Kien Wei Siah

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

PhD candidate

Cambridge, MA

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 28,997

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Top 28,997

in Total Papers Downloads

2,082

SSRN CITATIONS
Rank 31,677

SSRN RANKINGS

Top 31,677

in Total Papers Citations

27

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

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) - Computer Science and Artificial Intelligence Laboratory (CSAIL)
Downloads 1,212 (20,915)
Citation 3

Abstract:

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biotech; pharmaceuticals; risk management; machine learning

2.

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) - Computer Science and Artificial Intelligence Laboratory (CSAIL), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 415 (87,134)
Citation 23

Abstract:

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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 300 (124,597)

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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 57 (449,512)

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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

NBER Working Paper No. w27176
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) - Computer Science and Artificial Intelligence Laboratory (CSAIL)
Downloads 25 (612,651)
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) - Computer Science and Artificial Intelligence Laboratory (CSAIL)
Downloads 23 (627,262)

Abstract:

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

5.

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 25 (594,993)
Citation 1

Abstract:

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6.

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

NBER Working Paper No. w27882
Number of pages: 54 Posted: 07 Oct 2020 Last Revised: 27 Jun 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) - Computer Science and Artificial Intelligence Laboratory (CSAIL)
Downloads 24 (601,610)

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7.

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

Number of pages: 40
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) - Computer Science and Artificial Intelligence Laboratory (CSAIL)
Downloads 1

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

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) - Computer Science and Artificial Intelligence Laboratory (CSAIL) 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