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.
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.
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.