Adlar J. Kim

Massachusetts Institute of Technology (MIT)

Postdoctoral Associate

77 Massachusetts Avenue

Cambridge, MA 02139-4307

United States

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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Top 38,207

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11

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Consumer Credit Risk Models Via Machine-Learning Algorithms

AFA 2011 Denver Meetings Paper
Number of pages: 49 Posted: 13 Mar 2010 Last Revised: 28 Mar 2010
Amir Khandani, Adlar J. Kim and Andrew W. Lo
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,071 (20,086)
Citation 15

Abstract:

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Household Behavior, Consumer Credit Risk, Risk Management, Credit Card Borrowing, Machine Learning, Nonparametric Estimation

2.

Modeling Stock Order Flows and Learning Market-Making from Data

Technical Report CBCL Paper No. 217 / AI Memo No. 2002-009, M.I.T., Cambridge, MA
Number of pages: 8 Posted: 28 Jul 2008
Massachusetts Institute of Technology (MIT), University of California, Riverside (UCR) and Massachusetts Institute of Technology (MIT) - Department of Brain and Cognitive Sciences
Downloads 597 (45,364)
Citation 2

Abstract:

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reinforcement learning, market making, order flow, market simulation

3.

Securities Trading of Concepts (STOC)

Number of pages: 58 Posted: 23 Jul 2008 Last Revised: 20 Sep 2010
University of California, Los Angeles (UCLA) - Department of Urology, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Department of Brain and Cognitive Sciences and AlphaSimplex Group, LLC
Downloads 324 (94,972)
Citation 12

Abstract:

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prediction markets, experimental markets, new product development, consumer preferences