Tomaso Poggio

Massachusetts Institute of Technology (MIT) - Department of Brain and Cognitive Sciences

Uncas and Helen Whitaker Professor

Artificial Intelligence Labratory

Cambridge, MA 02139

United States

  • Massachusetts Institute of Technology (MIT) - Department of Brain and Cognitive Sciences

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    • Tel: (617) 253-5230
SCHOLARLY PAPERS

4

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73

Scholarly Papers (4)

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1.

Agent-Based Models of Financial Markets: A Comparison with Experimental Markets

Number of pages: 47 Posted: 19 Nov 2001
Tomaso Poggio, Andrew W. Lo, Blake LeBaron and Nicholas T. Chan
Massachusetts Institute of Technology (MIT) - Department of Brain and Cognitive Sciences, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Brandeis University - International Business School and AlphaSimplex Group, LLC
Downloads 1,749 (19,736)
Citation 12

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Agent-Based Models, Artificial Markets, Experimental Markets, Market Microstructure

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
Adlar J. Kim, Christian R. Shelton and Tomaso Poggio
Massachusetts Institute of Technology (MIT), University of California, Riverside (UCR) and Massachusetts Institute of Technology (MIT) - Department of Brain and Cognitive Sciences
Downloads 797 (61,394)
Citation 4

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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
Ely Dahan, Adlar J. Kim, Andrew W. Lo, Tomaso Poggio and Nicholas T. Chan
University of California, Los Angeles (UCLA) - Department of Urology, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Department of Brain and Cognitive Sciences and AlphaSimplex Group, LLC
Downloads 400 (143,971)
Citation 13

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

4.

A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

NBER Working Paper No. w4718
Number of pages: 51 Posted: 16 Aug 2000 Last Revised: 29 Nov 2022
James M. Hutchinson, Andrew W. Lo and Tomaso Poggio
Paralation Capital LLC, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Department of Brain and Cognitive Sciences
Downloads 234 (252,420)
Citation 30

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