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 by web scraping
- Dataset pre-processing and cleaning
- 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: Textual data visualisation in word cloud, charts and histograms, 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 classifications by topic modelling
- News relevance (identifying market moving events) and company entity extraction
- Word2Vec embedding to understand language semantics
- Introduction to deep learning based techniques for sentiment analysis
- 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
21 & 22 Jan 2021 (Thu & Fri), 09:30 – 12:30
Total 6 hours
Location
HKPC (78 Tat Chee Avenue, Kowloon Tong, Hong Kong)
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 31 December 2020.
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.