Decoded: ESG Data Through a Quantitative Lens
Discussion Topics
· The data organization problem
· ESG and the AI spectrum
· Rating, ranking, scoring
· Portfolio construction and ESG integration
Speakers
ARTHUR LINDEMAN
Head of Index and ESG Quant Research
BLOOMBERG/ 731 LEX
AJ is the head of the Index and ESG Research team within Bloomberg's Index & Portfolio Research team. Prior to joining Bloomberg, he was at Benchmark Solutions and Morgan Stanley as a Fixed Income quant. He has a PhD in mathematics from Purdue University.
Arun Verma
Global Head of Quant Research Solutions
bloomberg
Arun heads the Bloomberg Quantitative Research Solutions Team in the CTO office. Arun's work initially focused on Stochastic Volatility Models for Derivatives & Exotics pricing/hedging and more generally around asset pricing using traditional quantitative finance methods. More recently, he has enjoyed working at the intersection of diverse areas such as data science, innovative quantitative finance models and using AI/Machine Learning methods to help reveal embedded signals in traditional & alternative data such as Company Financials, ESG, News/Social, Supply Chain, Geolocational & Extreme Weather and their potential impact on capital markets. Prior to joining Bloomberg, he earned his Ph.D from Cornell University in the areas of computer science and applied mathematics and a B. Tech in Computer Science from IIT Delhi, India. Arun is also an editorial board member of The Journal of Financial Data Science.
Michele Franceschini
Senior Research Scientist
Bloomberg L.P.
Dr. Michele Franceschini is the Team Lead of the Knowledge Extraction team, Bloomberg AI, AI News department. The team handles a portfolio of machine learning products including a number of sentiment models operating on news and social media content. Dr. Franceschini's experience includes high performance computing, advanced solid state storage, cognitive search methodologies and blockchain. His research has been published in nearly 100 scientific paper and cited over 4800 times. Dr. Franceschini is co-inventor of over 100 patents.