January 28, 2010
The finalised copies of the ViewerPro Client evaluation CD are ready to be handed out at the next few meetings that Semlab will attend.
This promotional CD contains a fully functional trial version of the ViewerPro client for financial news analysis, intended for evaluation purposes. This trial includes access to the live DowJones Newswire feed and includes installers for Microsoft Windows and Linux platforms.
January 20, 2010
Semlab’s Mark Vreijling will lecture at the pre-conference workshop of News Analytics Applied to Trading, Fund Management and Risk Control, at the 1st of February 2010, London.
The lecture, titled Practical Use of News in Equity Trading Strategies will address issues concerning the possibilities of current technologies to quantify the content of news, how news analytics are to be used and the benefits of automatic news analytics for equity trading strategies.
For more information: Carisma Workshop
January 20, 2010
The European Union has approved our NORM proposal. Semlab and a consortium of international partners will start researching News Optimised Risk Management.
In today’s chaotic financial climate, systems for predicting market behaviour and attitudes of financial professionals are under scrutiny. Current market risk assessment characteristics disregard market information that is available from additional sources like, for example, financial news. There are whole new possibilities for producing meaningful market behaviour models by incorporating behavioural and quantitative finance, using the latest techniques and powerful modelling tools. The prevailing market environment can (to some extent) be captured by key innovative techniques of news analytics that quantify news sentiments. The emergence and impact of such behavioural finance is illustrated by the 4-5 Nobel Prizes for Economics awarded in this field in recent years.
This project aims to enhance market risk assessment metrics by using semantically analysed news-based information. This will compensate for inflexibility of existing models with regard to strong market fluctuations or market instability and give more dynamic, more reliable market risk estimation.
November 11, 2009
This week, Semlab attended the ‘Forum on News Analytics applied to Trading, Fund Management and Risk Control’, at Canary Wharf in London.
Our director of research, Dr. Mark Vreijling, gave a lecture on Semlab’s cutting edge news analytics platform ViewerPro, and the prospects of using semantic news analysis for Trading and Risk Control.
Financial news contains market information that is potentially useful for trading and risk assessment. Most financial companies still have no way of automatically analysing news and information is either missed or takes long to process. With semantic analysis platforms like ViewerPro, no news is missed and desisions can be made much quicker.
For more information: Forum on News Analytics
October 27, 2009
Semlab’s director of research, Dr. Mark Vreijling, was invited by Dow Jones to lecture on ‘Semantic analyses for non scheduled event driven trading’ at ‘The Evolution of Trading & Execution’ meeting in Frankfurt am Main, on Wednesday the 18th of November, 2009.
Other speakers include Prof. Dr. Christoph Lattemann (Professor for Corporate Governance & eCommerce, University of Potsdam), Nicole Schröpfer (Business Development Manager, Dow Jones), Klaus Brune (News Editor, Dow Jones).
For more information: Dow Jones Briefing
October 12, 2009
Semlab had joined an international consortium of researchers, linguistic experts and software developers to create a system that automatically translates relatively small languages.
The focus in the project lies with small languages such as Latvian, Lithuanian, Croatian, etc. and one of the main methods that will be used is Statistical Machine Translation (SMT). SMT systems are built by analyzing huge volumes of parallel corpus and learning translation models from these data. This is particularly tricky with smaller languages since the available corpus data is much smaller.
The project aims at a.o. developing a widget or browser add-on that translates such small languages and is currently under evaluation at the European union.
For more information: Let’sMT! Project website
October 5, 2009
The Solim project’s spatial reasoning system has been in development for one year and Semlab, Picsearch and AGMlab will meet their partner Tilde at their office in Riga this week to discuss the project’s future.
Last year, the project members have determined the application’s requirements and designed the language, reasoner, translation and image search functionality of the proof of concept (PoC) application. In the coming year, these separate elements will be implemented in order to build the final application.
For more information: Solim Project website
September 28, 2009
RTS Realtime Systems Group, the leading global trading solutions provider, announced that it has added an additional third party data provider to further strengthen its offering of low latency data and news feeds for algorithmic trading clients interested in event-based trading opportunities. RTS has integrated into RTD Tango, its algorithmic trading solution, feeds from SemLab’s ViewerPro, which provides computer-readable news within milliseconds of an event.
See the full RTS press release: Yahoo Finance
September 26, 2009
On Wednesday the 23rd of September 2009, experts from SemLab, Need To Know News, RavenPack and RTS had a lively discussion in the webinar: “How to Capitalize on Event Based Trading”.
During the webinar it was discussed what event based trading really is, how traders are able to capitalize on expected and unexpected events, how technology plays a role in event based trading and how the different types of event-based strategies are deployed across all asset classes worldwide.
You can view the webinar here.
September 24, 2009
Semlab, together with an international consortium of financial experts and supported by several large financial institutions, has submitted a proposal to the EU to enhance market risk assessment calculations by incorporating real time semantically analysed news-based market information.
The aim is to improve market risk metrics, such as the Value at Risk (VaR) and Expected Shortfall (ES). The incorporation of financial news will compensate for inflexibility of existing models with regard to strong market fluctuations or market instability and give more dynamic and more reliable market risk estimation.
The consortium consists of several top level financial experts and software companies as well as cutting edge research institutes.
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