生產力學院 - Sentiment Analysis in Financial Investments & Trading
Social Sentiments and Stock Price Correlations
    10011166-03
    香港九龍達之路78號
    2021-05-18
    莊小姐 2788 5768
    amandajohn@hkpc.org

    只提供英文版本

    This programme aims at enabling banking and finance practitioners to apply Sentiment Analysis on investment and trading which includes portfolio construction, re-balancing and trading strategies.

    In addition, participants will learn how to apply Deep Learning and NLP (Natural Language Processing) techniques on textual sentiment processing and understanding.

    Day 1 (3 hours): Sentiment Visualisation and Trading Applications

    • Raw data collection, pre-processing and visualisation
    • Calculate sentiment scores with aggregation, weighting, volume counting and moving average in different timeframes
    • Industry applications: Sentiment index for long/short trading strategies in different asset classes: Equities, Bonds, Forex and Commodities, Smart Beta for portfolio construction and re-balance by pair-algorithm
    • Case analysis: Apply rule-based sentiment APIs to extract emotions, social media sentiments and stock price correlation

    Day 2 (3 hours): Natural Language Processing and Deep Learning Techniques

    • Building blocks of Natural Language Processing
    • News relevance and classifications by topic modelling
    • Word2Vec embedding to understand language semantics
    • Case analysis: Understand news content and semantics by training a Word2Vec
      embedding, develop a sentiment analyser by Deep Learning Sequence model (LSTM) with pre-trained language model

    Target Audiences

    • Financial practitioners interested in applying sentiments on investment and trading
    • Professionals who would like to sharpen their skills with the latest AI and Machine Learning technologies
    • SME / start-up entrepreneurs who wish to get inspiration from incorporating sentiment analysis into their businesses

    Certificate of Attendance

    A Certificate of Attendance will be awarded to participants who have completed the full programme requirement with 75% or above attendance rate.

    Date & Time

    28 & 30 September 2021 (Tue & Thu), 09:30 – 12:30

    Total 6 hours

    Location

    Online Broadcast

    Medium

    Cantonese with training material in English

    Programme Fee

    HK$6,000  (May apply up to $4,000* subsidy)

    * This course is an approved Reindustrialisation and Technology Training Programme (RTTP ), which offers up to 2/3 course fee reimbursement upon successful applications. For details: https://rttp.vtc.edu.hk

    To enrol, please complete the online enrolment form and settle the payment through HKPC Academy website (http://www.hkpcacademy.org). Participants are advised to make registration on or before 10 September 2021.

    Trainer

    Mr Ken LIU

    Mr LIU is co-founder and CTO of Datatact, which is a startup in AI, Machine Learning and Big Data for Trading Strategies and Social Media Analytics. He is a hands-on expert in his specialised area for over 15 years.  Prior to Datatact, Ken worked at Citi, Goldman Sachs and Credit Suisse as Algo-Trading developer. Ken earned a Master in Computer Science from University of Southern California and a Bachelor in Computer Science from University of Warwick.

     

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