Dan di Bartolomeo

Northfield Information Services

CEO

77 N Washington St # 902

Boston, MA 02114

United States

SCHOLARLY PAPERS

2

DOWNLOADS

760

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

Equity Portfolio Risk (Volatility) Estimation Using Market Information and Sentiment

Number of pages: 15 Posted: 26 Jun 2009 Last Revised: 05 Feb 2010
Leela R. Mitra, Gautam Mitra and Dan di Bartolomeo
CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University London - CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications and Northfield Information Services
Downloads 501 (60,483)
Citation 5

Abstract:

Loading...

2.

Automated Analysis of News to Compute Market Sentiment: Its Impact on Liquidity and Trading

Number of pages: 48 Posted: 17 May 2015
Gautam Mitra, Dan di Bartolomeo, Ashok Banerjee and Xiang Yu
Brunel University London - CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, Northfield Information Services, Indian Institute of Management Calcutta and OptiRisk Systems
Downloads 259 (128,994)
Citation 1

Abstract:

Loading...

Computer trading, Automated Trading, Market Sentiment, News Sentiment Analysis, News Impact, Liquidity measures, Market microstructure