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.
APPLICATION OF NLP TOOLS TO 10K REGULATORY FILINGS. THE BRAIN LANGUAGE METRICS, DATASET AND INVESTMENT USE CASES.
In this talk we 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 illustrate how Brain dataset is used to implement these investment cases. We also show a possible application of the systematic analysis of the regulatory ‘lings to create thematic baskets of stocks.