Work Structure

1. Requirements Analysis and Specifications Definition

The purpose of WP1 is the analysis and documentation of user requirements in two cycles, before the implementation of each version of the overall system. Creation of detailed system specifications and complete architecture at the subsystem level and for the overall system in two cycles that will lead to its smooth integration and implementation in WP3. The tasks corresponding to WP1 are the following:

Task 1.1: User requirements identification

Task 1.2: Subsystem and final system specifications

2. Research and Development of Deep Learning Technologies

The purpose of WP2 is the research and development of deep learning methods for portfolio management with the aim of optimizing specific performance indicators, such as PnL (Profit and Loss) and Sharpe Ratio. Also, the development of deep learning methods for natural language understanding, enabling semantic analysis and sentiment extraction from text streams originating from heterogeneous media. Finally, the development of multimodal information fusion methods (time series, sentiment indicators, etc.) for financial portfolio management. The tasks corresponding to WP 2 are the following:

Task 2.1: Development of deep learning methods for portfolio management

Task 2.2: Development of deep learning methods to extract sentiment from social media streams

Task 2.3: Development of multimodal information fusion methods for portfolio management

3. System Development and Integration

WP 3 aims to develop a deep learning subsystem for portfolio management, develop also a deep learning platform for sentiment extraction from social media streams, and finally to integrate the final system. The tasks corresponding to WP3 are the following:

Task 3.1: Development of a deep learning subsystem for portfolio management

Task 3.2: Development of a deep learning platform for sentiment extraction from social media streams

4. Pilot Application Design and Development, Evaluation and Commercial Exploitation

WP4 aims to control and evaluate the functionality and performance of the subsystems and the complete system based on defined objectives. Development and implementation of a plan for financial exploitation of the results of the project. The tasks corresponding to WP4 are as follows:

Task 4.1: Data collection and design of the pilot pilot test

Task 4.3: Commercial exploitation plan