Some upcoming events.
News Analytics Applied to Trading, Fund Management and Risk Control
News interacts with markets. This workshop will explore news feeds and models that are used to try to understand that interaction. Researchers from CARISMA at Brunel University and their collaborators — including people from Thomson Reuters and Ravenpack — will be the presenters.
Topics covered will include:
- Sources of news data
- How news sentiment is measured and quantified
- Social media and other sources
- Combining news data with market data
- Market sentiment and abnormal returns
- News analysis driven investment strategies
- Extracting and filtering news sentiment data
- Consolidation with market data
- Creating investment models and strategies
- News flow and volatility
- Models to detect impact of news on volatility
The workshop will be held 2011 December 7-8 in London.
More information is at:
http://www.optirisk-systems.com/events/news-analytics-applied-to-trading.asp
Other events
14-10 club
2011 December 01 speakers are Lord Robert May and Professor Ray Goldstein.
More details at the 14-10 club website.
LondonR
2011 December 06. Details at http://www.londonr.org/
Talks will include Richard Saldanha on “Practical Optimisation”.
London Quant Group
The annual general meeting will be held 2011 December 8 at 6:00PM. This will be followed by Anders Pettersen talking about the economics of art. It is permitted to go to one or the other or both.
More information will eventually appear on http://www.lqg.org.uk/
Computational and Financial Econometrics
2011 December 17-19 at the University of London. Details at http://www.cfe-csda.org/cfe11/
Patrick Burns will be talking on “Portfolio optimization inside out”.
Abstract: The usual approach to portfolio optimization is to focus on the utility and to consider the constraints as a minor addition. In this talk we start with the constraints, satisfy them, and only then inspect the utility. We get entirely different pictures coming from this direction. This gives us new insight into the optimization process. In particular it suggests a framework for thinking about how to improve the selection of constraints.
14-10 club
2012 January 12 speakers are Vladimir Piterbarg and Charles Emmerson.
More details at the 14-10 club website.
14-10 club
2012 February 02 speakers are Paul Wilmott and Professor Joao Magueijo.
More details at the 14-10 club website.
14-10 club
2012 March 01 speakers are Professor Tim Palmer and Sonia Schulenburg.
More details at the 14-10 club website.
Forecasting Financial Markets
The conference will be held 2012 May 23-25 in Marseille. Abstracts are accepted until 2012 February 10.
The home page is http://www.ffm-conference.com/
UseR! 2012
2012 June 12-15 at Vanderbilt University, Nashville Tennessee. Details at http://biostat.mc.vanderbilt.edu/wiki/Main/UseR-2012
Even more events
MoneyScience has an events calendar.
