May 24, 2018
Our Chief Data Scientist, Peter Hafez, will showcase the RavenPack platform while MathWorks will demonstrate several methods to interface with RavenPack data with MATLAB.
Industry keynote presentations and MathWorks technical experts will explore MATLAB applications in model governance, machine learning, text analytics, big data, and automated reporting.
RavenPack has been selected to demonstrate its solutions at the event in the exhibition space, where you will be able to meet with Peter Hafez, our Chief Data Scientist.
The conference is free, but registration is required
Plan a meeting
on-site with our team.
May 24, 2018
Etc. Venues – St.Paul’s
1200 Aldersgate, London
Please use your business email. If you don't have one, please email us at email@example.com.
We will process your personal data with the purpose of managing your personal account on
RavenPack and offering our services. You can exercise your rights of access, rectification,
erasure, restriction of processing, data portability and objection by emailing us at firstname.lastname@example.org. For more information, you can
Your request has been recorded and a team member will be in touch soon.
High inflation has returned in developed markets after decades of lying low. In our latest paper, we show how to build an inflation-based asset allocation strategy using sentiment data and we illustrate that sentiment-based strategies outperform models that depend merely on past observed inflation values.
This year's RavenPack Research Symposium brought two intense days of knowledge sharing in London and New York, from 25 top experts in natural language processing, quantitative investing and machine learning. Together, we explored how firms can leverage new language models to generate alpha, better manage risk and respond to calls for more sustainable investment practices.
Human capital is at the heart of value creation. Our latest research demonstrates how unprecedented workforce insights, sourced from over 200 million job postings, can generate more alpha.