Massive Big Data Analytics for Strategic Intelligence...2017/11/27 · Big Data : Inconceivable...

November 2017

Confidential – Non contractual document

Massive Big Data Analytics

for Strategic Intelligence

Confidential – Non contractual documentNovember 17 2

VolumeFundamentals

PricesOld Market DataStructured data

Big DataAlternative Data

Social NetworksTwitter, Tumblr, Weibo, YouTube, ….

Professional NetworksLinkedIn, Monster, …

OnLine RetailersWalmart, Best Buy, Amazon, …

BlogsYahoo Finance, StockTwits, …

E-CommerceAmazon, Ebay, LeBonCoin, …

Meteorological data

Satellite Data

Air, Marine & Road Traffic Data

New Opportunities are in New Data TerritoriesBig Data : Inconceivable Level of Granularity for Predictive Analytics


Artirficial Intelligence Modeling

Logistics

Social Media

Telecoms

Meteo

Ocean

Satellite

Hotel Prices

Strategic Intelligence

Fundamentals Proxy in Real-Time• Immaterial Assets

• Human Capital

• Accounting Quality

• Governance

Business Cycles in Real-Time

• Real-Time Economic Growth

• Real-Time Inflation

• Real-Time Job Market

• Reat-Time Logistics

Geopolitics in Real-Time

• Country Stability

• Sentiment Index

Data Sources Sample

From Big Data Sources to Strategic Intelligence

Applications : Economics and Financial Predictions from Short Term to Long Term Horizons


PRODUCTS

GLOBAL MACRO SMART DATA

SECTOR SMART DATA

CONSUMER SMART DATA

ARTIFICIAL INTELLIGENCE

QUANTCUBEDATALAKE

Social Media Professional

Networks

Satellite

ImageryBlogs Transportation

Data

Real Estate

HospitalityConsumer

Reviews

Natural LanguageProcessing

for Text Analytics

Deep Learning

for PicturesAnalytics

Consumer Profile Analytics

GLOBAL MACRO SMART DATA for STRATEGIC INVESTMENTS

Shipping Smart Data

TelecomsSmart Data

EnergySmart Data …

HospitalitySmart Data

RetailSmart Data

Actionable Smart Data for Investments

Winning the Game in a Data-Driven World

SINGLE SMART DATA for AUTOMATED INVESTMENT STRATEGIES

Graph Theory

for Network Modeling

AgricultureSmart Data

Geopolitics Smart Data


Predict Political Elections for Strategic Decisions89% Success out of 19 political elections since May 2013

Le Pen / Macron predictionPublished two weeks before poll

Brexit PredictionOne-month before poll

Trump PredictionPublished one week before poll


Political Stability in Saudi ArabiaSentiment Index of Mohammed Bin Salmane

High Profile Arrests

Translation: #Saudi_People_celebrate_with_MBS

Succession shake-up

Translation : We will obey you for best and for worst. We are optimistic of further progress.#Obey_to_MBS


Most probable scenario for summer 2017 :

Neutral ENSO

Oceanographicdata

Predict Natural Catastrophes and Political Crisis

Cyclonic Energy Detection to predict El Nino / La Nina

Global Macro Smart Data


Predict Sector Economic Growth from the Job Market

Aggregation of Job Openings to Anticipate the US Economic Activity by Sector

Job Openings Index on US Job Market

Strategic Information for Asset Allocation and Corporates


Inflation Index Estimation : A Big Data ApproachFruits and Vegetables subcomponent

…

Vegetables

BasketPrice


Predict Regional Economic Growth from Commodity FlowsExample of the Port of Singapore

Anticipate the import & export activity by tracking more than 60 000 ships


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avr.-15 juil.-15 oct.-15 janv.-16 mai-16 août-16 nov.-16 mars-17 juin-17

Collaboration with Central Bank: Predict Hotel Prices and Occupancy Rates

8 real-time indicators for each region of France. Out-of-Sample correlation: 85% to 95%


Anticipate Urban Economic Growth for Long-Term Investments

Predict Regional Economic Growth from the Manufacturing ActivityDetecting Commodity Consumptions, Waste Disposals and Infrastructure Project Developments

Infrastructure ActivityManufacturing ActivityCommodity Port Activity

Energy Smart Data

Confidential – Non contractual document 16

Real-Time Estimation of Energy Factors with Alternative Data

Identification of Major Factors Impacting Oil Prices

EconomicGrowth

GDP’s OilIntensity

Alternative Energies

US Dollar variation

Meterologicalfactors

Oil ProductionInternational

TensionInventories OPEC’s quota Weather

Demand Factors

Supply Factors

November 17


Predict Energy TrendsSupply and Demand Proxy Factors

Supply: Inventory

ENERGY

New Supply

Supply: Job OpeningsDemand : Commodity Flows

Supply: OPEC Meetings


Predict Short-Term Energy Trends with Arabic Social Media Analytics

Getting Relevant News in Advance

Anticipating Crude Oil Trends during OPEC Meetings

We Predicted the Crude Oil Rally triggered by OPEC decision several hours before Bloomberg


Predict Economic Growth in Manufacturing CountriesTracking Manufacturing Business Cycle

ManufacturingJob Openings in

Manufacturing Industry

Imports of Iron Ore& Energy

Occupancy Rate of Hospitality Sector

Change Detection: New Factories

New Infrastructure

Financial Smart Data


Social Media for Single Stocks Strategy – Performance

Proxy of the immaterial assets values of a company

QuantCube Sentiment Index

We perform real-time Natural Language ProcessingAnalytics on Social Media comments to quantify the sentiment on a stock

Ex. : QuantCube Sentiment Index on US stocks

USE CASE

Short-term Long/Short US Equity Strategy

BUY stocks with high Sentiment IndexSELL stocks with low Sentiment Index

Ann. Gross Performances : +13.3%

Sharpe Ratio: 1.58

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Social MediaLong/Short

HFRX EquityHedge

Average βsince Inception : 0.00


Blogs Long Short Equity Strategy

Proxy of real-time fundamentals

Performing real-time Analytics on comments from specialized Blogs for long term investmentsin US Stocks

Long Term Sentiment Index

on US Stocks

Ann. Gross Performances : +22.9%Sharpe Ratio: 2.58

BUY stocks with highest Blogs sentiment indexSELL stocks with lowest Blogs sentiment index

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-15

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-15

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BlogsLong/ShortEquity

Characteristics

Market-Neutral Strategy

Universe : S&P 100

1-month holding period

Correlation : -0.11

Confidential – Non contractualdocument

November 17 23

Class Action Investment Strategy – Short Only

USE CASE

US Equity Short-Only Strategy

SELL stocks with a class action against them

Ann. Gross Performances : +13.0%

Sharpe Ratio: 0.83

-50%

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Insider Traders

We collect data from the SEC to identify insidertrades and connections between members of the board of directors.

Class Action

We perform Natural Language Processing to detect important class action lawsuits.

Predict Earnings Quality & Fraud Detection

Confidential – Non contractualdocument

November 17 24

Board of Directors – Insider Trades & Gouvernance

Boards Relationships

We collect data from the SEC to identify insidertrades and connections between members of the board of directors for governance quality

Board of Directors Connection graph

Predict Long-Term Companies Performances

Consumer Personae Smart Data


Methodology

Defining Individual Smart Features from Social Media Analytics

Individuals

Computing

Computing

Computing

Political Chain

Religion Chain

Salary Chain

Smart Feature 1

Smart Feature 2

Smart Feature N

…

…

SupervisedModel for

Political Opinion

SupervisedModel for Religion

SupervisedModel for

Salary

…

Complete Profile

Political OpinionReligionSalary

Level of Eduation…

PoliticalPrediction


Anticipate Customer Demand and Global Trends for 5-star Hotels in China

Use Case 1 : Hospitality Industry

Consumer Preferences from OTA Analytics

Top Destinations by City

Satisfaction Index

Activity Index

Top Term Frequency – Positive

Top Term Frequency – Negative

Traveler Profile

• by nationality • by type of travel

(business/leisure)• by average stay, …

Application : Customer Segmentation for Luxury Hospitality Industry


External Data for Customer Acquisition

Use Case 2 : Telecom Industry

Partners

Confidential – Non contractual document 30

Leveraging Technology and R&D with Strategic PartnersNumerous Collaborations to be at the Forefront in Artificial Intelligence

November 17

Technology

Artificial Intelligence Labs

Innovation Clusters


Contacts

World Financial Center60 Broad Street, Suite 3502

New York, NY 10004 USA

Tel. : +1 646 400 5068

Le Village55 Rue la Boétie

75008 Paris, FRANCE

Tel. : +33 1 43 58 48 46

Thanh-Long HUYNH, CEO

Mail : [email protected]. : +33 6 34 50 00 04

Offices in :

Paris New York Tokyo (4Q17) Singapore (1Q18)

mailto:[email protected]

Massive Big Data Analytics for Strategic Intelligence...2017/11/27 · Big Data : Inconceivable...

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Transcript of Massive Big Data Analytics for Strategic Intelligence...2017/11/27 · Big Data : Inconceivable...