| 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)
|
| 13:40 – 14:20 | Media Sentiment and Stock Market Prediction
Stefan LESSMANN (Humboldt-Universität zu Berlin)
|
| 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) |
