A Semantic Web of Information in the Financial Industry - PyDataSG

Published on: Tuesday, 14 June 2016

Speaker: Eric Tham

Synopsis: The Web 3.0 evolution is the next step to make the Web more structured for information extraction. Presently, many information retrieval systems work through similarity measures or a generative statistical model. The Web 3.0 makes information retrieval more structured through a RDF format / triples relationship.

Thomson Reuters has existing initiatives like the OpenCalais and the open source PermIDs to facilitate information retrieval. PermIDs are immutable 64bit identifiers on entities that are consistent across different domains. There are Python APIs for OpenCalais.

Through triples relationships, entities are linked in a semantic web. Some applications in finance can be found in credit risk network, KYC, supply chain risks or portfolio risk management.

Speaker: Eric Tham is presently an Enterprise Data Scientist with Thomson Reuters. He was previously in a startup in China doing NLP and sentiment analysis; He has presented and published papers in sentiment analysis and Energy Economics. He has spoken in Pycon APAC and will also be speaking in the forthcoming Strata and Hadoop conference. He has a Masters degree in Financial Engineering from Columbia University and a MSBA from NUS.

Event Page: http://www.meetup.com/PyData-SG/events/229691070/

Produced by Engineers.SG

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