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SUMMARY:MathWorks Collaboration Day
DESCRIPTION:The MathWorks SMART Laboratory\nNortheastern University\nCollaboration Day Event \nFinancial Services and Computational Finance with MATLAB \nChris Garvin\nSenior Software\nEngineer Manager \nFinancial Services encompasses an array of application areas such as investing\, banking\, econometric modeling and risk management. Increasingly sophisticated software tools are being developed to provide financial products that give professionals a competitive advantage in this space. \nThis presentation will highlight industry segments and application areas illustrating how MathWorks applies computational finance tools and solutions to this space. You will learn about asset allocation\, sentiment analysis and algorithmic trading using MATLAB. \nThe first example will walk you through the steps to build an asset allocation strategy based on hierarchical risk parity and compare the results to a traditional mean variance methodology. Next\, a deep learning model will be used to classify the sentiments of Tweets as positive or negative. Sentiment analysis is used in investment decision making. Finally\, we will explore how a rule-based model is used to make trading decisions. \n\nBio:\nChris Garvin is a senior software engineering manager and principal software engineer leading the Computational Finance software development team. He has been at MathWorks since 1993. He has guided the development of products that serve the Financial Services and FinTech space and has been the primary developer of the Financial\, Database\, Datafeed and Trading Toolboxes and Spreadsheet Link. He received a Bachelor of Science in Electrical Engineering from Union College and an MBA certificate from Northeastern University. \n\nKeynote Address – Raytheon Amphitheater 1:30 — 2:30 pm\nPoster session and demonstrations – Raytheon Amphitheater 2:30 – 3:30 pm\nMathWorks employees\, Northeastern students and faculty will demonstrate their current work. \n\nList of demos from MathWorks that will be given from 2:30 to 3:30: \n\nText Analytics and sentiment analysis\nHierarchical risk parity\nImage Transmission and Reception Using WLAN Toolbox and One PlutoSDR\nModulation Classification with Deep Learning\nUrban Channel Link Analysis and Visualization using Ray Tracing\nReal-time ECG waveform segmentation using a deep network\nEmbedded Architecture Modeling and Targeting\n\n\nFor more information\, contact:\nMiriam Leeser\nmel@coe.neu.edu
URL:https://ece.northeastern.edu/event/mathworks-collaboration-day/
LOCATION:Raytheon Amphitheater (240 Egan)\, 360 Huntington Ave\, 240 Egan\, Boston\, MA\, 02115\, United States
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