Natraj Raman

Lead Data Scientist S&P Global Ratings

Natraj Raman is a Lead Data Scientist at S&P Global Ratings, London. S&P Global are a leading provider of transparent and independent ratings, benchmarks, analytics and data to the capital and commodity markets worldwide. They rate more than 1 million credit ratings on government, corporate, financial sector and structured finance entities and securities. The Ratings Data Science team focuses on strategic long-term initiatives for S&P Global. Currently, the team is working on an AI system designed to augment and enhance the experience of financial analysts for tasks such as automated information extraction, news alerting and loan covenant evaluation.

Prior to this, Natraj worked as a Senior Research Scientist in Thomson Reuters for over fourteen years. He has nearly two decades of experience in the software industry, designing and developing solutions for financial professionals. Natraj received his PhD in Computer Vision from the University of London. He also holds a Masters degree in Intelligent Information Systems and a Bachelors degree in Computer Science and Engineering. His research interest is in statistical machine learning, particularly information retrieval, probabilistic forecasting, stochastic processes and time-series analysis.

Conference Day Two: 17 September 2019

Tuesday, September 17th, 2019

4:55 PM Beyond historical data: Simulations using deep intelligence agents

Financial traders typically assess their investment strategies against historical market prices. When using only data from the past, market conditions outside historical bounds are ignored. The augmentation of historical prices with synthetic prices generated using simulations provide an effective supplement. This talk describes an Agent Based Model to simulate market data for various what-if scenarios such as sudden price crash, bearish or bullish market sentiment and shock contagion. Unlike traditional agents that make trading decisions based on rules, heuristics or simple learners, a new class of deep intelligence agents that exploit the latest advances in artificial intelligence are used for decision making. The simulation model is validated by examining its ability to replicate the main statistical properties of financial markets.

Check out the incredible speaker line-up to see who will be joining Natraj.

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