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cgss15:students:jiayil:polyanalyst:weeklymeetings:10_7_2016 [2016/10/07 16:31]
jiayil
cgss15:students:jiayil:polyanalyst:weeklymeetings:10_7_2016 [2016/10/07 17:33] (current)
jiayil
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 +====== Megaputer Intelligence Weekly Meeting 10/7/2016 ======
  
 +=====  Deloitte (Confidence Barometer Project) by Jason Liu  =====
 +
 +Automated solution: pull data from SEC filings, analyze and generate ...
 +
 +Data Collection
 +  * 10K(annual) & 10Q(quarter) submitted to SEC by public forps that headquartered in US (2.2 million filings)
 +
 +
 +Solution
 +  * Identify and generate a list of 10K and 10Q on EDGAR
 +  * A Perl script to download the targets
 +  * Extract MD&A section using regular expression
 +  * Extract forward-looking sentences (forward-looking verbs such as project, predict, etc)
 +  * Categorize sentences into 20 financial categories
 +  * Sentiment analysis taxonomy structure
 +  * PDL expression example of sentence patterns (the use of X entity extraction)
 +  * CHAID: predictive modeling (CAPEX as dependent variable)
cgss15/students/jiayil/polyanalyst/weeklymeetings/10_7_2016.txt ยท Last modified: 2016/10/07 17:33 by jiayil
 
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