10-11 March 2016, Conference and Workshops

Venue: Raffles City Convention Centre, Singapore

Sponsors:

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www.conferences.unicom.co.uk/sentiment-analysis-singapore
 About the Conference
The participants in financial markets, namely, dealer/brokers, market makers, prop trading
desks of investment banks, analysts in hedge funds and investment funds as well as retail
traders, all enter the market to exploit it from different perspectives. For the traders and fund
managers the challenge is to transform [market] information into an increase in the value of
their asset holdings, that is, capture the ever-elusive alpha. Where and how can the firms
innovate to obtain such alpha? Sentiment analysis is an emerging area where structured and
unstructured data is analysed to generate useful insights leading to improved performance.
Through text mining of news, microblogs, and online search results (Google, Wikipedia),
massive amounts of data are distilled into information. This information is then used to
construct actionable strategies for (i) trading, (ii) fund management and (iii) risk control. In
this conference, thought leaders and subject matter experts from Europe, UK, USA and
AsiaPac region (including India and China) present their findings, their knowledge and the
current state of the art in this fast-emerging field of Sentiment Analysis Applied to Finance.

The programme focuses on the application of Sentiment Analysis to the respective models of
trading, fund management and risk control. Market leaders and vendors of event driven
contents and analytics, namely Thomson Reuters, Bloomberg, and their senior domain
experts, present and explain their products and services in this area of sentiment analysis
applied to finance.

Topic areas covered:

Foundations & Technologies of Sentiment Analysis for Finance
Multi-Dimensional Sentiment Analysis
News Sentiment and Stock Market Reactions
Exploiting Sentiment Analysis in Financial Markets

Who should attend?

The conference is aimed at the following groups:

Professionals in the FinTech sector

Quant teams from investment and hedge funds
High frequency traders
Prop trading desks of investment banks
Consumer/marketing analytics firms
 10 March 2016 - Full day conference
Conference 11 March 2016 - Half day conference, followed by half-day workshop:
Format
Sentiment Classification and Opinion Mining Using Newswires and Microblogs

Penultimate Programme
Day 1: 10 March 2016

09:30 - 9:45 Introduction and Welcome by Professor Gautam Mitra, Optirisk & UCL

09:45 - 10:30 Measuring and Predicting Human Behaviour Using Online Data
Tobias Preis, Warwick Business School
In this talk, I will outline some recent highlights of our research, addressing two questions. Firstly, can big data resources
provide insights into crises in financial markets? By analysing Google query volumes for search terms related to finance and
views of Wikipedia articles, we find patterns which may be interpreted as early warning signs of stock market moves.
Secondly, can we provide insight into international differences in economic wellbeing by comparing patterns of interaction with
the Internet? To answer this question, we introduce a futureorientation index to quantify the degree to which Internet users
seek more information about years in the future than years in the past. We analyse Google logs and find a striking correlation
between the country's GDP and the predisposition of its inhabitants to look forward. Our results illustrate the potential that
combining extensive behavioural data sets offers for a better understanding of large scale human economic behaviour.

10:30 - 11:00 TEA /COFFEE BREAK

11:00 - 11:45 The One Thing Every Quant Needs to Know about Asian Languages
Elijah DePalma, Thomson Reuters
Opportunity abounds in Asian markets- from retail to global banking. Accessing the right tools to analyze sentiments and
trends are especially valuable as we continue to see shifts, fragmentation and changes in the landscape. From Australia, to
ASEAN to Japan, Thomson Reuters can help you get the advantage, as were one of the first to provide a breadth of Asian
language analytics that the marketplace demands.
To help you navigate challenges and opportunities with the right data analytics tools this Webinar will discuss:

New Asia Region Analytics: Intelligence around intraday market reactions and broad market sentiment data
Breadth of Thomson Reuters Data: Unique content sets, sentiment indices and security coverage across a variety of
regional companies, including firms in Japan, Australia and New Zealand
Investment Style Use Cases: Robust content provides access and intelligence you need for even the most complex
investment styles and types.

11:45 - 12:30 Insights into Market Sentiments and Trading Strategies

Gautam Mitra, OptiRisk Systems
Sentiment Analysis is emerging as an important soft technology tool that is influencing Business Intelligence and Performance
Evaluation as these are practised in industry and commerce today. In this talk we first introduce the multiple sources of
information, namely, News Wires, Macro-economic Announcements, Social Media, Microblogs/Twitter, Online (search)
Information such as Google Trends and Wiki. We then describe a model by which we measure the impact of these and finally
how this impact measure is used to improve the predictive models of asset behaviour.As our aim is to improve the ALPHA of
our trade portfolios we describe strategies by which we make choices for asset allocation. In particular we describe how to
apply Second Order Stochastic Dominance for asset allocation and combine this with Kellys strategy for money
management.
 Penultimate Programme
Day 1: 10 March 2016

12:30 - 13:30 LUNCH BREAK

13:30 - 14:00 Round Table Session

1. Application of Sentiment Analysis to Equities { Facilitator Ashok Banerjee }
2. Application of Sentiment Analysis to Fixed Income and Commodities {Facilitator: Svetlana Borovkova}

14:00 - 14:45 Attention and Sentiment

Ashok Banerjee,IIM Calcutta
Research at Finance Lab of IIM Calcutta, shows that the effect of any news on the market depends on the attention of
investors. If the attention of investors were somewhere else, even news carrying strong positive/negative sentiment would go
unnoticed or would be penalized. This is particularly true in the case of major non-market attention grabbing events. In other
words, attention overwhelms the effect of sentiment. Processing any attention-grabbing event requires effort. If that effort is
directed towards particular information, people are reluctant to make the extra effort to process any other information at the
same time, no matter how much sentiment that information might carry.

14:45 - 15:30 Unbearable Lightness of Expectations of the Chinese Investor

Eric Tham, iMaibo
The Chinese equity market has seen an increase in the number of retail investors in recent years. In this talk, sentiment
analysis of two sources of the domestic online media are considered - news and social blogs media. This is captured through
a NLP of the Chinese language by carefully selecting financial idioms and supervised learning. Results show a statistically
significant lead-lag relationship between the news media sentiment and the Shanghai Stock index (SSE) that is indicative of
momentum strategies. The social media sentiment displays a strong contemporaneous relationship with SSE returns. This
contemporaneous relation is modelled through a state space model reflecting the volatile sensitivity of the market returns to
social media sentiment.

15:30 -16:00 TEA /COFFEE BREAK

16:00 - 16:45 Risk Systems That Read

Dan diBartolomeo and Nick Wade, Northfield Information Services
What is missing from nearly all risk models today is recognition of how the present is different from the past, and therefore
how the short-term future is also likely to be different from the past. By defining news explicitly as the information set that
informs us of those differences, we can condition our estimates of the distribution of future outcomes more robustly. Building
upon the methods in diBartolomeo, Mitra, and Mitra (2009), and Kyle, Obizhaeva, Sinha and Tuzun (2012), we introduce a
new approach using quantified news flows and related sentiment scores to predict portfolio risk. This new process can
operate in real time, and can address tens of thousands of global companies and financial institutions (for counterparty risk)

16:45 - 17:30 Panel Session 1 - Demystifying Why and How Sentiment Analysis Works in Finance
Moderator: James Cantarella, Thomson Reuters

17:30 - 19:30 Networking Drinks and Official Launch of "Handbook of Sentiment Analysis in Finance

10 March 2016

Launch of
Handbook of Sentiment Analysis in Finance
Editors: Gautam Mitra and Xiang Yu
 Penultimate Programme
Day 2: 11 March 2016

09:00 - 09:05 Introduction and Welcome by Professor Gautam Mitra, Optirisk & UCL

09:05 - 09:45 Sentiment-based Commodity Trading

Svetlana Borovkova, Vrije Universiteit Amsterdam
In this presentation, we address the issue of trading commodities on the basis of news sentiment. First, we outline the effects
of news sentiment on the prices of different commodity futures. Profitable sentiment-based trading strategies are then
constructed for individual commodities, with the eventual goal of building a profitable multi-commodity diversified trading
strategy. The news sentiment is extracted from the Thomson Reuters News Analytics Engine (TRNAE) and the traded
commodities are the constituents of the Dow Jones Commodity Index (DJCI). We show that profitable sentiment-based
trading strategies can be constructed, which show consistent good performance for various commodities as well as for
commodity portfolios. We analyse the strategies also in terms of risk profiles and show how the downside can be limited.

09:45 - 10:30 Text and network analysis for sentiment mining

Enza Messina, University of Milano-Bicocca
In this talk we show how social relationships can be managed to improve user-level sentiment analysis of microblogs,
overcoming the limitation of the state-of-the-art methods that generally consider posts as independent data. We show how
combining post contents and network structure information may lead to significant improvements in the polarity classification
of the sentiment both at post and at user level.

10:30 - 11:00 TEA /COFFEE BREAK

11:00 - 11:45 Sentiment in Currencies

Changjie Liu, Analytics at MarketPsych
Sentiment studies in the financial markets have typically focused on equities. Here we focus on currencies, by looking at their
sentiment characteristics, examples of historical events, and test out the application of sentiment strategies to this asset
class.

11:45 - 12:30 Social listening & financial crowd-intelligence

Huyen Tran, Sentifi
Nearly all online news sources, which are the traditional sources we know in the likes of Bloomberg and Reuters, are a
fraction of the content that is available on the World Wide Web. The remaining content comes from new media sources
including Twitter, YouTube, and Facebook generated by individuals who talk about events as they happen. These millions of
voices, when structured, can generate insights which can help investors make investment decisions. This presentation will
touch on how Sentifi structures and delivers these insights, providing an information advantage for media platforms globally.

12:30 - 13:00 Panel Session 2 - New Paradigms for Sentiment Analysis Applied to Finance
Moderator: Huyen Tran,Sentifi

13:00 End of Conference

 Speakers
Ashok Banerjee is currently the Departmental Head of Finance and Control, at the Indian Institute of Management (IIM)
Calcutta. He joined IIM Calcutta as Professor (Finance and Control) in 2004 and has been instrumental in setting up the state-
of-the-art Financial Research and Trading Laboratory (Finance Lab) there. He is also the founding member of Indian Finance
Association.

Rajib Ranjan Borah is co-Founder and Director of iRageCapital Advisory Private Limited, and QuantInsti Quantitative
Learning Private Limited. At iRage, Rajib designs High Frequency Trading Strategies for South East Asian exchanges; at
QuantInsti, he works with exchanges & other institutions to design education programs, as well as managing a 100-hour online
educational program on algorithmic trading. Prior to iRage, Rajib worked with leading HFT firm Optiver - contributing significant
volumes in all major US & European exchanges. Previously, as a strategy consultant, Rajib assisted a consortium start a
national commodity derivatives exchange. He interned with Bloomberg (research) in New York & with Solutia's EMEA strategy
HQ in Belgium. A national Olympiad finalist, Rajib has twice represented India at the World Puzzle Championships.

Svetlana Borokova currently an Associate Professor of Quantitative Finance at the Vrije Universiteit Amsterdam, Dr
Svetlana Borovkova has specialized in applying mathematical and statistical methods to problems within quantitative finance
and risk management. Dr Borovkova's research extends in many areas, such as news analytics for finance, derivatives pricing,
commodity markets and risk management in the face of new regulation. She is also a consultant for the Dutch Central Bank
and the founder and principal consultant of DataDecisions: Financial Risk Consultancy. Dr Borovkova is a frequent speaker on
international conferences, such as Global Derivatives, Risk Minds, Bachelier Congress for Mathematical Finance, Sentiment
Analysis and Behavioural Finance and others. Previously she held an assistant professor position in Delft University of Technology and a
trading analyst position in Shell Trading, London. She got her PhD in 1998 from the University of Groningen, The Netherlands, and Oregon
State University, USA and MSc degree in applied mathematics and computer science from Moscow and Utrecht.

James Cantarella is Global Proposition Manager for Enterprise Analytics at Thomson Reuters, overseeing the business
and strategy of the firm's Machine Readable News services. This portfolio encompasses Reuters News & third-party news
enterprise feeds and archives, Thomson Reuters News Analytics and News Feed Direct. It also includes the exclusive
distribution of Thomson Reuters MarketPsych Indices. He joined Reuters in 2007; since 2011 his focus has been on news, text
and analytics capabilities. James completed undergraduate and post-graduate degrees at Washington University in St. Louis
and the University of Chicago.

Elijah DePalma is a quantitative research analyst for Thomson Reuters Machine Readable News group, working directly
alongside the StarMine Quantitative Research group. He is actively working on equity research projects in News Analytics over
a range of investment horizons: Market news sentiment indicators and macro behavioral finance for factor timing in multi-factor
models; Firm-level news sentiment signals for risk profiling and stock-selection in short-term revisions strategies; News event-
driven high-frequency volume and volatility predictive modelling; Text mining for topic identification in news and social media
on distributed file systems (Hadoop). Elijah also delivers client research presentations, manages external academic
collaborations, and supports product development.

Dan diBartolomeo is President and founder of Northfield Information Services, Inc. Based in Boston since 1986,
Northfield develops quantitative models of financial markets. He is also a Visiting Professor at the CARISMA research institute
of Brunel University in London. Dan has published more than two dozen books, book chapters and research studies in
refereed journals. He regularly lectures at universities such as MIT, Harvard and Northwestern and has been admitted as an
expert witness in litigation matters regarding investment management practices and derivatives in both US Federal and state
courts.

Christian Knig is a Fintech Specialist focused about Switzerland, Singapore and Vietnam. He consults Fintech
companies around the world with his company Finanzpro Ltd. He is specialized in Financial Products, Social Media and
Content Marketing. He is a regular Fintech Speaker, a Startupbootcamp Fintech Mentor and a Digital Finance Lecturer. On top
of that he runs www.Fintechnews.sg a blog dedicated to Fintech News in Southeast Asia. He has more than 15 years
experience in Investment Banking and Fintech.
 Speakers

Changjie Liu is Chief of Analytics at MarketPsych. He has been involved in sentiment research and trading strategies for
the last five years. His prior studies include the impact of sentiment on price during technology product launches and effect of
staleness on market sentiment reactions. At MarketPsych he creates quantitative trading models based on sentiment reactions
in various asset classes.

Enza Messina is a Professor in Operations Research at the Department of Informatics Systems and Communications,
University of Milano-Bicocca, where she leads the research Laboratory MIND (Models in decision making and data analysis).
She holds a PhD in Computational Mathematics and Operations Research from the University of Milano. Her research activity
is mainly focused on decision models under uncertainty and more recently on statistical relational models for data analysis and
knowledge extraction. In particular, she developed relational classification and clustering models that finds applications in
different domains such as systems biology, e-justice, text mining and social network analysis. She is a co-founder of Sharper
Analytics a spin-off of the University of Milano Bicocca.

Gautam Mitra is the founder and the MD of OptiRisk Systems. He is an internationally renowned research scientist in the
field of Operational Research in general and computational optimisation and modelling in particular. He has developed a world
class research group in his area of specialisation with researchers from Europe, UK , USA and India. He has published five
books and over hundred and fifty research articles. He is an alumni of UCL and currently a Visiting Professor of UCL. In 2004
he was awarded the title of 'distinguished professor' by Brunel University in recognition of his contributions in the domain of
computational optimisation, risk analytics and modelling. In OptiRisk Systems he directs research and actively pursues the
development of the company as a leader in the domain of financial analytics. Professor Mitra is also the founder and chairman of the sister
company UNICOM seminars. OptiRisk systems and UNICOM Seminars also have subsidiaries in India. In India and Southeast Asia both the
companies are going through a period of organic growth.

Tobias Preis is an Associate Professor of Behavioural Science and Finance at the University of Warwick. Together with his
colleague Dr. Suzy Moat, he directs the Data Science Lab at Warwick Business School. His recent research has aimed to
analyse and predict real world behaviour with the volumes of data being generated by our interactions with technology, using
data from Google, Wikipedia, Flickr and other sources. His research is frequently featured in the news, by outlets including the
BBC, the New York Times, the Financial Times, Science, Nature, Time Magazine, New Scientist and the Guardian. He has
given a range of public talks including presentations at TEDx events in the UK and in Switzerland.

Eric Tham is Director of Quantitative strategies at iMaibo. He has over 10 years of experience in sentiment analysis, risk
management, quantitative development and use of machine learning in finance. He has a MS in Business Analytics (Big Data)
from the National University of Singapore and a MS in Financial Engineering from Columbia University. He has published in
energy economics and spoken in energy and econometric conferences.

Huyen Tran Huyen Tran is the Business Manager of myPublishing at Sentifi, responsible for the delivery and integration of
Sentifi Insights to media platforms. Trans love for big data and technology is evident in her diverse experience which spans
fintech, e-commerce in the fashion industry, development of clinical trial management systems, and research on how to
manipulate molecules with machine learning and laser technology. She holds a masters degree in Engineering and
Management from Duke University, and a Bachelor of Science in Chemistry from Temple University in the United States. Sentifi
provides the financial markets with intelligence from the global voices in the crowd.

Nick Wade: Since 2003 Nick has been the Marketing Director for Asia and responsible for managing Northfield's operations
in that region. Previously with Northfield Nick has been responsible for, or involved with, researching and developing many of
our new analytical models, including the US Short-Term Model, and Northfield's flagship multi asset class enterprise risk model
EE. Prior to joining Northfield he designed risk management systems as a consultant with AMS UK Ltd., where he was the
risk engine team leader on the West Deutsche Landesbank project, and began his career as a Quantitative Analyst with
Grantham, Mayo, van Otterloo & Co., where he worked on interest-rate, currency, and volatility forecasting models as well as
optimization and risk. Nick holds an honors degree in theoretical physics from the University of York, England, and an MBA
from Northeastern University, Boston USA, where he worked for the finance department.
 Launch of
Handbook of Sentiment Analysis in Finance
Editors: Gautam Mitra and Xiang Yu

Date 10 March 2016

Building on the success of the Handbook of News Analytics in Finance, the editors (Prof. Gautam
Mitra and Dr. Xiang Yu) have researched and compiled this new volume of the Handbook. The
publication date is January 2016. On the evening of 10 March 2016, we will officially launch this
Handbook in Singapore; many contributors will also be present at the event.
In the last four years there has been explosive developments in the domain of sentiment analysis in
general and sentiment classification in particular. There has been a growing consumer interest in
social media and these new media sources have become the leading 'influencers' of market
sentiment. The latest edition includes multiple sources of information such as:

News Wires
l
Macro-economic Announcements
l
Social Media
l
Microblogs/Twitter
l
Online (search) Information e.g. Google Trends
l

The applications of sentiment analysis are considered for multiple asset classes including:

Equities
l
Fixed Income Instruments
l
Foreign Exchange
l
Commodities (Oil, Gas, Energy and others)
l

Handbook Price: S$ 170 (80)

Attendees to the conference may purchase at a discounted price of S$100 (50).

For our full range of Sentiment Analysis Knowledge products (conference recordings, slides [2014, 2015] & Handbook) please
contact us for special bundle offers at info@unicom.co.uk or call us +44 (0)1895 256484.
 Post Conference Workshops

Post Conference Workshop (iii):

Sentiment Classification and Opinion
Mining Using News Wires and Microblogs

11 March, 2016, Singapore

13:30 - 17:30 hrs SST

Modern methods of Sentiment Classification go beyond machine learning to employ natural language processing, text
analysis and computational linguistics and are proving extremely valuable when mining media such as News wires and
Micro Blogs to determine whether the sentiment is positive/negative or neutral. These techniques lead to new insights
which can be applied in myriad contexts, including finance, where they can be used to predict big events or market
changes.
Presentations in this workshop show the value and applications of Sentiment Classification, for example by studying the
many other useful signals in text: emotion, intent, speculation, risk, and other sentiments. Social relationships can also be
managed to improve user-level sentiment analysis of microblogs; Sentiment classification in tweets by can be achieved by
combining dictionary and supervised machine learning approaches.

Speakers Enza Messina Eric Tham

Profile of previous attendees (July 2015 London conference)

Companies
Aberdeen Asset Management; Almax Capital; Baader Bank Aktiengesellschaft; Barak Capital
Ltd; Blackrock Investment Management Ltd; Capital Fund Management; CFM Group Ltd;
Coco Trading; Credit Suisse Paris; Data Capital Management; Deutsche Bank AG; Dinosaur
Merchant Bank; Dow Jones & Co; Employees Retirement System; Episteme Capital Partners
(UK), LLP; G-Research; GSA Capital Partners; iMaibo; J P Morgan; KCG; Lloyds Bank; Man
AHL; Millennium Capital Partners LLP; Nordea Markets; Oxam Asset Management; Pluribus
Labs; S&P Capital IQ - McGraw Hill Financial; Sabre Fund Management; Solaise Capital
Management; Thomson Reuters; UniCredit Bank AG;
WorldQuant

Job Titles
Analyst; Chief Dealer FX Quant Trading; Co-Founder; Data Strategist; Director; Executive
Director; Founder/CEO; Global Head of Research; Head of FX Quant Trading; Managing
Director; Portfolio Manager; Principal Scientist; Quant; Quantitative Development Analyst;
Quantitative Director; Quantitative Researcher; Risk Specialist; Senior Quantitative Analyst;
Senior Specialist, Quantitative Modeling; Strategist; Systematic Equity Trading; VP/ Quant,
Global Portfolio Construction.

Feedback from previous conferences

Excellent! Very informative!
Very illuminating! Excellent! Overall an excellent event! Thank you so much!
Very interesting topics, very well researched and presented. Thank you very much!
Very relevant and fits my interest. At the forefront of applications of sentiment analysis.
I liked the broad range of speakers. Awareness of the state of-the art. Range of different service
vendors and data sources. Not too technical. Direct focused on the subject of the conference.
Good speakers.

Singapore is one of the leading global centres for financial services: all the leading players
have a major presence there. There is significant focus on enabling and supporting
innovations in FinTech and there is a fast growing start-up ecosystem. Our program will bring
together the practitioners, developers and policy makers to create a highly synergistic impact.

This program is a collaborative effort between the Finance Lab of IIM Calcutta (Indian
Institute of Management Calcutta) and OptiRisk Systems London. The Finance Lab in IIM
Calcutta is a state-of-the-art facility that focuses on the integration of theory and research
with practice. OptiRisk specializes in optimization and risk analytics and is renowned for its
research and development of models and software systems in these domains. This is the
sixth conference on this topic organized by UNICOM Seminars, the sister company of
OptiRisk Systems. This series of conferences is now globally recognised as the meeting
place for specialists in this domain.
 Standard Price - until 10 Mar 2016 695 SGD

End Users
Organisations Early Bird Price - until 10 Feb 2016 590 SGD
Prices:

Super Early Bird Price - until 10 Jan 2016 480 SGD

Standard Price - until 10 Mar 2016 1125 SGD

Vendors and
Consultants Early Bird Price - until 10 Feb 2016 910 SGD
Prices:

Super Early Bird Price - until 10 Jan 2016 695 SGD

For further information please visit http://conferences.unicom.co.uk/sentiment-analysis/, or email us: info@unicom.co.uk or call our partner
Madhavan Ramanujam from QuantInsti Quantitative Learning on +91 22 61691403 to request a booking form or reserve delegate places.

Launch of "Handbook of Sentiment Analysis in Finance

Date 10 11 March 2016
Building on the success of the Handbook of News Analytics in Finance, the editors (Prof. Gautam Mitra and
Dr. Xiang Yu) have researched and compiled this new volume of the Handbook. The publication date is
January 2016. On the evening of 10 March 2016, we will officially launch this Handbook in Singapore; many
contributors will also be present at the event.
In the last four years there has been explosive developments in the domain of sentiment analysis in general
and sentiment classification in particular. There has been a growing consumer interest in social media and
these new media sources have become the leading 'influencers' of market sentiment. The latest edition
includes multiple sources of information such as:

News Wires
l
Macro-economic Announcements
l
Social Media
l
Microblogs/Twitter
l
Online (search) Information e.g. Google
l Trends
The applications of sentiment analysis are considered for multiple asset classes including:

Equities
l
Fixed Income Instruments
l
Foreign Exchange
l
Commodities (Oil, Gas, Energy
l and others)

Handbook Price: S$ 170 (80)

Attendees to the conference may purchase at a discounted price of S$100 (50).
For our full range of Sentiment Analysis Knowledge products (conference recordings, slides [2014, 2015] & Handbook) please
contact us for special bundle offers at info@unicom.co.uk or call us +44 (0)1895 256484.