HSE University Centre for Financial Research and Data Analytics Pioneers Market Sentiment Analysis

The Centre for Financial Research and Data Analytics at HSE University is a hub for interdisciplinary research in finance, combining fundamental and applied work. Founded in 2012 as a small laboratory, it has grown into an internationally recognized centre with a focus on innovative research methods.

The centre's key activities include the development of investment strategies based on identifying anomalies and studying market sentiment in social networks. They have created unique sentiment detection models that account for jargon, emojis, and other expressions of emotions in Russian and Chinese languages. These models have enabled them to publish articles in top international journals.

The centre's research areas also include the analysis of cryptocurrency markets and the development of predictive models using artificial intelligence. Their work focuses on identifying new anomalies and testing established views in financial markets.