Francesco is the co-founder and CEO of Brain, a company focused on the development of algorithms for trading strategies and investment decisions. He obtained his Ph.D. in Computational Methods applied to Quantum Physics from Uppsala University in 2010. He focused his career in solving complex computational problems in different sectors using a wide range of techniques, from density functional theory in solid state physics to the application of machine learning in different industrial sectors.
APPLICATION OF NLP TOOLS TO 10K REGULATORY FILINGS. THE BRAIN LANGUAGE METRICS, DATASET AND INVESTMENT USE CASES.
In this short talk we will present some applications of Brain Natural Language Processing platform. Inspired by relatively recent literature we measure different metrics on the public regulatory ‘lings of US companies. Literature works claim inefficiencies in the way the market processes the information available on these reports on quite long time scales. We will illustrate how Brain dataset can be used to implement these investment cases. We shall also show a possible application of the systematic analysis of the regulatory ‘lings to create thematic baskets of stocks.