Tomaso Poggio

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

Uncas and Helen Whitaker Professor

Artificial Intelligence Labratory

Cambridge, MA 02139

United States

SCHOLARLY PAPERS

4

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CITATIONS
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48

Scholarly Papers (4)

1.

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

MIT Sloan Working Paper No. 4195-01
Number of pages: 47 Posted: 19 Nov 2001
Massachusetts Institute of Technology (MIT) - Brain and Cognitive Sciences, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Brandeis University - International Business School and AlphaSimplex Group, LLC
Downloads 1,385 (9,713)
Citation 7

Abstract:

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) - Brain and Cognitive Sciences
Downloads 483 (42,129)

Abstract:

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) - Brain and Cognitive Sciences and AlphaSimplex Group, LLC
Downloads 292 (81,535)
Citation 6

Abstract:

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
James M. Hutchinson, Andrew W. Lo and Tomaso Poggio
Paralation Capital LLC, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Brain and Cognitive Sciences
Downloads 67 (261,289)
Citation 35

Abstract: