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Posts by category
- Category: Blog
- Asset Allocation using Stochastic Dominance
- Modelling and Alternative Data in Finance
- EPAT(NSA) Specialization with OptiRisk
- OptiRisk’s Sentiment Enhanced Signals (SES) Model for Hang Seng
- Our Award-Winning Research Paper
- OptiRisk Online Events 2020: From COVID-19 to AI, ML & Sentiment Analysis
- Handbook of Sentiment Analysis in Finance
- Asset Allocation Strategies: Enhanced by News
- About Sentiment Enhanced Signals: SES™
- Category: Event
- Application of Generative AI, LLMs and NLP in Trading, Fund Management and Risk Control
- Utilizing Sentiment Analysis for Effective Assets Allocation, May 31, 2023
- Financial Evolution: AI, Machine Learning & Sentiment Analysis, Zurich, November 03, 2022
- Financial Evolution: AI, Machine Learning and Sentiment Analysis, April 6-7, 2022
- Financial Evolution: AI, Machine Learning and Sentiment Analysis, June 23-24, 2021
- Financial Evolution: AI, Machine Learning and Sentiment Analysis, March 24-25, 2021
- Rise to the Moment: A New World of Risk & Resilience, February 22-24, 2021
- Financial Evolution: AI, Machine Learning & Sentiment Analysis, Online, 23-26 September 2020
- Financial Evolution: AI, Machine Learning & Sentiment Analysis, Zurich, 29 October 2019
- Financial Evolution: AI, Machine Learning & Sentiment Analysis, London, 25 – 26 June 2019
- Financial Evolution: AI, Machine Learning and Sentiment Analysis, Malta, 15 May 2019
- Financial Evolution: AI, Machine Learning and Sentiment Analysis, Hong Kong, 20 March 2019
- Financial Evolution: AI, Machine Learning and Sentiment Analysis, Mumbai, 14 March 2019
- Financial Revolution – Sentiment Analysis, AI and Machine Learning, Zurich, 30 October 2018
- AI, Machine Learning and Sentiment Analysis Applied to Finance, London, 27-28 June 2018
- AI, Machine Learning and Sentiment Analysis Applied to – Financial Markets – Retail and Consumer Markets, 13 – 14 March 2018, Bangalore, India
- AI and Sentiment Analysis in Finance, Hong Kong, 8 March 2018
- Optimum Decision Making and Risk Analysis Applied to Finance, UCL, London, 12-16 February 2018
- Category: News
- Category: Newsletter
Whitepapers
- Comparative Analysis of NLP Approaches for Earnings Calls
- Asset Allocation Strategies: Enhanced by News
- The New Landscape of Financial Markets: Participants and Asset Classes
- An Impact Measure for News: Its Use in (Daily) Trading Strategies
- Forecasting Crude Oil Futures Prices Using Global Macroeconomic News Sentiment
- Asset Allocation Strategies: Enhanced by Micro-Blog
- Improved Volatility Prediction and Trading using StockTwits Sentiment Data
- Construction of Asset Filter Based on Analyst Recommendations
- The Future Direction of Analytics
- Introduction to Hedge Funds
- UIMP: User Interface for Mathematical Programming
- Sets and Indices in Linear Programming Modelling and their Integration with Relational Data Models
- Adapting Online Analytical Processing for Decision Modelling: The Interaction of Information and Decision Technologies
- Portfolio Optimization
- Enhanced Indexation based on Second Order Stochastic Dominance
- An Enhanced Model for Portfolio Choice with SSD Criteria: A Constructive Approach
- Processing Second-Order Stochastic Dominance Models using Cutting Plane Representations
- Long-Short Portfolio Optimization in the Presence of Discrete Asset Choice Constraints and two Risk Measures
- Portfolio Selection Models: A Review and New Directions
- Mean-Risk Models Using Two Risk Measures: A Multi-Objective Approach
- Portfolio Construction Based on Stochastic Dominance and Target Return Distributions
- Computational Aspects of Alternative Portfolio Selection Models in the Presence of Discrete Asset Choice Constraints
- Asset-Liability Management (ALM) using Stochastic Programming (SP)
- Employees Provident Funds of Singapore, Malaysia, India and Sri Lanka: A Comparative Study
- Simulation and Performance Evaluation of Liability Driven Investment (LDI)
- Alternative Decision Models for Liability Driven Investment
- Defined contribution schemes: Members alive and kicking! But is the fund dead?
- LDI: An Enterprise-Wide Risk Management Approach
- Quantitative Methods for LDI Solutions
- Evaluation and Simulation of Liability Determined Investment Models
- Measuring Pension Fund Performance using Risk-Adjusted Measurements
- Models and Solution Methods for Liability Determined Investment
- Supply Chain Planning and Management
- Robust Solutions and Risk Measures for a Supply Chain Planning Problem Under Uncertainty
- Equity Portfolio Risk (Volatility) Estimation Using Market Information and Sentiment
- Macroeconomic news: Enhanced risk assessment for sovereign bond spreads
- Using social media and news sentiment data to construct a momentum strategy
- Enhanced Corporate Bond Yield Modelling Incorporating Macroeconomic News Sentiment
- News Augmented GARCH(1,1) Model for Volatility Prediction
- Using Market Sentiment to Enhance Second Order Stochastic Dominance Trading Models
- Volatility Forecast with GARCH Model and News Analytics
- Volatility Forecast Using GARCH, News Sentiment and Implied Volatility
- Impact of News on Asset Behaviour: Return, Volatility and Liquidity in an Intra-day Setting
- Automated Analysis of News to Compute Market Sentiment: Its Impact on Liquidity and Trading
- Applications of news analytics in Finance: A review
- Scenario generation for Stochastic Programming
- Hidden Markov Models for Financial Optimization Problems
- Scenario Generation for Financial Modelling Desirable Properties and A Case Study
- HMM Based Scenario Generation for an Investment Optimization Problem
- Scenario Generation for Stochastic Programming and Simulation: A Modelling Perspective
- Market Regime Identification Using Hidden Markov Models
- Quadratic Programming for Portfolio Planning: Insights into Algorithmic and Computational Issues. Part I - Solving a Family of QP Models
- Quadratic Programming for Portfolio Planning: Insights into Algorithmic and Computational Issues. Part II - Processing of Portfolio Planning Models with Discrete Constraints
- A Computational Study of a Solver System for Processing Two-Stage Stochastic LPs with Enhanced Benders Decomposition
- Modelling the Risk of Failure in Explosion Protection Installations
- Forecasting calendar futures spreads of crude oil
Categories
- Analytics & Hedge Funds
- Asset-Liability Management & Liability Driven Investment
- Commodity Spreads
- History of Modelling Languages
- News Analytics and Sentiment Analysis
- Portfolio Optimization & Asset Allocation
- Quadratic Programming
- Residual Risk Model
- Scenario Generation
- Solution Algorithm
- Supply Chain Management
- Trading and Quantitative Fund Management