Dan di Bartolomeo

Northfield Information Services

CEO

77 N Washington St # 902

Boston, MA 02114

United States

SCHOLARLY PAPERS

2

DOWNLOADS

724

CITATIONS
Rank 35,482

SSRN RANKINGS

Top 35,482

in Total Papers Citations

10

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 484 (56,999)
Citation 11

Abstract:

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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 240 (125,866)
Citation 1

Abstract:

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