prado, Horst D. Simon, Kesheng Wu
Data Driven Dimensionality Reduction to Improve Modeling Performance✱. SSDBM (2023)
Natalia Díaz Rodríguez, Javier Del Ser, Mark Coeckelbergh, Marcos López de Prado, Enrique Herrera-Viedma, Francisco Herrera
Connecting the Dots in Trustworthy Artificial Intelligence: From AI Principles, Ethics, and Key Requirements to Responsible AI Systems and Regulation. CoRR (2023)
Natalia Díaz Rodríguez, Javier Del Ser, Mark Coeckelbergh, Marcos López de Prado, Enrique Herrera-Viedma, Francisco Herrera
Connecting the dots in trustworthy Artificial Intelligence: From AI principles, ethics, and key requirements to responsible AI systems and regulation. Inf. Fusion 99 (2023)
Marcos López de Prado, David H. Bailey
The False Strategy Theorem: A Financial Application of Experimental Mathematics. Am. Math. Mon. 128 (9) (2021)
Diego Aparicio, Marcos López de Prado
How hard is it to pick the right model? MCS and backtest overfitting. Algorithmic Finance 7 (1-2) (2018)
Gili Rosenberg, Poya Haghnegahdar, Phil Goddard, Peter Carr, Kesheng Wu, Marcos López de Prado
Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer. IEEE J. Sel. Top. Signal Process. 10 (6) (2016)
Gili Rosenberg, Poya Haghnegahdar, Phil Goddard, Peter Carr, Kesheng Wu, Marcos López de Prado
Solving the optimal trading trajectory problem using a quantum annealer. WHPCF@SC (2015)
Gili Rosenberg, Poya Haghnegahdar, Phil Goddard, Peter Carr, Kesheng Wu, Marcos López de Prado
Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer. CoRR (2015)
Neil J. Calkin, Marcos López de Prado
Stochastic flow diagrams. Algorithmic Finance 3 (1-2) (2014)
Jung Heon Song, Marcos López de Prado, Horst D. Simon, Kesheng Wu
Exploring irregular time series through non-uniform fast Fourier transform. WHPCF@SC (2014)
Neil J. Calkin, Marcos López de Prado
The topology of macro financial flows: An application of stochastic flow diagrams. Algorithmic Finance 3 (1-2) (2014)
David H. Bailey, Marcos López de Prado, Eva del Pozo
The strategy approval decision: A Sharpe ratio indifference curve approach. Algorithmic Finance 2 (1) (2013)
David H. Bailey, Marcos López de Prado
An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization. Algorithms 6 (1) (2013)