All posts tagged big data

September 22, 2016

Who is the most successful lawyer or the most strict judge in the Netherlands?

LegalRobot ™: The First Intelligent Dutch case law machine is expected as Beta on www.semlab.nl/legalrobot this October. This web application uses Artificial Intelligence (AI) and will be offered free of charge to legal experts and lawyers. The application includes all public cases for criminal and related case law. Other case law is added in the course of this year.

The AI LegalRobot™ has analyzed the documents so you:

  • can filter out the defendant or perpetrator characteristics.
  • can search in specific sections of the document.
  • can filter by judge or lawyer.
  • can select acquittals or convictions.

This makes it possible to estimate which lawyer at which court for which type of offense is most likely to achieve an acquittal.
Legal robot mannetje v3 middel
LegalRobot ™ is registered as a trade mark in the Benelux by SemLab Ltd.

 

April 12, 2013

Irene Aldridge, speaker at NYU-Poly’s Big Data Finance Conference, May 3, NYC, Sponsor SEMLAB

Big Data is a fact, fueling a transformation of finance and the world of business in yet unpredictable ways.  Scientific parsing of big data and Data Analytics are encountering challenges to process data, produce meaningful inferences and maintain the integrity and the safety of its use.

Irene Aldridge is Industry Assistant Professor, Dept. of Finance and Risk Engineering, Polytechnic Institute of New York University (NYU).  At NYU, Aldridge specializes in cutting edge HFT and other data-driven finance research and teaches courses on HFT and algorithmic execution.  Aldridge is the author of several books, including “High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems” (2nd edition just published by Wiley, 2013), translated into several languages.

Aldridge worked for various institutions on Wall Street and in Toronto, including Goldman Sachs and CIBC, and is a founder of ABLE Alpha Trading, LTD, a company specializing in high frequency trading technologies, including quantitative market-making. Her research has been profiled on BBC, CNBC, FOX Business, CBC, BNN, German ZDF, National Public Radio (NPR), Bloomberg Radio, as well as in the New York Times, the Wall Street Journal, Associated Press, Financial Times, Thomson/Reuters, Bloomberg LP, Forbes and other major business news outlets.

 

April 12, 2013

SemLab Sponsor of NYU-Poly’s Big Data Finance Conference, May 3, NYC

SEMLAB is sponsoring the Big Data Finance Workshop organized by the department of Finance and Risk Engineering of New York UniversityPolytechnic Institute on May 3, 2013, New York City

The target audience (invitation only) includes top academics in the field and practitioners in the high-frequency, quantitative and algorithmic  industries, including customers like Goldman Sachs, ITG, QuantRisk Trading, Credit Suisse, JP MorganChase.

During the workshop SEMLAB will discuss advanced semantic analytics, specifically for quantitative- and algorithmic financial big data processing.

For more information: big data finance conference