Yuyu Fan

Data Scientist Alliance Bernstein

Yuyu Fan is a data scientist in the central data science team at Alliance Bernstein L.P. She leverages statistical, machine learning, and deep learning models to distill insights from financial service data, and to generate investment signals from text data. Previously, Yuyu worked at College Board as a psychometrician intern for two years, using machine learning models to monitor test validity, reliability, and security. Yuyu got her Ph.D. in psychometrics and quantitative psychology at Fordham University. Her research aimed to reduce the biases in people’s judgments and decisions using various statistical models.

Conference Day One: June 30 2020

Tuesday, June 30th, 2020

4:00 PM Extracting insights from earnings transcripts

- Assessing different sentiment techniques to extract signal from text
- Applying NLP to transcripts of US, non-US and EM companies to predict stock returns