We invite work on all aspects of financial news and data analysis. This includes (but is not limited to) the following topics:

Financial data collection, entity extraction, relation extraction, classification, clustering, novelty detection, event detection, filtering, aggregation, etc.

Social media data analysis

News event impact and market sentiment

Sentiment analysis, opinion mining

Stock/market prediction

News and social data in algorithm trading; quantitative news trading

Question answering system in financial domain

Cognitive computing in finance

Deep learning for financial data

Semantics, knowledge base and ontology

System design and architecture of financial data workflow

Big data in finance: challenge, practice and technologies

The Workshop will be co-located with 2017 IEEE International Conference on Big Data (Big Data 2017)
December 11-14, 2017
Boston, MA, USA.
http://cci.drexel.edu/bigdata/bigdata2017/

All papers accepted will be included in the conference proceedings published by the IEEE Computer Society Press.

Please submit a full paper (up to 10 page IEEE 2-column format) or short paper (up to 5 page IEEE 2-column format) through the online submission system.

Papers should be formatted to IEEE Computer Society Proceedings Manuscript Formatting Guidelines (see link to "formatting instructions" below).
Formatting Instructions
8.5" x 11" (DOC, PDF)
LaTex Formatting Macros

Submission Site:
Submission Site
Please submit your paper as a PDF file.