The Handbook of News Analytics in Finance by John Wiley and Sons Ltd (Hardback, 2011)
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- DescriptionThe Handbook of News Analytics in Finance is a landmark publication bringing together the latest models and applications of News Analytics for asset pricing, portfolio construction, trading and risk control. The content of the Hand Book is organised to provide a rapid yet comprehensive understanding of this topic. Chapter 1 sets out an overview of News Analytics (NA) with an explanation of the techlogy and applications. The rest of the chapters are presented in four parts. Part 1 contains an explanation of methods and models which are used to measure and quantify news sentiment. In Part 2 the relationship between news events and discovery of abrmal returns (the elusive alpha) is discussed in detail by the leading researchers and industry experts. The material in this part also covers potential application of NA to trading and fund management. Part 3 covers the use of quantified news for the purpose of monitoring, early diagstics and risk control. Part 4 is entirely industry focused; it contains insights of experts from leading techlogy (content) vendors. It also contains a discussion of techlogies and finally a compact directory of content vendor and financial analytics companies in the marketplace of NA. The book draws equally upon the expertise of academics and practitioners who have developed these models and is supported by two major content vendors - RavenPack and Thomson Reuters - leading providers of news analytics software and machine readable news. The book will appeal to decision makers in the banking, finance and insurance services industry. In particular: asset managers; quantitative fund managers; hedge fund managers; algorithmic traders; proprietary (program) trading desks; sell-side firms; brokerage houses; risk managers and research departments will benefit from the unique insights into this new and pertinent area of financial modelling.
- Author BiographyGautam Mitra (London, UK) is an internationally renowned research scientist in the field of computational optimisation and modelling. He has developed a world class research group in his area of specialisation with researchers from Europe, UK, USA and Asia. He has published three books and over one hundred refereed research articles. He was Head of the Department of Mathematical Sciences, Brunel University between 1990 and 2001. In 2001 he established CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications. CARISMA specialises in the research of risk and optimisation and their combined paradigm in decision modelling. Professor Mitra is also a Director of UNICOM Seminars and OptiRisk Systems; OptiRisk specialises in the research and development of optimisation and financial analytics tools. Leela Mitra (London, UK) is a Quantitative Analyst at OptiRisk Systems. Dr Mitra joined OptiRisk System as a Quantitative Analyst in 2004. She received her PhD in Operational Research on the topic of Scenario generation for asset allocation models from CARISMA, Brunel University. Topics included mixed scenario sets for investment decisions with downside risk, pricing and evaluating a bond portfolio using a regime switching Markov model and desirable properties for scenario generation. She has a first class BA (Joint Honours) degree in Mathematics and Philosophy from King's College (University of London). Prior to joining OptiRisk, Leela worked in the pensions industry as an actuarial consultant for Mercer HR and subsequently with Jardine Lloyd Thomson. She is part qualified as an actuary.
- PublisherJohn Wiley and Sons Ltd
- Date of Publication13/04/2011
- SubjectFinance & Accounting
- Series TitleWiley Finance Series
- Place of PublicationChichester
- Country of PublicationUnited Kingdom
- ImprintJohn Wiley & Sons Ltd
- Content NoteIllustrations
- Weight834 g
- Width175 mm
- Height252 mm
- Spine28 mm
- Edited byGautam Mitra,Leela Mitra
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