About the Authors

Manish Singh

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

Affiliations MIT Laboratory for Financial Engineering, Cambridge, Massachusetts, United States of America, Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, Cambridge, Massachusetts, United States of America, Computer Science and Artificial Intelligence Laboratory, Massachusetts Institute of Technology, Cambridge, Massachusetts, United States of America

Qingyang Xu

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

Affiliations MIT Laboratory for Financial Engineering, Cambridge, Massachusetts, United States of America, Operations Research Center, Massachusetts Institute of Technology, Cambridge, Massachusetts, United States of America

Sarah J. Wang

Roles Data curation, Software

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

Tinah Hong

Roles Data curation

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

Mohammad M. Ghassemi

Roles Conceptualization, Investigation, Methodology, Supervision, Validation, Writing – review & editing

Affiliations Department of Computer Science and Engineering, Michigan State University, East Lansing, MI, United States of America, Ghamut Corporation, East Lansing, MI, United States of America

Andrew W. Lo

Roles Conceptualization, Investigation, Methodology, Project administration, Resources, Supervision, Validation, Writing – original draft, Writing – review & editing

alo-admin@mit.edu

Affiliations MIT Laboratory for Financial Engineering, Cambridge, Massachusetts, United States of America, Operations Research Center, Massachusetts Institute of Technology, Cambridge, Massachusetts, United States of America, Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, Cambridge, Massachusetts, United States of America, MIT Sloan School of Management, Cambridge, Massachusetts, United States of America, Computer Science and Artificial Intelligence Laboratory, Massachusetts Institute of Technology, Cambridge, Massachusetts, United States of America

Competing Interests

AWL reports personal investments in private biotechnology companies, biotechnology venture capital funds, and mutual funds. AWL is a co-founder and principal of QLS Advisors LLC, a healthcare investments advisor, and QLS Technologies LLC, a healthcare analytics and consulting company; a director of AbCellera, Annual Reviews, Atomwise, BridgeBio Pharma, and Roivant Sciences; and an advisor to Apricity Health, Aracari Bio, BrightEdge Impact Fund, Enable Medicine, FINRA, Lazard, NIH/NCATS, Quantile Health, SalioGen Therapeutics, Swiss Finance Institute, and Thal?s. During the most recent six-year period, AWL has received speaking/consulting fees from AbCellera, AlphaSimplex Group, Annual Reviews, Apricity Health, Aracari Bio, Atomwise, Bernstein Fabozzi Jacobs Levy Award, BridgeBio, Cambridge Associates, Chicago Mercantile Exchange, Enable Medicine, Financial Times Prize, Harvard Kennedy School, IMF, Journal of Investment Management, Lazard, National Bank of Belgium, New Frontier Advisors/Markowitz Award, Oppenheimer, Princeton University Press, Q Group, QLS Advisors, Quantile Health, Research Affiliates, Roivant Sciences, SalioGen Therapeutics, Swiss Finance Institute, and WW Norton. MS, QX, SJW, TH and MMG report no competing interests. There are no patents, products in development or marketed products associated with this research to declare. I confirm that competing interest doesn’t alters the data availability statement given by authors.