March 26, 2013
Extracting information from
text in the financial markets
Nitish Ranjan Sinha
Assistant Professor of Finance
University of Illinois at Chicago
Noon - 1:30 PM
The East Bank Club
500 N. Kingsbury, Chicago 60610
Abstract:
In this presentation, Professor Sinha discusses an analysis he conducted where he extracted the text from over 2 million news articles on a Reuters
terminal. He was then able to show that complex information is not immediately impounded
into prices. The paper also shows that simple (but widely prevalent)
ways of obtaining information from text are error-prone.
Lunch
is $30 for CCASA members, $35 for non-members, and $10 for students.
Non-members, join the chapter for a year for only $15 and get the
discount plus all of the other benefits of membership!
As usual, the Lucile Derrick Fund will purchase a limited number of
tickets
for student members of CCASA who wish to attend. If you are a student
and would like to take advantage of this offer, please register online
below, and contact Gerald Funk, expressing your interest 773-508-3561 or
gfunk@luc.edu
Questions: Call Gerald Funk 708-957-1923 for more information
Reduced fee parking available at EBC with validation.
Please register for the luncheon by Friday March 22, 2013 at http://www.123signup.com/calendar?Org=chicagoasa