Volatility forecasting from market and text data

Berkindale Analytics is a cloud-based company and wants to create a next-generation platform to provide both market data and packaged analytics to financial clients via direct download, interface, and dashboards accessible from a web portal.
The general objective of the project is the development of a cloud-based platform for the ingestion and normalization of financial data and the calculation of market analytics. In particular, the project revolves around the construction of a SAAS web platform with data provided by an existing partner. The platform ingests granular Canadian historical market data from all exchanges and alternative brokerage systems to aggregate data products, advanced metrics, and data mining tools for end users
In the specific context of this internship, the first intern will be responsible for developing statistical time series forecasting models, while the second intern will be responsible for developing natural language processing models to extract information relevant to forecast from corporate and macroeconomic announcements and social media text data.

Faculty Supervisor:

Tolga Cenesizoglu

Student:

Partner:

Berkindale Analytics Inc

Discipline:

Business

Sector:

Professional, scientific and technical services

University:

HEC Montréal

Program: