With the advent of data-intensive platforms (e.g., social media, mobile, e-commerce, videos, robots), we are witnessing an unprecedented amount of data capturing consumer behaviors, business operations, and societal dynamics. Recent advances in AI (e.g., natural language processing, machine learning, computer vision, deep learning) and the availability of computational resources (e.g., GPU, cloud computing) allow us to effectively and efficiently analyze big data, uncover business insights, and make data-driven decisions. This new phenomenon of business analytics creates opportunities and challenges for academic researchers and industry practitioners. In this lecture, I will introduce my research program, which aims to advance Business Analytics using AI approaches, thereby creating new knowledge and business value from big data (especially unstructured data).