Marcos López de Prado

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

Natalia Díaz-Rodríguez, Javier Del Ser, Mark Coeckelbergh et al. · Information Fusion · 2023 · 588 citations · Full text

Flow Toxicity and Liquidity in a High-frequency World

David Easley, Marcos López de Prado, Maureen O’Hara · Review of Financial Studies · 2012 · 511 citations

Engineering, Liquid-liquid Flow, Volume Prediction +19

The Microstructure of the “Flash Crash”: <i>Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading</i>

David Easley, Marcos López de Prado, Maureen O’Hara · The Journal of Portfolio Management · 2011 · 401 citations

Market Microstructure, Economics, Financial Economics +15

Building Diversified Portfolios that Outperform Out of Sample

Marcos López de Prado · The Journal of Portfolio Management · 2016 · 263 citations

Portfolio Management, Hierarchical Risk Parity, Portfolio Choice +17

Algorithmic and High Frequency Trading

Marcos López de Prado · Quantitative Finance · 2016 · 211 citations

Economics, Computational Economics, High-frequency Trading +14