News and Finance Conference

Annual News and Finance Conferences:

Description:

The News and Finance initiative of the Program for Financial Studies addresses one of the key questions in financial economics: how information is transmitted from news into prices.

Led by Columbia Business School faculty Harry Mamaysky, Paul Glasserman and Paul Tetlock, the News and Finance initiative seeks to combine natural language processing techniques with more traditional economic analysis to gain insight into how markets respond to news and other textual data. We seek to conduct innovative research in the area of news and financial markets, and to disseminate research to practitioners and academics. Furthermore, we host annual conferences, which foster interaction amongst the finance, business and media industries and Columbia affiliates. Examples of questions of interest to our research include the following:

- How can the computer analysis of news, social media, public filings, and other documents be leveraged to develop investment strategies and monitor risk?

- What insights about investor behavior can be gleaned from the analysis of market responses to news?

- What new types of tools for text analysis are needed for applications in finance?

Faculty Directors: Harry Mamaysky, Professor of Professional Practice in the Faculty of Business; Paul Glasserman, Jack R. Anderson Professor of Business; Paul Tetlock, A. Barton Hepburn Professor of Economics in the Faculty of Business