Marcos López de Prado

Available identifiers

zbMath Open lopez-de-prado.marcosMaRDI QIDQ1736551

List of research outcomes

Publication	Date of Publication	Type
Dimension Walks on Generalized Spaces	2022-05-10	Paper
The False Strategy Theorem: A Financial Application of Experimental Mathematics	2021-11-09	Paper
A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES	2021-03-16	Paper
Do Financial Gurus Produce Reliable Forecasts?	2020-07-21	Paper
Detection of false investment strategies using unsupervised learning methods	2019-09-26	Paper
An open-source implementation of the critical-line algorithm for portfolio optimization	2019-03-26	Paper
How hard is it to pick the right model? MCS and backtest overfitting	2018-09-13	Paper
Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance	2016-06-15	Paper
OPTIMAL EXECUTION HORIZON	2015-07-15	Paper
A mixture of Gaussians approach to mathematical portfolio oversight: the EF3M algorithm	2015-04-08	Paper
Stochastic flow diagrams	2014-07-04	Paper
The topology of macro financial flows: An application of stochastic flow diagrams	2014-07-04	Paper
The strategy approval decision: A Sharpe ratio indifference curve approach	2014-06-13	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Marcos López de Prado