Yuyu Fan
6 Years at AB|9 Years of Experience
Yuyu Fan is a Principal Data Scientist on the Investment Solutions and Sciences team. In this role, she leverages statistical, machine-learning and deep-learning models to draw insights from financial data. Prior to joining AB in 2018, Fan worked at College Board as a psychometrician intern, using machine-learning models to monitor test validity, reliability and security. She holds a BA in sociology from Zhejiang University (Hangzhou, China), MAs in sociology and psychology from Fordham University, and a PhD in psychometrics and quantitative psychology from Fordham University. Location: New York
Published Work
Natural language processing can give investment managers an early warning about negative ESG news.
A richer dialogue between human experts and large language models may improve outcomes.
If investors are detectives seeking clues for outperformance in the US large-cap equity market, natural language processing is a team of tireless assistants.
In research contributed to the Journal Investment Management, AB's data science experts test the efficacy of text mining techniques and find that there are opportunities to use these signals in stock selection.