About the event:Traditionally, commodities futures models incorporate metrics like inventory numbers, supply demand numbers. While supply chain disruptions, outages and other significant events play a crucial role in the spot and futures prices, however modeling them is not trivial.

In this talk Sameena Shah from Thomson Reuters will talk about how her team captured significant events from news and modeled their impact on oil futures returns.

About the speaker: Dr. Sameena Shah leads Thomson Reuters R&D's work in finding alpha from underexploited data sources. Sameena has been leveraging big data analytics for finding predictive signals from textual information in corporate filings, news, social media, company hierarchy analysis etc.

Prior to joining Thomson Reuters, she worked for a hedge fund in NYC creating statistical arbitrage driven quantitative strategies. Sameena holds a PhD in Machine Learning and Optimization from IIT Delhi. Her research has received several awards including those from Microsoft Research and Google. Sameena is on the review panel of several major journals and a PC member for several International Conferences.