OptiRisk Systems UK
   Season’s Greetings
   AMPL Family of Products
   Eurostars Project: SENRISK
   Research and Whitepapers
   Events
   Staff and Interns
AMPL Family of Products:
OptiRisk has started the development of a visualization tool. With this tool (i) the data tables of AMPL are presented as charts and graphs; further (ii) OLAP Data views of these tables are also included.
Eurostars Project: SENRISK
Our SENRISK project runs in its 12th month now. We have developed sentiment-enhanced credit spread models for sovereign and corporate bonds. We build our experiments upon an extensive news sentiment database and create daily sentiment time series which are valuable input for analysing and monitoring bond portfolios. Our models distinguish between countries and sectors, tailoring the available sentiment to each market. The Senrisk DSS has been presented to potential pilot customers. Our consortium continues to develop the DSS for credit risk to create an informative tool for the Fixed Income market.
Research and Whitepapers
The research (mini) projects which were given to our summer interns have led to a few whitepapers. Please find these and other whitepapers on our website:
Enhanced Corporate Bond Yield Modelling Incorporating Macroeconomic News Sentiment
Using Social Media and News Sentiment Data to Construct a Momentum Strategy
Forecasting Calendar Future Spreads of Crude Oil
Using Market Sentiment to Enhance Second Order Stochastic Dominance Trading Models
Events:
Past Events
OptiRisk Systems was the Knowledge Partner of the following workshops and conferences.
June 2017, London
Log Optimal Growth & Kelly Strategy,  26 June 2017, London (Workshop)
Sentiment Extraction and Applications for Financial Prediction, 27 June 2017, London (Workshop)
AI, Machine Learning and Sentiment Analysis Applied to Finance, 28 – 29 June 2017, London (Conference)
Novel Data Sources and Contents for Financial Markets, 30 June 2017, London (Workshop)
Forthcoming Workshops and Conferences:
OptiRisk is presenting at the following workshops and conferences:
Optimum Decision Making and Risk Analysis Applied to Finance, 12 – 16 February 2018 UCL, London
7-8 March 2018 – “AI, Machine Learning and Sentiment Analysis Applied to Finance” Conference in Hong Kong
13 – 14 March 2018 – Bangalore, India
Stream (i) “AI, Machine Learning and Sentiment Analysis Applied to Finance”
Stream (ii) “AI, Machine Learning and Sentiment Analysis Applied to Retail and Consumer Markets”.
27-28 June 2018 – “AI, Machine Learning and Sentiment Analysis Applied to Finance” Conference in London
25, 26 and 29 Pre &Post Conference Workshops in London
OptiRisk is presenting at the following events:
The 11th International Conference on Computational and Financial Econometrics (CFE 2017) at the at the University of London, UK, 16-18 December 2017
Staff and Interns:
OptiRisk is hiring research staff and interns at multiple geographies. Visit our Jobs webpage http://optirisk-systems.com/jobs_1.asp to find out more.
Share this Credits
 
This Newsletter was compiled by Aqeela Rahman and supported by Xiang Yu and Julie Valentine”.