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Boston QWAFAFEW Meeting: Tuesday, 16 Feb 2016 The Evolution of Expert Guided Sentiment Analysis, William MacMillan, Evan Schnidman

February 16, 2016 @ 6:00 pm - 8:00 pm

| $30

DOWNLOAD: Prattle QWAFAFEW presentation  

Next Boston QWAFAFEW Meeting: Tuesday, 16 Feb 2016

 

Time: 6:15 PM sharpe

3rd Floor of the Tennis & Racquet Club, 939 Boylston Street

RSVP to hugh@QWAFAFEW.org

 

QWAFAFEW Mailing List

 

 

The Evolution of Expert Guided Sentiment Analysis

A QWAFAFEW discussion led by:

William MacMillan, PhD

Evan Schnidman, PhD

 

 

Abstract

 

Traditional sentiment analysis underperforms in scenarios with detailed, nuanced language, such as central bank communications and earnings calls with publically traded companies. When distinctions between words that seem similar in sentiment become relevant in specific applications, and as language evolves over time, sentiment analysis becomes inaccurate and burdensome to attempt to fix. Prattle’s methodology overcomes these problems. This approach involves selecting key documents in order to derive both scoring methods and word banks that are effective to specific and complex applications. Further, Prattle has developed algorithms that search across communications and potential scaling instruments to remove the uncertainty from directly utilizing human systems to accomplish these goals. We present applications to the aforementioned applications to illustrate the tools.

 

 

 

Bios

 

Evan Schnidman is the CEO and Co-Founder of Prattle, a financial data company. He has been featured in Bloomberg News and on The Deal. Evan’s financial research has been featured in The Wall Street Journal, Bloomberg View and Seeking Alpha while his academic research has been published in journals and edited volumes. Notably, Evan’s first article in Bloomberg, “Strong Dollar Advocates Make a Weak Case” (Jan. 25, 2012), showcased a mathematical model he designed to successfully predict every intermediate S&P 500 market bottom and top since 2008. Evan’s financial research will be further showcased in his forthcoming book (co-authored with William MacMillan) titled “How the Fed Moves Markets.”

 

In his consulting capacity, Evan has vetted the political, economic and financial risks of major infrastructure investments for large corporations. Evan has also vetted finances, management structures and community engagement of small and midsize financial institutions to maximize relationships, tax status and grant opportunities from the government. From 2010-2014 Evan taught courses in economics, public policy and political science at Harvard University and Brown University.

 

Evan holds a Ph.D. from Harvard University as well as Bachelors and Masters Degrees from Washington University in St. Louis.

 

 

William MacMillan is the CTO and Co-Founder of Prattle. He has conducted extensive research on government finance that he has presented at Yale, Princeton, and the Stanford Graduate School of Business. His statistical and econometric work has been published in diverse disciplines including political economy, public health, and medicine. His work has also been featured in the Columbia Journalism Review.

 

As a researcher and programmer, William has authored original software to estimate spatio-temporal models of trade flows, dynamic discrete choice models of government policy, and hidden-state Markov switching models of exchange rates and policy regimes. He has taught computing, statistics, econometrics and political economy at the University of Michigan and Washington University. He has also worked as a professional data scientist and fraud analyst for several large corporations.

 

William holds a Ph.D. from the University of Michigan as well as a Masters from the University of Iowa and Bachelors from University of Wisconsin-Eau Claire.

 

Please RSVP hugh@QWAFAFEW.org

 

QWAFAFEW Mailing List

 

 

 

All annual dues ($150) should be paid to Boston QWAFAFEW by credit card, Bitcoin or check.

By credit card (PayPal)

http://qwafafew.org/BostonPayDues.html

 

By Bitcoin

Send us Bitcoin, our address is:

153GtwqHHxdHaTh8i1SC1UmZUuFpXN6wye

Please send a separate email identifying your anonymous payment.

 

By check:

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Atkinson, NH  03811

bostonqwafafewbilling@gmail.com

 

 

Please RSVP for all meetings you plan to attend: hugh@QWAFAFEW.org

Guests who do not RSVP may have to wait to enter the meeting, due to space constraints (capacity=100, BFD).

 

Guest fees ($30) can be paid through EMA (check or PayPal, bring receipt) or bitcoin (at address above). We still allow walk-ins (space permitting). The $30 guest fee can be paid by bitcoin, cash or check at the door, no credit cards at the meeting. Please bring exact change (two twenties = $40 Guest Fee).

 

As always, if you have names or discussion topics, please forward them to any member of the Steerage Committee

 

Questions, comments:

 

 

Steerage Committee

Hugh Crowther (Treasurer)

Dan diBartolomeo

Mike Dunn

Steve Gaudette

Sri Krishnamurthy

Mark Kritzman

John Minahan

Donna Cool Murphy (Dinners)

Larry Pohlman

Dan Potter

Dan Rie

Evan Schulman

Michael Wilcox

 

The members of the Steerage Committee are responsible for coordinating the program content.

Program suggestions from members are always welcome.

 

RSVP to: hugh@QWAFAFEW.org

How to Pay

http://qwafafew.org/BostonPayDues.html

By Bitcoin
Send us Bitcoin, our address is:
153GtwqHHxdHaTh8i1SC1UmZUuFpXN6wye
Please send a separate email identifying your anonymous payment.

http://qwafafew.org/BostonPayDues.html

Details

Date:
February 16, 2016
Time:
6:00 pm - 8:00 pm
Cost:
$30
Website:
http://boston.qwafafew.org/

Venue

Tennis & Racquet Club
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,

Organizer

Hugh
Email:
hugh@QWAFAFEW.org