SEMLAB is sponsoring the Big Data Finance Workshop organized by the department of Finance and Risk Engineering of New York University, Polytechnic Institute on May 3, 2013, New York City
The target audience (invitation only) includes top academics in the field and practitioners in the high-frequency, quantitative and algorithmic industries, including customers like Goldman Sachs, ITG, QuantRisk Trading, Credit Suisse, JP MorganChase.
During the workshop SEMLAB will discuss advanced semantic analytics, specifically for quantitative- and algorithmic financial big data processing.
For more information: big data finance conference