FE Practitioners Seminar: Arun Verma

April 19, 2018 | 6:00pm - 7:00pm

FE Practitioners Seminar: Arun Verma

TBD
Title: Machine learning & Sentiment analysis in finance for statistical arbitrage 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.


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