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VITA

Dr. Marcos López de Prado manages multibillion-dollar funds applying machine learning (ML) and supercomputing technologies. He founded Guggenheim Partners’ Quantitative Investment Strategies (QIS) business, where he developed high-capacity ML strategies that consistently delivered superior risk-adjusted returns. After managing up to $13 billion in assets, Marcos acquired QIS and spun-out that business from Guggenheim in 2018.

In addition to managing funds, between 2011 and 2018 Marcos was also a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). In 2018, SSRN ranked him as the most-read Economics author over the past year. Marcos has published dozens of scientific articles on ML and supercomputing in the leading academic journals, and he holds multiple international patent applications on algorithmic trading. Among several books, Marcos is the author of "Advances in Financial Machine Learning" (Wiley, 2018).

Marcos earned a PhD in Financial Economics (2003), a second PhD in Mathematical Finance (2011) from Universidad Complutense de Madrid, and is a recipient of Spain's National Award for Academic Excellence (1999). He completed his post-doctoral research at Harvard University and Cornell University, where he teaches a Financial ML course at the School of Engineering. Marcos has an Erdős #2 and an Einstein #4 according to the American Mathematical Society.

 

For Finance to serve society, it needs to evolve beyond guesswork and toy models. Just as modern Physics cannot advance without facilities like the Large Hadron Collider (LHC), modern Finance needs machinery up to the complex task at hand. Above, a presentation on Quantum Computing technologies at Exponential Finance 2016.