Kien Wei Siah

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

PhD candidate

Cambridge, MA

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 8,335

SSRN RANKINGS

Top 8,335

in Total Papers Downloads

7,224

SSRN CITATIONS
Rank 31,645

SSRN RANKINGS

Top 31,645

in Total Papers Citations

27

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

When Do Investors Freak Out?: Machine Learning Predictions of Panic Selling

Number of pages: 40 Posted: 09 Aug 2021
affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT)
Downloads 5,033 (2,100)

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Panic Selling; Stop-Loss; Tactical Asset Allocation; Freaking Out; Deep Learning; Behavioral Finance

2.

Machine Learning with Statistical Imputation for Predicting Drug Approvals

Number of pages: 60 Posted: 25 May 2017 Last Revised: 21 May 2019
Andrew W. Lo, Kien Wei Siah and Chi Heem Wong
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT)
Downloads 1,230 (21,324)
Citation 3

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biotech; pharmaceuticals; risk management; machine learning

3.

Estimating Clinical Trial Success Rates and Related Parameters in Oncology

Number of pages: 20 Posted: 14 Apr 2019 Last Revised: 09 May 2019
Chi Heem Wong, Kien Wei Siah and Andrew W. Lo
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 448 (82,737)
Citation 23

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Probabilities of Success; Clinical Trials; Biostatistics; Oncology; Healthcare Finance

Financing Correlated Drug Development Projects

Number of pages: 34 Posted: 21 Nov 2020
Andrew W. Lo and Kien Wei Siah
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 351 (108,712)

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Securitization, Capital Structure, Biotech, Drug Development, Healthcare Finance

Financing Correlated Drug Development Projects

Number of pages: 24 Posted: 07 Nov 2020
Andrew W. Lo and Kien Wei Siah
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 58 (460,405)

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Securitization; Biotechnology; Research Backed Obligation; Biomedical Mega-Fund; Portfolio Theory; Monte Carlo Simulation

Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs

Number of pages: 27 Posted: 18 May 2020 Last Revised: 27 Jun 2021
Andrew W. Lo, Kien Wei Siah and Chi Heem Wong
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT)
Downloads 26 (625,081)
Citation 1

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Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs

Number of pages: 27 Posted: 04 Jun 2020
Andrew W. Lo, Kien Wei Siah and Chi Heem Wong
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT)
Downloads 24 (639,786)

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Vaccines, Antibiotics, Infections Diseases, Clinical Trials, Probabilities of Success

6.

Predicting Drug Approvals: The Novartis Data Science and Artificial Intelligence Challenge

Number of pages: 21 Posted: 02 Mar 2021
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Novartis, Novartis, Novartis, Novartis, Novartis, Novartis, Novartis, Genomics Institute of the Novartis Research Foundation, Genomics Institute of the Novartis Research Foundation, Genomics Institute of the Novartis Research Foundation, Genomics Institute of the Novartis Research Foundation and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 29 (594,834)
Citation 1

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7.

A Cost/Benefit Analysis of Clinical Trial Designs for Covid-19 Vaccine Candidates

Number of pages: 54 Posted: 07 Oct 2020 Last Revised: 08 Sep 2021
affiliation not provided to SSRN, Berry Consultants, LLC, affiliation not provided to SSRN, Pfizer, Inc., Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT)
Downloads 25 (614,158)

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8.

Just How Good an Investment is the Biopharmaceutical Sector?

Nature Biotechnology 35 (12), 1149-1157 (2017)
Posted: 22 May 2018
University of Minnesota - Carlson School of Management, Independent, Independent, Independent, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

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Biotechnology, Pharmaceuticals, Drug Development, Health Care Economics, Business Strategy in Drug Development, Risk