Thalesians Seminar (Canary Wharf) — Svetlana Borovkova — AI: Sentiment in News and Social Media
Channel: Thalesians
Date: 2018-07-23

DATE AND TIME

Wednesday, May 30, 2018, at 7:00 p.m.

VENUE

Marriot Hotel, Canary Wharf London, UK.

ABSTRACT

The availability of powerful Natural Language Processing techniques led to the emergence of AI tool that reads and interprets unstructured textual information, such as news and social media messages. The sentiment of finance-related content influences trading and investment decisions of players in financial markets and hence, moves the prices of assets. Dr. Svetlana Borovkova has been working for several years in the area of sentiment analysis and its relation to financial markets; applications of sentiment analysis range from commodity trading to systemic risk to quantitative investment strategies. In this talk, Dr. Borovkova will give an overview of this exciting field and show, among other things, how media sentiment can be used to forecast global financial distress, to generate sector and country rotation investment strategies and to help enhance machine learning applications to intraday trading.

SPEAKER

Dr. Svetlana Borovkova is an Associate Professor of Quantitative Finance in Vrije Universiteit Amsterdam and Head of Quantitative Modelling in risk advisory firm Probability & Partners. She is renowned for her work in, among others, sentiment analysis in finance, commodity market modelling and systemic risk. Dr Borovkova has over 50 scientific and professional publications in quant finance and risk management. She is a frequent speaker at a major industry events such as Risk Minds and Quant Minds.