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
The Evolution of Expert Guided Sentiment Analysis
A QWAFAFEW discussion led by:
William MacMillan, PhD
Evan Schnidman, PhD
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.
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.
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12 Academy Avenue
Atkinson, NH 03811
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As always, if you have names or discussion topics, please forward them to any member of the Steerage Committee
Hugh Crowther (Treasurer)
Donna Cool Murphy (Dinners)
The members of the Steerage Committee are responsible for coordinating the program content.
Program suggestions from members are always welcome.
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