Mathematical Finance & Financial Data Science Seminar

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Natural Language Processing and its Applications in Finance

Speaker: Peter Hafez, RavenPack

Location: 60 Fifth Avenue Room 527

Date: Wednesday, November 20, 2019, 3:30 p.m.

Synopsis:

Natural language processing (NLP) is an evolving field within machine learning that is impacting financial markets by extracting value from unstructured content. In his talk, Peter will provide an overview of an NLP workflow (from pre-processing to modelling) and show how it can be used to build network graphs among companies. In addition, he will provide concrete examples of client use-cases that overlay risk premia strategies with NLP generated sentiment scores.

Important: Non-NYU attendees need to email Daisy Calderon, mojar@cims.nyu.edu, by November 19 to be added to the guest list in order to get access to the building. Room size is limited and seats are available on a first-come first-serve basis.

Notes:

This seminar is part of the Quant Finance & Financial Data Science Working Group's activities at NYU Courant.