OptiRisk presented the latest developments on the SENRISK project at the Strata Data Conference in London, 22 May 2018. Dr. Christina Erlwein-Sayer gave a talk on “Macroeconomic news sentiment: Enhanced risk assessment for sovereign bond spreads” in the Findata day of the Strata Data Conference.
As part of our growing interest in the Asian markets, OptiRisk has agreed to speak at this conference: AI and Sentiment Analysis in Finance, Hong Kong. The keynote speakers at this event are Prof. Lei Chen, Hong Kong University of Science and Technology (HKUST) and Johnson Poh, Singapore Management University. Joining them on stage will be Wendy Cheong, Moody’s Investors Service Hong Kong; Mohammad Yousuf Hussain, HSBC and Satoshi Shizume, Financial Technology Research Institute (Japan).
11th International Conference on Computational and Financial Econometrics (CFE 2017), University of London, 16-18 December 2017
OptiRisk presented at the 11th International Conference on Computational and Financial Econometrics (CFE 2017) at the University of London, UK, 16-18 December 2017. This conference was organized by the CFEnetwork, Birbeck University of London and King’s College London. Presentations covered topics related to computational, statistical and econometric data analysis.
Optimisation technologies have become key tools in making intelligent business decisions and are often adopted in the finance industry. This week-long interactive workshop is entirely presented by OptiRisk experts. Participants learn how to formulate and develop their own optimisation models and how to use state-of-the-art commercial solvers. They will acquire a good knowledge of how to embed optimisation models into applications.
Our senior quantitative analyst, Dr. Christina Erlwein-Sayer, presented an invited session at BigDataFinance conference on 4 - 5 October 2017 on the topic of Sentiment Analysis for Credit Risk and Portfolio Construction. It was organised by Tampere University of Technology and AllianceBerstein as part of the EU program, BigDataFinance. Keynote speakers included Prof. Stephen Roberts, University of Oxford, Prof Albert Menkveld, VU University Amsterdam and Prof. Thierry Foucault, HEC.