Uncovering Soft Information from Stock Market Conference Calls: Asset Management Perspectives

Investors, regulators, and the general public consume a wealth of textual information every day. Recent advancements in artificial intelligence make machine-reading of textual information plausible. We tackle text mining of financial conference call transcripts—calls of significant corporate events that are widely followed by investors and institutional investors. Our conference calls data include over 200,000 calls […]

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Strategic asset allocation from a Canadian investment perspective

The project ? Strategic Asset Allocation from a Canadian Investment Perspective ? will focus on the efficient allocation design for a Canadian investor. This will be achieved throughforecasting of long-term (5-10 years) expected returns of Canadian fixed income and equities, as well as US and global equities. The forecasts mostly rely on economic/fundamental analysis such […]

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