313 citations · 315 across the 4 of their papers we have counts for
5 papers
Is Smaller Better: A Proposal To Consider Bacteria For Biologically Inspired Modeling
Archana Ram, Andrew Lo
Bacteria are easily characterizable model organisms with an impressively complicated set of capabilities. Among their capabilities is quorum sensing, a detailed cell-cell signaling…
Privacy-Preserving Methods for Sharing Financial Risk Exposures
Emmanuel A. Abbe, Amir E. Khandani, Andrew W. Lo
Unlike other industries in which intellectual property is patentable, the financial industry relies on trade secrecy to protect its business processes and methods, which can obscur…
Is It Real, or Is It Randomized?: A Financial Turing Test
Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola
We construct a financial "Turing test" to determine whether human subjects can differentiate between actual vs. randomized financial returns. The experiment consists of an online v…
A Computational View of Market Efficiency
Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola
We propose to study market efficiency from a computational viewpoint. Borrowing from theoretical computer science, we define a market to be \emph{efficient with respect to resource…
Frontiers of finance: Evolution and efficient markets
J. Doyne Farmer, Andrew W. Lo
In this review article we explore several recent advances in the quantitative modeling of financial markets. We begin with the Efficient Markets Hypothesis and describe how this co…