About the Authors

Andrew W. Lo

Contributed equally to this work with: Andrew W. Lo, Katherine P. Marlowe, Ruixun Zhang

Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Supervision, Validation, Writing – original draft, Writing – review & editing

Affiliations MIT Sloan School of Management, Cambridge, MA, United States of America, MIT Laboratory for Financial Engineering, Cambridge, MA, United States of America, MIT Computer Science and Artificial Intelligence Laboratory, Cambridge, MA, United States of America, Santa Fe Institute, Santa Fe, NM, United States of America

Katherine P. Marlowe

Contributed equally to this work with: Andrew W. Lo, Katherine P. Marlowe, Ruixun Zhang

Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Validation, Writing – original draft, Writing – review & editing

Affiliation MIT Laboratory for Financial Engineering, Cambridge, MA, United States of America

Ruixun Zhang

Contributed equally to this work with: Andrew W. Lo, Katherine P. Marlowe, Ruixun Zhang

Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Validation, Writing – original draft, Writing – review & editing

rxzhang@alum.mit.edu

Affiliation MIT Laboratory for Financial Engineering, Cambridge, MA, United States of America

Competing Interests

The authors have declared that no competing interests exist.