Alexander Lipton

Abu Dhabi Investment Authority

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Causal Factor Analysis is a Necessary Condition for Investment Efficiency

Number of pages: 14 Posted: 24 Feb 2025 Last Revised: 09 Apr 2025
Marcos Lopez de Prado, Marcos Lopez de Prado, Alexander Lipton and Vincent Zoonekynd
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority, Abu Dhabi Investment Authority and Abu Dhabi Investment Authority
Downloads 2,295 (14,037)

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Causal inference, causal discovery, confounder, collider, factor investing, portfolio construction, efficient frontier, investment losses

2.

Quantum Two-Sample Test for Investment Strategies

Number of pages: 29 Posted: 16 Apr 2024 Last Revised: 15 Nov 2024
David Garvin, Oleksiy Kondratyev, Alexander Lipton and Marco Paini
Rigetti Computing, Imperial College London - Department of Mathematics, Abu Dhabi Investment Authority and Rigetti Computing
Downloads 445 (139,366)
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density matrix, financial time series, Frobenius distance, maximum mean discrepancy, parameterised quantum circuit, quantum computing, two-sample test

3.

Density Matrix Classifier

Number of pages: 18 Posted: 03 Dec 2024
David Garvin, Oleksiy Kondratyev, Alexander Lipton and Marco Paini
Rigetti Computing, Imperial College London - Department of Mathematics, Abu Dhabi Investment Authority and Rigetti Computing
Downloads 77 (665,120)

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