Dr. Marcos López De Prado

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Biography

Marcos López de Prado is a Visiting Professor at Cornell University’s College of Engineering, specializing in financial machine learning and statistical inference methods. For over 25 years, he has contributed to modernizing finance, with his methods being widely adopted by major investment corporations. He is ranked among the top 10 most-read authors in Economics by the Social Science Research Network. López de Prado has been invited to testify on AI policy before the U.S. Congress and has received several distinguished awards including the National Award for Academic Excellence in 1999 from the Kingdom of Spain and the Quant Researcher of the Year Award in 2019. In 2024, he was appointed Knight Officer of the Royal Order of Civil Merit by King Felipe VI of Spain for his distinguished services to science in the global investment industry. Currently, he serves as the Global Head of Quantitative R&D at the Abu Dhabi Investment Authority (ADIA), one of the largest sovereign wealth funds, and is a founding board member of the ADIA Lab. He has also been a Partner and Head of Machine Learning at AQR Capital Management, and a Senior Managing Director at Guggenheim Partners, managing significant assets with notable risk-adjusted return performance. He has published around 100 scientific articles and authored influential textbooks, including 'Advances in Financial Machine Learning' and 'Machine Learning for Asset Managers.' He earned his PhD in financial econometrics in 2003 and a second PhD in mathematical finance in 2011 from Universidad Complutense de Madrid. Additionally, he has completed post-doctoral research at Harvard University and Cornell University.

Research Interests

Experience

Visiting Professor

2024-01-01 — Present

Cornell University • Ithaca, NY, US

Visiting professor in the College of Engineering specializing in financial machine learning.

Global Head of Quantitative R&D

2021-01-01 — Present

Abu Dhabi Investment Authority • Abu Dhabi, UAE

Leading quantitative research and development strategies for one of the largest sovereign wealth funds.

Requirements for Cornell University

Master Program
Requirements
TOEFL
Listening
Required:15
Reading
Required:20
Writing
Required:20
Speaking
Required:22
Total
Required:100
IELTS
Overall
Required:7
Prerequisites
Bachelor's degree in Architecture or related field
Application Checklist
  • Online application
  • Portfolio (SlideRoom)
  • Academic Statement of Purpose
  • Personal Statement
  • Transcripts
  • Two letters of recommendation
  • Resume/CV
Specialization Notes

Department of Architecture