Chaudhuri, Shomesh, Andrew W. Lo, Danying Xiao, and Qingyang Xu. Harvard Data Science Review Vol. S1, (2020): 1-37. Download Paper.
Wong, Chi Heem, Kien Wei Siah, and Andrew W. Lo. Harvard Data Science Review Vol. S1, (2020): 1-47. Download Paper.
Vu, Jonathan, Ben Kaplan, Shomesh E. Chaudhuri, Monique Mansoura, and Andrew W. Lo. DIA Global Forum, May 2020.
Xu, Qingyang, and Andrew W. Lo. Journal of Investment Management Vol. 18, No. 1 (2020): 90-98.
Lo, Andrew W. Harvard Data Science Review, December 2019.
Hull, John, Andrew W. Lo, and Roger M. Stein. Journal of Investment Management Vol. 17, No. 4 (2019): 1-33. SSRN Preprint.