UROP Proceedings 2020-21

School of Science Department of Mathematics 61 Research in AI and Machine Learning Supervisor: ZHANG Tong / MATH Student: LI Xinyuan / QFIN Course: UROP2100, Summer In the summer UROP project, I learned basic knowledge about natural language processing through courses and common tools, also read & replicated a couple of papers, all within the area of NLP applications in finance, covering both the stock market and the capital market. I realized that with the abundance of data sources: Twitter data, various Financial statements, index data, there’s a wide range of tasks that NLP can perform, just that I need to do some additional work in data-preprocessing. In the end, I proposed a few experiments based on the papers I replicated (mostly experimenting with loss functions and sub-models), further experiments will continuously be conducted in the future.