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.
Christina explained how to enhance the modelling and forecasting of sovereign bond spreads by considering quantitative information gained from macroeconomic news sentiment, using a number of large news analytics data sets.
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