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Machine Learning & Sentiment Analysis in Finance for Statistical Arbitrage
April 19, 2018 @ 6:00 pm - 8:00 pm UTC+0
Joint Seminar presented by WatRISQ, University of Waterloo and IEOR, Columbia University: “Machine Learning & Sentiment Analysis in Finance for Statistical Arbitrage” presented by Dr. Arun Verma, Quantitative Research, 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.
Bio
Dr. Arun Verma, Quantitative Research Solutions at Bloomberg.
Host
https://uwaterloo.ca/waterloo-research-institute-in-insurance-securities-and-qua…
Event website
Machine Learning & Sentiment Analysis in Finance for Statistical Arbitrage
Location
Manhattan Institute of Management
3rd Floor
110 William Street
New York 10038
United States