… López de Prado has written the first comprehensive book describing the application of
modern ML to financial modeling. The book blends the latest technological developments in ML …

… The methodology for estimating the VPIN metric is developed in Easley, López de Prado
and O’Hara (2010), and we refer the interested reader to that paper. In this paper we focus on …

Trustworthy Artificial Intelligence (AI) is based on seven technical requirements sustained over
three main pillars that should be met throughout the system’s entire life cycle: it should be …

… The discrete multi-period problem was suggested by López de Prado [18] as being amenable
to solving using a quantum annealer. The contribution of this paper is to investigate the …

… The inevitable consequence is that SR calculations are likely to be the subject of
substantial estimation errors (see Bailey and López de Prado [2] for a confidence band and …

How best to discern trading intentions from market data? We examine the accuracy of three
methods for classifying trade data: bulk volume classification (BVC), tick rule and aggregated …

… The flexibility and power of ML techniques have a dark side. When misused, ML algorithms
… The goal of this article is to expose some of the most common errors made by ML experts …

Portfolio optimization is one of the problems most frequently encountered by financial
practitioners. The main goal of this paper is to fill a gap in the literature by providing a well-…

Learn the principles of quantum machine learning and how to apply them While focus is on
financial use cases, all the methods and techniques are transferable to other fields Purchase …

… in ML analyses. By clearly stating this correspondence, the author’s goal is to facilitate and
reconcile the adoption of ML … statistics to ML so that econometricians may adopt ML tools into …