✔️ The Cornell-Citi Financial Data Science Webinar Series is kicking off the Spring 2021 semester with Charles-Albert Lehalle (Capital Fund Management) as their first speaker.

✔️ Subject: « An Attempt to Understand Natural Language Processing And Illustration On A Financial Dataset » on Tuesday, 2/16.

✔️ Charles-Albert Lehalle will present a theoretical analysis of word2vec language models and explain how the resulting understanding can generalize to more nonlinear ones (like BERT).

This webinar be held via Zoom from 5:00pm to 6:00pm EST. This event is free and welcome to all guests.

[Register Now!]

« An Attempt to Understand Natural Language Processing And Illustration On A Financial Dataset »

✔️ This analysis relies on trying to exhibit a generative model allowing to explain the asymptotic meaning of the loss functions used by these kinds of models.

✔️ In particular, it allows to produce synthetic languages having a controlled number of « synonyms » and try to learn them with standard algorithms.

✔️ He then will demonstrate how learning the language of financial news reflects (or not) the celebrated Loughran-McDonald sentiment lexicon. This on-going work is conducted with Mengda Li (ENS Paris Saclay).

[Register Now!] Tuesday, February 16, 2021 – 5:00pm to 6:00pm