The Handbook of News Analytics in Finance is a landmark
publication bringing together the latest models and applications of
News Analytics for asset pricing, portfolio construction, trading
and risk control.
The content of the Hand Book is organised to provide a
rapid yet comprehensive understanding of this topic. Chapter 1 sets
out an overview of News Analytics (NA) with an explanation of the
technology and applications. The rest of the chapters are presented
in four parts. Part 1 contains an explanation of methods and models
which are used to measure and quantify news sentiment. In Part 2
the relationship between news events and discovery of abnormal
returns (the elusive alpha) is discussed in detail by the leading
researchers and industry experts. The material in this part also
covers potential application of NA to trading and fund management.
Part 3 covers the use of quantified news for the purpose of
monitoring, early diagnostics and risk control. Part 4 is entirely
industry focused; it contains insights of experts from leading
technology (content) vendors. It also contains a discussion of
technologies and finally a compact directory of content vendor and
financial analytics companies in the marketplace of NA. The
book draws equally upon the expertise of academics and
practitioners who have developed these models and is supported by
two major content vendors – Raven Pack and Thomson Reuters – leading
providers of news analytics software and machine readable
news.
The book will appeal to decision makers in the banking, finance and
insurance services industry. In particular: asset managers;
quantitative fund managers; hedge fund managers; algorithmic
traders; proprietary (program) trading desks; sell-side firms;
brokerage houses; risk managers and research departments will
benefit from the unique insights into this new and pertinent area
of financial modelling.
Circa l’autore
Gautam Mitra (London, UK) is an internationally renowned research scientist in the field of computational optimisation and modelling. He has developed a world class research group in his area of specialisation with researchers from Europe, UK, USA and Asia. He has published three books and over one hundred refereed research articles. He was Head of the Department of Mathematical Sciences, Brunel University between 1990 and 2001. In 2001 he established CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications. CARISMA specialises in the research of risk and optimisation and their combined paradigm in decision modelling. Professor Mitra is also a Director of UNICOM Seminars and Opti Risk Systems; Opti Risk specialises in the research and development of optimisation and financial analytics tools.
Leela Mitra (London, UK) is a Quantitative Analyst at Opti Risk Systems. Dr Mitra joined Opti Risk System as a Quantitative Analyst in 2004. She received her Ph D in Operational Research on the topic of ‘Scenario generation for asset allocation models’ from CARISMA, Brunel University. Topics included ‘mixed’ scenario sets for investment decisions with downside risk, pricing and evaluating a bond portfolio using a regime switching Markov model and desirable properties for scenario generation. She has a first class BA (Joint Honours) degree in Mathematics and Philosophy from King’s College (University of London). Prior to joining Opti Risk, Leela worked in the pensions industry as an actuarial consultant for Mercer HR and subsequently with Jardine Lloyd Thomson. She is part qualified as an actuary.
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