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Workshop on AI Powered Sentiment Analysis – NLP, Data Science and Others
Date: 14 November 2019, Thursday
Time: 9:00am to 4:30pm
Venue: I³ Building, 21 Heng Mui Keng Terrace
 
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Workshop Schedule
 
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)
 
 
The workshop is jointly organized by the Department of Mathematics, Risk Management Institute and Centre for Quantitative Finance at the National University of Singapore.
 
 
 
 

 For more information on all our workshops & seminars, please visit Risk Management Institute website.
 For enquiries, please contact Sinta at sintayo@nus.edu.sg


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