Thalesians Seminar (Canary Wharf) -- Svetlana Borovkova -- AI: Sentiment in News and Social Media

ABSTRACT The availability of powerful Natural Language Processing techniques led to the emergence of AI tool that reads and interprets unstructured textual information, such as news and social media messages. The sentiment of finance-related content influences trading and investment decisions of players in financial markets and hence, moves the prices of assets. Dr. Svetlana Borovkova has been working for several years in the area of sentiment analysis and its relation to financial markets; applications of sentiment analysis range from commodity trading to systemic risk to quantitative investment strategies. In this talk, Dr. Borovkova will give an overview of this exciting field and show, among other things, how media sentiment can be used to forecast global financial distress, to generate sector and country rotation investment strategies and to help enhance machine learning applications to intraday trading. SPEAKER Dr. Svetlana Borovkova is an Associate Professor of Quantitative Finance in Vrije Universiteit Amsterdam and Head of Quantitative Modelling in risk advisory firm Probability & Partners.