Bloomberg Tech Talk at CSAIL 11/27: Predicting Impact of Breaking News on Finance through Machine Learning

[Sarah Khanniche]

Bloomberg Tech Talk:

Predicting Impact of Breaking News on Finance through Machine Learning

Hosted by the Computer Science and Artificial Intelligence Laboratory (CSAIL)





Abstract:

In this talk, we will discuss how ML impacts financial markets, in particular the impact of NLP to trading strategy development. The talk will focus on one of many ML/AI projects at Bloomberg: predicting impact of breaking news. This challenging task combines financial time series analysis and natural language processing, and requires a unique form of supervision. We will discuss methods from deep learning, image processing, and time series analysis in context of this large scale sparse machine learning problem. We will also discuss practical issues in applying machine learning in strategy development and delivering machine learning solutions to other problems of finance.

The talk will end with a Q&A session.



Presenter: Gary Kazantsev, Head of Machine Learning Engineering, Bloomberg

Gary Kazantsev is the Head of Machine Learning Engineering at Bloomberg. Before joining Bloomberg in 2007, Gary earned Bachelor of Science degrees in physics, mathematics, and computer science at Boston University where he graduating with honors. He is also a member of the KDD Data Science + Journalism Workshop Program committee, a co-organizer of the annual Machine Learning in Finance conference at Columbia University and is a lecturer at Cornell Tech.



Date and Time: Monday, November 27, 2017 @ 4:00pm-5:00pm

Location: Hewlett Room, 32-G882, Ray and Maria Stata Center

Registration: here<https://bloombergalliancestechtalk2017.eventbrite.com/>

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