Výsledky vyhľadávania - "López de Prado, Marcos"

Causal Factor Analysis is a Necessary Condition for Investment Efficiency.

Autori: López de Prado, Marcos Lipton, Alexander Zoonekynd, Vincent

Zdroj: Journal of Portfolio Management. Nov2025, Vol. 52 Issue 1, p7-19. 13p.

Predmety: *PORTFOLIO management (Investments), *RISK-return relationships, *ASSET management, *CAPITAL allocation, CAUSAL models, CAUSATION (Philosophy)

Machine Learning for Econometricians: The Readme Manual.

Autori: López de Prado, Marcos

Zdroj: Journal of Financial Data Science; Summer2022, Vol. 4 Issue 3, p10-30, 21p

Predmety: MACHINE learning, ECONOMICS, PRIVATE sector, FINANCIAL research, REGRESSION analysis

Enhancing Markowitz's portfolio selection paradigm with machine learning.

Autori: López de Prado, Marcos Simonian, Joseph Fabozzi, Francesco A. a ďalší

Zdroj: Annals of Operations Research; Mar2025, Vol. 346 Issue 1, p319-340, 22p

Predmety: MACHINE learning, NATURAL language processing, LANGUAGE models, FEATURE selection, PORTFOLIO management (Investments)

Causal Factor Investing: Can Factor Investing Become Scientific?

Autori: López de Prado, Marcos M.

Predmety: finance

Popis súboru: image/jpeg

Prístupová URL adresa: http://doi.org/10.1017/9781009397315
https://directory.doabooks.org/handle/20.500.12854/143034

Where Are the Factors in Factor Investing?

Autori: López de Prado, Marcos

Zdroj: Journal of Portfolio Management; Apr2023, Vol. 49 Issue 5, p6-20, 15p

Predmety: CHARTS, diagrams, etc., COMMISSION merchants, INVESTMENTS, ECONOMETRICS, CAUSATION (Criminal law)

Enhancing diversification in fixed-income portfolios: an entropy-based optimization framework.

Autori: Bajo Traver, Mario

Zdroj: Journal of Asset Management; Dec2025, Vol. 26 Issue 7, p863-882, 20p

An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization.

Autori: Bailey, David H. López de Prado, Marcos

Zdroj: Algorithms; Mar2013, Vol. 6 Issue 1, p169-196, 28p, 2 Charts, 1 Graph

Predmety: OPEN source software, ALGORITHMS, INVESTMENTS, DECISION making, QUADRATIC programming, RISK aversion

The Future of Empirical Finance.

Autori: LÓPEZ DE PRADO, MARCOS

Zdroj: Journal of Portfolio Management; Summer2015, Vol. 41 Issue 4, p140-144, 5p

Predmety: PORTFOLIO management (Investments), FALSE discovery rate, TIME series analysis, FINANCIAL management, INVESTMENT analysis

The Stack Inversion: On Algo-Centrism and the Complex Architecture of Automated Financial Securities Trading Systems.

Autori: Hansen, Kristian Bondo

Zdroj: Science, Technology & Human Values; Sep2025, Vol. 50 Issue 5, p932-961, 30p

Predmety: ELECTRONIC trading of securities, ALGORITHMIC bias, SECURITIES, RESPONDENTS, COMPUTER systems, TECHNOLOGICAL societies

Domain Knowledge Preservation in Financial Machine Learning: Evidence from Autocallable Note Pricing.

Autori: Ahnouch, Mohammed Elaachak, Lotfi Le Saout, Erwan

Zdroj: Risks; Jul2025, Vol. 13 Issue 7, p128, 15p

Predmety: DERIVATIVE securities, MACHINE learning, MATHEMATICAL optimization

A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python.

Autori: Mallieswari, R. Palanisamy, Varadharajan Senthilnathan, Arthi Thangavelu a ďalší

Zdroj: Economics: Innovative & Economic Research Journal / Casopis za Ekonomsku Teoriju i Analizu; Aug2024, Vol. 12 Issue 2, p113-127, 15p

Predmety: OPTIMIZATION algorithms, MONTE Carlo method, STOCK index futures, DETERMINISTIC algorithms, PRICE indexes

The False Strategy Theorem: A Financial Application of Experimental Mathematics.

Autori: López de Prado, Marcos Bailey, David H.

Zdroj: American Mathematical Monthly; Nov 2021, Vol. 128 Issue 9, p825-831, 7p

Flow Toxicity and Liquidity in a High-frequency World.

Autori: Easley, David López de Prado, Marcos M. O'Hara, Maureen

Zdroj: Review of Financial Studies; May2012, Vol. 25 Issue 5, p1457-1493, 37p

Where and how machine learning plays a role in climate finance research.

Autori: Alonso-Robisco, Andres Bas, Javier Carbo, Jose Manuel a ďalší

Zdroj: Journal of Sustainable Finance & Investment; Apr2025, Vol. 15 Issue 2, p456-497, 42p

Predmety: MACHINE learning, CLIMATE change, FINANCE, ENVIRONMENTAL, social, & governance factors, BIODIVERSITY

A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES.

Autori: LIPTON, ALEXANDER LÓPEZ DE PRADO, MARCOS

Zdroj: International Journal of Theoretical & Applied Finance; Dec2020, Vol. 23 Issue 8, pN.PAG-N.PAG, 34p

Predmety: ORNSTEIN-Uhlenbeck process, MARKET makers, PRICES of securities, MONTE Carlo method, SHARPE ratio

Geografický termín: HOBOKEN (N.J.)

Korporácia: JOHN Wiley & Sons Inc.

Detection of false investment strategies using unsupervised learning methods.

Autori: López de Prado, Marcos Lewis, Michael J.

Zdroj: Quantitative Finance; Sep2019, Vol. 19 Issue 9, p1555-1565, 11p, 3 Diagrams, 1 Graph

Predmety: INVESTMENT policy, MACHINE learning

Quick Introduction into the General Framework of Portfolio Theory.

Autori: Kreins, Philipp Maier-Paape, Stanislaus Zhu, Qiji Jim

Zdroj: Risks; Aug2024, Vol. 12 Issue 8, p132, 24p

Predmety: CAPITAL assets pricing model, REWARD (Psychology), CONVEX programming, VECTOR analysis, UTILITY functions

A mixture of Gaussians approach to mathematical portfolio oversight: the EF3M algorithm.

Autori: López de Prado, Marcos Foreman, Matthew D.

Zdroj: Quantitative Finance; May2014, Vol. 14 Issue 5, p913-930, 18p, 2 Diagrams, 4 Charts, 7 Graphs

Predmety: GAUSSIAN distribution, ALGORITHMS, INVESTMENTS, DIFFERENCES, ALLOCATION (Accounting)

Connecting the dots in trustworthy Artificial Intelligence: From AI principles, ethics, and key requirements to responsible AI systems and regulation

Autori: Díaz Rodríguez, Natalia Del Ser Lorente, Javier Coeckelbergh, Mark a ďalší

Prispievatelia: Díaz Rodríguez, Natalia Del Ser Lorente, Javier Coeckelbergh, Mark a ďalší

Predmety: trustworthy AI, AI ethics, responsible AI systems, AI regulation, regulatory sandbox

Popis súboru: application/pdf

Relation: info:eu-repo/grantAgreement/EC/H2020/101059332; info:eu-repo/grantAgreement/MICINN/PID2020-119478GB-I00; https://www.sciencedirect.com/science/article/pii/S1566253523002129; Information Fusion 99 : (2023) // Article ID 101896; https://hdl.handle.net/10810/63411

Dostupnosť: https://hdl.handle.net/10810/63411
https://doi.org/10.1016/j.inffus.2023.101896

Marcos M. López de Prado: Machine learning for asset managers.

Autori: Hinz, Florian

Zdroj: Financial Markets & Portfolio Management; Dec2020, Vol. 34 Issue 4, p507-509, 3p