Matteo is co-founder and Executive Chairman of Brain, a company focused on the development of algorithms for trading strategies and investment decisions. He holds a Ph.D. in Physics and a Master in Business Administration. Matteo’s past activities included Financial Modelling for financial institutions and Corporate Risk and Value Based Management for industrial companies. As a Theoretical Physicist he worked in the field of statistical mechanics of complex systems and of non-linear stochastic equations.
Sentiment scoring of global stocks based on machine learning approaches combined with Natural Language Processing techniques.
Brain developed a sentiment Indicator on about 7000 global stocks monitoring the news from financial media with the objective of providing the ‘market mood’ on listed companies.
The proprietary sentiment scoring indicator (BSI) is based on machine learning techniques used to categorise the news in specific topics combined with natural language processing techniques that make use of a proprietary dictionary of financial terms.
The sentiment indicator can also be aggregated on thematic baskets of stocks related to non-conventional themes (e.g. nanotechnology, wearables, drones) selected by machine learning analysis of company public information (e.g web pages) of global stocks.