MAXIMILIAN AHRENS

Postdoctoral Research Fellow in NLP | Co-Investigator for the Alan Turing Institute Research Grant on Narrative Detection

NLP for narrative and misinformation detection | NLP for economic and financial modelling

Oxford University | Department of Engineering Science | Department of Economics | OxNLP Group | Oxford-Man Institute | Alan Turing Institute

About me

I'm a Postdoctoral Research Fellow at the University of Oxford.  My main research interests lie in machine learning methods for natural language processing (NLP) and applications for narrative and misinformation detection, financial market modelling, and economic forecasting. 

I'm also the Co-Principal Investigator for the Alan Turing Institute Research Grant on Narrative Detection. In this capacity, I run the NarrativeLab together with my co-investigator Michael McMahon.

My PhD thesis is on multimodal language models for economics and finance. I'm a research member and co-organiser of the OxNLP Group at Oxford that focusses on NLP for social data science applications. I'm also a research member of the Machine Learning Research Group and the Oxford-Man Institute of Quantitative Finance.  


I'm the founder and chair of the Conference on NLP for Social Data Sciences (NLP SoDaS).

Prior to my PhD work, I obtained an MPhil in Economics from the University of Oxford and an M.Sc. in Specialised Economic Analysis from the Barcelona School of Economics. I previously worked with McKinsey & Company,  the European Central Bank, and Man AHL.

Recent News

July 2023: I'm presenting our paper on multimodal NLP frameworks for central bank communication analysis at The Bank of England's Research Seminar Series.

July 2023: I'll be speaking at a panel on LLMs, privacy, and data security at the Eyes-Off Data Summit in Dublin.

July 2023: I'm presenting our paper on multimodal NLP frameworks for central bank communication analysis at the the 2023 Annual Meeting of the Central Bank Research Association at the Federal Reserve Bank of New York and Columbia University (New York City, USA)

June 2023: We are hosting the second edition of our annual research conference on NLP for Social Data Science (NLP SoDaS)  in Oxford - 28-29 June. I'm the chair of the event. Contact me for further information.

June 2023: We published our new working paper on multimodal NLP frameworks for central bank communication analysis: "Mind Your Language: Market Reactions to Central Bank Speeches". I've also been interviewed on this research paper by the Man Group.

May  2023: We are presenting our paper on multimodal NLP frameworks for central bank communication analysis at the ECONDAT 2023 Conference for Economics with non-traditional data and analytical tools jointly organised by the Bank of England, the European Central Bank, and the Data Analytics for Finance and Macro Research Centre at King's College London  (London, UK)

April 2023: I'm presenting my working paper on NLP benchmarks for economics and finance at the Centre for Economic Research Policy (CEPR) Webinar Series

April 2023: Our working paper on multimodal NLP frameworks for central bank communication analysis got accepted to be presented at the Qatar Centre for Global Banking and Finance Annual Conference 2023

Feb 2023: I'm presenting a working paper on an NLP benchmark suite for economics and finance at the Economics Seminar at the University of Oxford (Oxford, UK)

Jan 2023: I'm honoured to have won an Alan Turing Institute research grant to work on "narrative analysis with multimodal language and graph models"

Selected Research

Ahrens, McMahon:
EcoFinBench - An NLP benchmark evaluation for economics and finance
working paper 2023

Gorduza, Ahrens, McMahon, Pierrehumbert:

Rumour detection with narrative graphs: using narrative-infused symbolic graphs to improve rumour detection in social media

working paper 2023

George, Ahrens, McMahon, Pierrehumbert:

Conspiracy detection with emotion markers: leveraging multidimensional content information to improve conspiracy detection

working paper 2023

Mathai , Ahrens, McMahon, Pierrehumbert:

NarrativeGraph: modelling text as a graph of micro-narratives

working paper 2023

Drinkall , Ahrens, McMahon, Pierrehumbert:


Narrative-informed information distillation of the Federal Open Market Committee meetings

working paper 2023

Ahrens:
Identifying monetary policy shocks with natural language processing
MPhil thesis 2018

Teaching