NLP & Financial News Intelligence
Turn financial news, filings and transcripts into structured research signals using text processing, embeddings, transformer models and careful event-time alignment.
This course covers the data engineering side of financial text: getting news, filings and other documents into clean, time-stamped, entity-tagged datasets. You will build ingestion with respect for source terms, deduplicate and normalize text, link documents to securities, and generate sentiment features with both lexicon methods and transformer models. A strong focus on timestamps and point-in-time correctness ensures that downstream research does not leak future information.
7 modules · 28 lessons · 7 weeks. Curriculum preview; the final syllabus may change before enrollment opens.
Build an ingestion pipeline for public filings and news-style documents with deduplication
Create an entity linking step that maps company mentions to a securities master
Produce a point-in-time sentiment dataset with versioning and a data card
Quantzivo certificates are completion credentials issued by Quantzivo, not accredited qualifications. Courses teach technical and research skills; they do not promise investment returns or provide investment advice.
Turn financial news, filings and transcripts into structured research signals using text processing, embeddings, transformer models and careful event-time alignment.
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