Porto Summer School in Machine Learning and Textual Analysis with an Introduction to Natural Language Processing is a practical workshop to gain an understanding of the basics of Machine Learning and Textual Analysis in Accounting and Finance with an application using Natural Language Processing (NLP). The course covers both theory and practical workshop sessions. The course does not require prior programming knowledge and does not use or teach programming.

Who can attend?

Financial and Accounting Professionals and those interested in applying NLP to financial model building. The course does not require prior programming knowledge and avoids programming while still allowing participants to both gain an understanding of the techniques and offer practical workshop sessions to apply the knowledge learnt.

Programme Outline

The course is structured in 5 practical sessions where students will learn using a combination of teaching sessions and practical exercises. The focus will be on learning through experience in which participants will have a set of tasks to complete The tasks use the Weka software, and demonstrate how to apply the machine learning and natural language processing techniques taught to enhance the efficacy of investment models.

Day 1: An Introduction to Machine Learning

Day 2: An Introduction to Natural Language Processing

Day 3 to 5: Practical applications of ML and NLP

This program will be held entirely in English.

Teaching

Dr Mohan Subbiah, lectures at the University of Lancaster, and is a former hedge fund manager for Blackrock. His career spans 25 years in Fund Management and Investment Banking, including Barclays Global Investors (Now Blackrock) as an award winning hedge fund manager in the European Hedge Funf Team, a head of a proprietary trading desk at a major global Investment Bank in the City of London, and Chief Executive of an Asian Hedge Fund business in Singapore. He has also sat as a member of the Council of Examiners for the CFA Institute, writing questions at all three levels of the CFA exams. He holds an MBA from London Business School and a PhD in Finance, co-authoring publications with his PhD Supervisor, Professor Frank Fabozzi. His research work has also included work for a UK regulator applying Machine Learning and Natural Language Processing to assist in the development of their regularory work.