Andrew W. Lo
Charles E. and Susan T. Harris Professor, MIT Sloan School of Management
Biography
Andrew W. Lo is the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management, director of the MIT Laboratory for Financial Engineering, a principal investigator at the MIT Computer Science and Artificial Intelligence Laboratory, and an affiliated faculty member of the MIT Department of Electrical Engineering and Computer Science. His current research interests include: applications of machine learning to credit risk management, drug discovery, cancer therapeutics, and real-time psychophysiological data from financial traders; interpretability of machine-learning models; and evolutionary models of financial market dynamics. He has published numerous articles in finance and economics journals (see http://alo.mit.edu), and his most recent book is Adaptive Markets: Financial Evolution at the Speed of Thought. He is currently co-editor of the Annual Review of Financial Economics. He received a B.A. from Yale and an M.A. and Ph.D. from Harvard, all in economics.