Ecml Pkdd 2018 Workshops: Midas 2018 and Pap 2018, Dublin, Ireland, September 10-14, 2018, Proceedings

ISBN-13: 9783030134624 / Angielski / Miękka / 2019 / 173 str.

Carlos Alzate; Anna Monreale; Livio Bioglio

Spis treści

A Multivariate and Multi-step ahead Machine Learning Approach to Traditional and Cryptocurrencies Volatility Forecasting.- Calibrating the Mean-reversion Parameter in the Hull-White Model Using NeuralNetworks.- Deep Factor Model–Explaining Deep Learning Decisions for Forecasting Stock Returns with Layer-wise Relevance Propagation.- A Comparison of Neural Network Methods for Accurate Sentiment Analysis of Stock Market Tweets.- A Progressive Resampling Algorithm for Finding Very Sparse Investment Portfolios.- ICIE 1.0: A Novel Tool for Interactive Contextual Interaction Explanations.- Testing for Self-excitation in Financial Events: A Bayesian Approach.-  A Web Crawling Environment to Support Financial Strategies and Trend Correlation.- A differential privacy workflow for inference of parameters in the Rasch model.- Privacy Preserving Client/Vertical-Servers Classification.- Privacy Risk for Individual Basket Patterns.- Exploring Students Eating Habits through Individual Profiling and Clustering Analysis.