News Analytics Workshop and other events

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:

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.


2011 December 06. Details at

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

Computational and Financial Econometrics

2011 December 17-19 at the University of London. Details at

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

UseR! 2012

2012 June 12-15 at Vanderbilt University, Nashville Tennessee. Details at

Even more events

MoneyScience has an events calendar.

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