Keynote; NLDB 2022; Valencia, Spain
Natural Language Processing for Industrial Financial Predictive Analysis and Stock Trading
Abstract: In the financial industry, risk modelling, trading strategy design, and profit generation heavily rely on accurately predicting stock movements. Stock movements are influenced by varied factors beyond the conventionally studied historical prices, such as social media and correlations among stocks. The rising ubiquity of online content and knowledge mandates an exploration of models that factor in such multimodal signals for accurate stock forecasting. In this talk, I introduce a set of modern AI and NLP-centric methods and techniques using alternate sources of data - social media text, financial disclosures, documents, and multimodal data such as audio from financial earnings calls for building financial models in the industry to trade stocks and cryptocurrency. I then delve into the architecture of these models - covering multimodal, sequential, and graph neural networks - and analyse them across a diverse spectrum of metrics through an industry lens - quantitative performance, profitability, qualitative analysis, computational complexity, gender bias, and improvements over conventional financial analysis methods.
Recording: https://www.youtube.com/watch?v=qCeRi9ITVlQ