Using_Topic_Modelling_to_Analyse_10_K_Filings_v3 Using Topic Modelling to Analyse 10-K Filings - Auquan¶ by Wian Stipp 1. Getting The Data¶ 1.1. Install Relevant Packages¶ In [0]: #prevents printing the install messages %%capture !pip install sec-edgar-downloader !pip install html2text In [0]: Read more…
Using Topic Modelling to Analyse 10-K Filings In this article we explore the subject of topic modelling, as well as an application to analysing trends in company 10-k filings. A Google Colab file with all Read more…
We are excited to announce that Auquan is launching a new referral system. This new system will allow you to be rewarded for inviting people onto our competition, who later go on to win prizes. Read more…
What is a company’s Annual Report? An Annual Report is a document produced by all companies with shareholders. The report details how the company is run (its operations) and it’s financial health. It will also Read more…
In this notebook we'll be creating a feature to identify which news articles contain references to a certain semantic idea. We could do this for any idea/concept e.g. Resignation, War, Earthquakes, Corona Virus! For the sake of this example we're just going to pick one topic: 'war in the middle east' that we hypothesise might be predictive of oil prices
Whilst installing the competition toolbox should be a simple process, there are some problems you might fall into. In this guide, you will find step by step instructions for installing the toolbox. The examples use Read more…
When we are working with historical data we often want to manipulate the data to improve our model performance. One way of doing this is to create new features. To optimise how features are calculated Read more…
This article is part of a series looking into how the Auquan toolbox and template files work. This function does exactly what it says on the label: it gets predictions. Specifically, the getPrediction function will Read more…
This article refers to a problem in Quant-Quest’s Uk Data Science Varsity and Asia Invitational competition. You can view the problems and code along here Introduction There are several approaches to text building text summarises. Read more…
For those data scientists who are new to finance and ESG investing, we’ve decided to put together a quick article outlining how we think about ESG problems. If you need a quick recap on what Read more…
Prediction Sample Approach This article refers to a problem on Auquan’s platform. To follow along check out the details here: https://quant-quest.com/competitions/uk-data-science-varsity Introduction In our first sample approach for this competition, we’re going to take a look Read more…
In this approach, I will be talking about a problem posted on the Auquan website. Go here to view the problem and code along: quant-quest.com/competitions/uk-data-science-varsity If you want to get more detail on the deap Read more…
What is ESG Investing? Participants in our latest challenge are competing to see if ESG factors improve the ability of a model to predict long term upswings in a companies valuation. See the competition here. ESG Read more…
n this article, I will be detailing an approach to a competition on Auquan’s website called the Ethical Investing Challenge — see here for more details This article also presumes a certain level of knowledge about Read more…
Download IPython Notebook here. In the previous posts in this series, we combined the Autoregressive models and Moving Average models to produce Auto Regressive Moving Average(ARMA) models. We found that we were still unable to fully explain Read more…