NLP in Quant Finance 2021
At G-Research, we predict the future in financial markets. One way we do this is through Natural Language Processing.
Every day a huge volume of financially relevant text is published: news headlines, social media posts, press releases, industry research, regulatory filings. Some information moves markets immediately, other information diffuses more slowly. Identifying the significant and novel data amongst huge amounts of noise is critical to making successful predictions.
Here at G-Research, our researchers apply the full modern NLP toolkit to extract key information and predictive features from the vast range of textual data available to us, with the goal of building successful trading strategies.
Join us at this remote event where our Research Group Head will be discussing this rapidly evolving area of quant finance. There will also be the opportunity to network after the talk with members of the team.
Monday 6th September 2021
6pm – 7pm (BST) / 1pm-2pm (EDT) – Virtual talk by Tom Hadfield
7pm – 7:30pm (BST) / 2pm-2:30pm (EDT) – Q&A session
7:30pm – 8:30pm (BST) / 2:30pm-3:30pm (EDT) – Virtual networking