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Marcos López de Prado
Global Head - Quantitative Research & Development at ABU DHABI INVESTMENT AUTHORITY

Profile

Marcos Lopez de Prado is Global Head – Quantitative Research and Development at the Abu Dhabi Investment Authority. His department is tasked with applying a systematic, science-based approach to developing and implementing investment strategies. He is also Professor of Practice at Cornell University, where he teaches machine learning at the School of Engineering. Prof. López de Prado is a recognized expert in financial machine learning. His innovations have covered and connected a wide range of subjects, including overfitting prevention, signal processing, quantum computing, stochastic optimal control, robust convex optimization, and market microstructure. These innovations have resulted in dozens of scientific articles in the leading academic journals, and 13 patents, most of which have been acquired by asset management companies. Prof. López de Prado has published several popular textbooks, including Advances in Financial Machine Learning (Wiley, 2018), and Machine Learning for Asset Managers (Cambridge University Press, 2020). He is a founding co-editor of The Journal of Financial Data Science, and the Social Science Research Network ranks him as one of the most-read authors in economics. Since 2011, Prof. López de Prado has been a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science), where he has conducted research on scientific supercomputing. In the year 1999 he received the National Award for Academic Excellence from the Government of Spain, and in 2019, The Journal of Portfolio Management named him "Quant of the Year." Last December, the U.S. Congress invited him to testify on AI policy.

Agenda Sessions

  • Machine learning: Separating fact from fiction

    09:05