9 March 2016 Pre-Conference Dinner10-11 March 2016 Conference and Workshops

Venue: Raffles City Convention Centre, Singapore

www.conferences.unicom.co.uk/sentiment-analysis-singapore

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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.

Foundations & Technologies of Sentiment Analysis for Finance

Multi-Dimensional Sentiment Analysis

News Sentiment and Stock Market Reactions

Exploiting Sentiment Analysis in Financial Markets

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

The conference is aimed at the following groups:

Topic areas covered:

Who should attend?

9 March 2016, Evening10 March 201611 March 2016

- Pre-conference dinner - Full day conference - Half day conference, followed by three concurrent half-day workshops:

(1) Behavioural Finance: Foundations & Recent Developments (2) Market Microstructure: Liquidity and Automated Trading(3) Sentiment Classification and Opinion Mining Using Newswires and Microblogs

Conference Format

Penultimate Programme

09:30 - 9:45 Introduction

09:45 - 10:30 Measuring and Predicting Human Behaviour Using Online DataTobias Preis, Warwick Business SchoolIn 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 LanguagesElijah DePalma, Thomson ReutersOpportunity 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 we’re 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 StrategiesGautam Mitra, OptiRisk SystemsSentiment 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 Kelly’s strategy for money management.

Day 1: 10 March 2016

Penultimate Programme

12:30 - 13:30 LUNCH BREAK

13:30 - 14:00 Round Table Session1. 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 SentimentAshok Banerjee,IIM CalcuttaResearch 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 InvestorEric Tham, iMaiboThe 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 ReadDan diBartolomeo and Nick Wade, Northfield Information ServicesWhat 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

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

Day 1: 10 March 2016

Launch of

“Handbook of Sentiment Analysis in Finance”Editors: Gautam Mitra and Xiang Yu

10 March 2016

Penultimate ProgrammeDay 2: 11 March 2016

09:00 - 09:05 Introduction

09:05 - 09:45 Sentiment-based Commodity TradingSvetlana Borovkova, Vrije Universiteit AmsterdamIn 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 miningEnza Messina, University of Milano-BicoccaIn 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 CurrenciesChangjie Liu, Analytics at MarketPsychSentiment 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 TBAHuyen Tran, Sentifi

12:30 - 13:00 Panel Session 2 - New Paradigms for Sentiment Analysis Applied to Finance

13:00 End of Conference

Speakers

Ashok Banerjee

Svetlana Borokova

James Cantarella

Elijah DePalma

Dan diBartolomeo

Christian König

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.

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.

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.

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.

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.

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.

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.

Rajib Ranjan Borah

Speakers

Changjie Liu

Enza Messina

Gautam Mitra

Tobias Preis

Eric Tham

Nick Wade

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.

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.

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.

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.

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.

: 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.

Time Table for Webinars for

Sentiment Analysis in Finance Conference, Singapore

10 - 11 March 2016

No. Date Presenters

1. 22 Dec 2015 Prof. Gautam Mitra & Xiang Yu, OptiRisk Systems UK (confirmed)8:00 hrs GMT = 16:00 hrs SST

Title: Insights into Market Sentiments and Trading Strategies

2. 15 Jan 2016 Prof. Ashok Banerjee, The Financial Research and Trading 8:00 hrs GMT = 16:00 hrs SST Laboratory, IIMCal (confirmed)

Title: Attention and Sentiment

3. 3 Feb 2016 MarketPsych5:00 hrs GMT = 13:00 hrs SST

Title: The Sentimental Markets Hypothesis: Temperamental Traders, Information Impact, and Patterns in Prices

4. 22 – 26 Feb 2016 Elijah DePalma, Thomson Reuters (confirmed)

Title: The One Thing Every Quant Needs to Know About Asian Languages

Post Conference Workshops

Post-Conference Workshop (i):Behavioural Finance: Foundations &

Recent Developments

11 March, 2016, Singapore13:30 - 17:30 hrs SST

Post Conference Workshop (iii):Sentiment Classification and Opinion

Mining Using News Wires and Microblogs

11 March, 2016, Singapore13:30 - 17:30 hrs SST

Post-Conference Workshop (ii):Market Microstructure, Liquidity &

Automated Trading

11 March, 2016, Singapore13:30 - 17:30 hrs SST

The financial climate continues to be dynamic and evolving. New systems are being developed to analyze market behaviour and the attitudes of financial professionals. The emergence and impact of behavioural finance is reflected in the choice of recipients of the Nobel Prize in Economics (Daniel Kahneman, 2002 and Robert J. Shiller, 2013).

The neoclassical paradigm featuring rational decision making, efficient markets hypothesis (EMH) has dominated the quant finance landscape for the last half century. Recently a new financial paradigm has emerged, in which the psychological features considered by proponents of behavioural finance and the quantitative techniques favoured by the practitioners of established neoclassical finance are brought together.

In this workshop, some of the fascinating discoveries at the interface of behavioural and quantitative finance are presented.

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.

Against the backdrop of current market scenarios, Algorithmic Trading has attracted considerable attention. The concepts are multi-faceted and are globally applicable across all financial markets: equities, fixed income, currencies. This workshop provides an introduction to Market Microstructure and Liquidity Measures; then explores Optimal Trade Execution Strategies; discusses Trading Platforms and their features, and pre- and post-trade analytics.

The workshop will benefit the following groups: New recruits in Quant/Algo Trading groups in hedge funds and investment banks; Experienced traders will find it valuable to refresh their knowledge, since substantial changes have occurred in the way trading takes place in different venues (exchanges); Manual Traders who would like to enhance their skill-set; Trading managers who would like to start algorithmic trading desks/operations; Students in Masters courses in finance - the workshop will help them define novel areas of project opportunities.

Workshops:

Standard Price - until 10 Mar 2016 SGD 215

Early Bird Price - until 10 Feb 2016 SGD 160

Super Early Bird Price - until 10 Jan 2016 SGD 145

CompaniesAberdeen 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 TitlesAnalyst; 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.

Profile of previous attendees (July 2015 London conference)

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.

Feedback from previous conferencesExcellent! 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.

Launch of "Handbook of Sentiment Analysis in Finance”

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

? Equities? Fixed Income Instruments? Foreign Exchange? Commodities (Oil, Gas, Energy 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.

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

Date 10 – 11 March 2016

215 SGDPre-Conference Dinner: Price

Standard Price - until 10 Mar 2016

Standard Price - until 10 Mar 2016

Early Bird - until 10 Feb 2016Price

Early Bird Price - until 10 Feb 2016

695 SGD

1125 SGD

590 SGD

910 SGD

Super Early Bird Price - until 10 Jan 2016

Super Early Bird Price - until 10 Jan 2016

480 SGD

695 SGD

End Users Organisations Prices:

Vendors and Consultants Prices:

For further information please visit , or email us: or call our partner Madhavan Ramanujam from QuantInsti Quantitative Learning on +91 22 61691403 to request a booking form or reserve delegate places.

http://conferences.unicom.co.uk/sentiment-analysis/ info@unicom.co.uk