9:00 – 9:20 | Registration |
9:20 – 9:30 | Opening by Professor ZHU, Chengbo (Head of Math Department) and Associate Professor CHEN, Yi-chun (Deputy Director of RMI) |
9:30 – 10:10 | Informativeness of corporate filing sentiments: new evidence from a contextual deep learning approach Allen HUANG (The Hong Kong University of Science and Technology) |
10:10 – 10:50 | Measuring the Information Content of Financial News Bin KE (National University of Singapore) |
10:50 – 11:30 | Linking graphical methods and sentiment analysis for fake news detection Min-Yen KAN (National University of Singapore) |
11:30 – 13:00 | Lunch break and Discussion |
13:00 – 13:40 | News Co-Occurrence, Attention Spillover, and Return Predictability Jun TU (Singapore Management University)
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13:40 – 14:20 | Media Sentiment and Stock Market Prediction Stefan LESSMANN (Humboldt-Universität zu Berlin)
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14:20 – 14:50 | Tea Break |
14:50 – 15:30 | Topic Sentiment Asset Pricing with DNN Supervised Learning Hitoshi IWASAKI (National University of Singapore) |
15:30 – 16:10 | RatingBot: a credit risk rating methodology based on text mining Diana HRISTOVA (Deutsch Bank AG) |
19:00 | Dinner (By Invitation) |