Currently an Associate professor of Quantitative Finance at the Vrije Universiteit Amsterdam, Svetlana Borovkova has specialized in applying mathematical and statistical methods to problems within finance and energy sectors. She is frequently consulted by major financial institutions, most notably for her work in derivatives pricing, futures trading, risk management and market modelling. Previously she held an assistant professor position in Delft University of Technology and a trading analyst position in Shell Trading, London. She got her PhD in 1998 from the University of Groningen, The Netherlands, and Oregon State University, USA, for analysis of nonlinear and chaotic time series.

Elijah DePalma is currently working in the most exciting business at Thomson Reuters - Machine Readable News and News Analytics - generating alpha over mid- to long-term trading horizons utilizing innovative quant signals from financial newswires and social media sources. He started his career with Thomson Reuters in Feb 2012, initially providing research support for Thomson Reuters MarketPsych Indices - a compelling product which provides macro-level, financial insights based on principles of modern psychology and behavioral finance. Prior to coming to Thomson Reuters, he completed a PhD in Applied Statistics from University of California, Riverside, followed by a Visiting Director position in Paris developing behavioral econometric models in support of MIFID compliance.

Marco Dion has recently been named Head of the Central Risk Book trading desk at JP Morgan. Prior to that, Marco spent 7 years in the research department of JP Morgan as Global Head of the Quant Strategy team. Marco and the 12 member-team have been ranked best Quant research teams across the globe by investors in numerous surveys since 2008. Marco holds a BSc in Finance from HEC Brussels.

Abby Levenberg is a senior researcher at the Oxford-Man Institute of Quantitative Finance, University of Oxford. He received his PhD from the School of Informatics, University of Edinburgh in 2011 and is affiliated with the Department of Computer Science, University of Oxford. His research interests lie at the intersection of learning from big dynamic data streams from the WWW and learning predictions for financial indicators such as the stock market.

Bing Liu is a professor of Computer Science at the University of Illinois at Chicago. He received his PhD from the University of Edinburgh. His current research interests include sentiment analysis, fake review detection, data mining and machine learning. He has published extensively on these topics, including two popular books: “Sentiment Analysis and Opinion Mining” and “Web Data Mining.” His work has also been widely reported in the international press including a front page article in The New York Times. Liu has served as technical program chairs and area chairs of numerous data mining, natural language processing, and Web technology conferences. Currently, he serves as the Chair of ACM SIGKDD.

Raphael Markellos is Professor of Finance at Norwich Business School, University of East Anglia. He is interested in the role, analysis and modelling of information in finance. His latest research focuses on the analysis and modelling of online search data, text, social media and big data in order to capture features such as sentiment and attention. Markellos has over 15 years of experience in consulting and executive training in the US, UK, Germany Luxemburg and Greece. In addition to over 40 research papers, he has co-authored the 3rd edition of "The Econometric Modelling of Financial Time Series" published by Cambridge University Press in 2008

Peter Hafez is an award-winning expert in the field of applied news analytics and has consult-ed for numerous leading trading and investment firms on how to take advantage of news analytics in financial markets. Peter has more than 10 years of experience in quantitative finance with companies such as Standard & Poor's, Credit Suisse First Boston, and Saxo Bank. He is a recognized speaker at conferences on behavioral finance and algorithmic trading and a regular contributor of www.SentimentNews.com blog, where he shares his research findings and views on the news analytics industry. Peter holds a Master's degree in Quantitative Finance from City University's Cass Business School.

Gautam Mitra, MD OptiRisk Systems is an internationally renowned research scientist in the field of Operational Research in general and computational optimisation and modelling in particular. He has developed a world class research group in his area of specialisation with researchers from Europe, UK & USA. He has published three books and over hundred refereed research articles. He was Head of the Department of Mathematical Sciences, Brunel University between 1990 and 2001. In 2001 he has established CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications. CARISMA specialises in the research of Risk and Optimisation and their combined paradigm in decision modelling. Professor Mitra is a Director of OptiRisk Systems UK and OptiRisk India. Many of the research results of CARISMA are exploited through these companies.

Dan diBartolomeo is President and founder of Northfield Information Services, Inc. Based in Boston since 1986, Northfield develops quantitative models of financial markets. He is also a Visiting Professor at the CARISMA research institute of Brunel University in London. Dan has published more than two dozen books, book chapters and research studies in refereed journals. He regularly lectures at universities such as MIT, Harvard and Northwestern and has been admitted as an expert witness in litigation matters regarding investment management practices and derivatives in both US Federal and state courts.

Richard Peterson is CEO of MarketPsych Data which produces psychological and macroeconomic data derived from text analytics of news and social media. MarketPsych's data is consumed by the world's largest hedge funds. Dr. Peterson is an award-winning financial writer, an associate editor of the Journal of Behavioral Finance, has published widely in academia, and performed postdoctoral neuroeconomics research at Stanford University.

Tobias Preis is an Associate Professor of Behavioural Science and Finance at Warwick Business School. His current research involves large scale experiments on complex social and economic systems by exploiting the volumes of data being generated by our interactions with technology. One of his recent research projects provided evidence that search engine query data and stock market fluctuations are correlated. Preis has a Ph.D. in Theoretical Physics from the Johannes Gutenberg University of Mainz and draws on an interdisciplinary background in physics, economics, and computer science. He has authored more than 30 scientific publications, published a book about the physics of financial markets and acts as a reviewer for more than 15 leading international journals; he is Academic Editor of the multidisciplinary journal PLoS ONE. Preis advises government agencies as well as private companies on potential exploitation of online digital traces.

Stephen Pulman is Professor of Computational Linguistics at the Department of Computer Science, Oxford University. He is a Professorial Fellow of Somerville College, Oxford, and a Fellow of the British Academy. He has also held visiting professorships at the Institut für Maschinelle Sprachverarbeitung, University of Stuttgart; and at Copenhagen Business School. He is a co-founder of TheySay Ltd. Previous positions include Professor of General Linguistics at Oxford University, Assistant Professor (Reader) at the University of Cambridge Computer Laboratory, and Director of SRI International's Cambridge Computer Science Research Center.