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A talk with Dr. Arun Verma

September 15, 2016 @ 6:00 pm - 7:30 pm UTC+0

A talk with Dr. Arun Verma.

To explore the value embedded in News & Social Sentiment data, we build three types of equity trading strategies based on sentiment data and show that strategies based on sentiment outperform the corresponding benchmark indexes significantly.

Details

Date:
September 15, 2016
Time:
6:00 pm - 7:30 pm UTC+0

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Collaborative events organized by Bloomberg LP, Global Risk Institute, Cornell Financial Engineering Manhattan, International Association of Quantitative Finance (IAQF), NYU Courant Institute of Mathematical Sciences, and NYU Tandon School of Engineering.