UW WatRISQ/Columbia University (IEOR) Quantitative Finance Seminar Series

Manhattan Institute of Management
Apr 19, 2018 06:00 PM (EDT) 

Event Details

Join us on April 19th for a joint seminar hosted by WatRISQ, University of Waterloo and Industrial Engineering & Operations Research (IEOR) Columbia University : Machine Learning & Sentiment Analysis in Finance for Statistical Arbitrage presented by Dr. Arun Verma, Quantitative Research Solutions at 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.


Dr. Arun Verma
Quantitative Research Solutions


Manhattan Institute of Management - 3rd Floor
110 William Street New York, NY 10038 US


Dr, Arun Verma Seminar

Organizer Details

Faculty of Mathematics

Kristine McGlynn, Alumni Program Assistant, kmcglynn@uwaterloo.ca