UW WatRISQ/Columbia University (IEOR) Quantitative Finance Seminar Series
Manhattan Institute of Management
- 3rd Floor
Thursday,
Apr 19, 2018 at 6:00 PM EDT
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"description": "https://ticketfi.com/event/2289/uw-watrisqcolumbia-university-ieor-quantitative-finance-seminar-series\n\n\"Join us on April 19th for a joint seminar hosted by WatRISQ, University of Waterloo and Industrial Engineering & Operations Research (IEOR) Columbia University : Machine Learning & Sentiment Analysis in Finance for Statistical Arbitrage presented by Dr. Arun Verma, Quantitative Research Solutions at Bloomberg.\\n\\nAbstract: The high volume and time sensitivity\\/dependence of news and social media stories necessitates automated processing to extract actionable information, while the unstructured nature of textual information presents challenges that are comfortably addressed by machine-learning techniques. We have applied a novel machine learning technique combining 3 separate support vector machines. In this talk we examine these scores, focusing on using news and social sentiment information in trading strategies that can achieve good risk-adjusted returns.\\n\"",
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"location":"Manhattan Institute of Management 3rd Floor - 110 William St New York NY 10038 USA",
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Event Details
Join us on April 19th for a joint seminar hosted by WatRISQ, University of Waterloo and Industrial Engineering & Operations Research (IEOR) Columbia University : Machine Learning & Sentiment Analysis in Finance for Statistical Arbitrage presented by Dr. Arun Verma, Quantitative Research Solutions at Bloomberg.
Abstract: The high volume and time sensitivity/dependence of news and social media stories necessitates automated processing to extract actionable information, while the unstructured nature of textual information presents challenges that are comfortably addressed by machine-learning techniques. We have applied a novel machine learning technique combining 3 separate support vector machines. In this talk we examine these scores, focusing on using news and social sentiment information in trading strategies that can achieve good risk-adjusted returns.
Speakers
Bloomberg
Quantitative Research Solutions
Location
Manhattan Institute of Management - 3rd Floor
110 William Street New York, NY 10038 US
Tickets
Type |
Price |
|---|---|
|
Dr, Arun Verma Seminar |
Free |
Organizer Details
Faculty of Mathematics
Questions about this event? Let us know!
Kristine McGlynn
Alumni Engagement Program Specialist, Math Advancement
kmcglynn@uwaterloo.ca
