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ECML PKDD 2018 Workshops

MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings

  • Conference proceedings
  • © 2019

Overview

Editors:
  1. Carlos Alzate

    1. IBM Research - Ireland, Dublin, Ireland

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  2. Anna Monreale

    1. KDD Lab, University of Pisa, Pisa, Italy

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  3. Livio Bioglio

    1. University of Turin, Turin, Italy

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  4. Valerio Bitetta

    1. R&D Department, UniCredit, Milan, Italy

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  5. Ilaria Bordino

    1. R&D Department, UniCredit, Rome, Italy

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  6. Guido Caldarelli

    1. IMT School for Advanced Studies Lucca, Lucca, Italy

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  7. Andrea Ferretti

    1. R&D Department, UniCredit, Milan, Italy

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  8. Riccardo Guidotti

    1. KDD Lab, University of Pisa, Pisa, Italy

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  9. Francesco Gullo

    1. R&D Department, UniCredit, Rome, Italy

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  10. Stefano Pascolutti

    1. R&D Department, UniCredit, Milan, Italy

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  11. Ruggero G. Pensa

    1. Department of Computer Science, University of Turin, Turin, Italy

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  12. Celine Robardet

    1. National Institute of Applied Science, Université de Lyon, Lyon, France

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  13. Tiziano Squartini

    1. IMT School Advanced Studies Lucca, Lucca, Italy

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Part of the book series: Lecture Notes in Computer Science (LNCS, volume 11054)

Part of the book sub series: Lecture Notes in Artificial Intelligence (LNAI)

Included in the following conference series:

Conference proceedings info: MIDAS 2018, PAP 2018.

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Table of contents (12 papers)

  1. Front Matter

    Pages I-X
    Download chapter PDF

  2. MIDAS 2018: The 3rd Workshop on MIning DAta for Financial ApplicationS

    1. Front Matter

      Pages 1-5
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    2. A Multivariate and Multi-step Ahead Machine Learning Approach to Traditional and Cryptocurrencies Volatility Forecasting

      • Jacopo De Stefani, Olivier Caelen, Dalila Hattab, Yann-Aël Le Borgne, Gianluca Bontempi
      Pages 7-22

    3. Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks

      • Georgios Moysiadis, Ioannis Anagnostou, Drona Kandhai
      Pages 23-36

    4. Deep Factor Model

      • Kei Nakagawa, Takumi Uchida, Tomohisa Aoshima
      Pages 37-50

    5. A Comparison of Neural Network Methods for Accurate Sentiment Analysis of Stock Market Tweets

      • Narges Tabari, Armin Seyeditabari, Tanya Peddi, Mirsad Hadzikadic, Wlodek Zadrozny
      Pages 51-65

    6. A Progressive Resampling Algorithm for Finding Very Sparse Investment Portfolios

      • Marko Hassinen, Antti Ukkonen
      Pages 66-80

    7. ICIE 1.0: A Novel Tool for Interactive Contextual Interaction Explanations

      • Simon B. van der Zon, Wouter Duivesteijn, Werner van Ipenburg, Jan Veldsink, Mykola Pechenizkiy
      Pages 81-94

    8. Testing for Self-excitation in Financial Events: A Bayesian Approach

      • Ali Caner Türkmen, Ali Taylan Cemgil
      Pages 95-102

    9. A Web Crawling Environment to Support Financial Strategies and Trend Correlation

      • Giovanni Ponti, Giuseppe Santomauro, Fiorenzo Ambrosino, Giovanni Bracco, Antonio Colavincenzo, Matteo De Rosa et al.
      Pages 103-107

  3. PAP 2018: The 2nd International Workshop on Personal Analytics and Privacy

    1. Front Matter

      Pages 109-111
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    2. A Differential Privacy Workflow for Inference of Parameters in the Rasch Model

      • Teresa Anna Steiner, David Enslev Nyrnberg, Lars Kai Hansen
      Pages 113-124

    3. Privacy Preserving Client/Vertical-Servers Classification

      • Derian Boer, Zahra Ahmadi, Stefan Kramer
      Pages 125-140

    4. Privacy Risk for Individual Basket Patterns

      • Roberto Pellungrini, Anna Monreale, Riccardo Guidotti
      Pages 141-155

    5. Exploring Students Eating Habits Through Individual Profiling and Clustering Analysis

      • Michela Natilli, Anna Monreale, Riccardo Guidotti, Luca Pappalardo
      Pages 156-171

  4. Back Matter

    Pages 173-173
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Other volumes

  1. ECML PKDD 2018 Workshops

Keywords

About this book

This book constitutes revised selected papers from two workshops held at the 18th European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2018, in Dublin, Ireland, in September 2018, namely:

MIDAS 2018 – Third Workshop on Mining Data for Financial Applications
and
PAP 2018 – Second International Workshop on Personal Analytics and Privacy.

The 12 papers presented in this volume were carefully reviewed and selected from a total of 17 submissions.

 


Editors and Affiliations

  • IBM Research - Ireland, Dublin, Ireland

    Carlos Alzate

  • KDD Lab, University of Pisa, Pisa, Italy

    Anna Monreale, Riccardo Guidotti

  • University of Turin, Turin, Italy

    Livio Bioglio

  • R&D Department, UniCredit, Milan, Italy

    Valerio Bitetta, Andrea Ferretti, Stefano Pascolutti

  • R&D Department, UniCredit, Rome, Italy

    Ilaria Bordino, Francesco Gullo

  • IMT School for Advanced Studies Lucca, Lucca, Italy

    Guido Caldarelli

  • Department of Computer Science, University of Turin, Turin, Italy

    Ruggero G. Pensa

  • National Institute of Applied Science, Université de Lyon, Lyon, France

    Celine Robardet

  • IMT School Advanced Studies Lucca, Lucca, Italy

    Tiziano Squartini

Bibliographic Information

  • Book Title: ECML PKDD 2018 Workshops

  • Book Subtitle: MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings

  • Editors: Carlos Alzate, Anna Monreale, Livio Bioglio, Valerio Bitetta, Ilaria Bordino, Guido Caldarelli, Andrea Ferretti, Riccardo Guidotti, Francesco Gullo, Stefano Pascolutti, Ruggero G. Pensa, Celine Robardet, … Tiziano Squartini

  • Series Title: Lecture Notes in Computer Science

  • DOI: https://doi.org/10.1007/978-3-030-13463-1

  • Publisher: Springer Cham

  • eBook Packages: Computer Science, Computer Science (R0)

  • Copyright Information: Springer Nature Switzerland AG 2019

  • Softcover ISBN: 978-3-030-13462-4Published: 07 February 2019

  • eBook ISBN: 978-3-030-13463-1Published: 06 February 2019

  • Series ISSN: 0302-9743

  • Series E-ISSN: 1611-3349

  • Edition Number: 1

  • Number of Pages: X, 173

  • Number of Illustrations: 20 b/w illustrations, 50 illustrations in colour

  • Topics: Artificial Intelligence, Data Mining and Knowledge Discovery, Systems and Data Security, Computers and Society, e-Commerce/e-business

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