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ORCIDMIDAS 2016: Riva del Garda, Italy
- Ilaria Bordino, Guido Caldarelli, Fabio Fumarola, Francesco Gullo, Tiziano Squartini:
Proceedings of the First Workshop on MIning DAta for financial applicationS (MIDAS 2016) co-located with the 2016 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2016), Riva del Garda, Italy, September 19-23, 2016. CEUR Workshop Proceedings 1774, CEUR-WS.org 2016 - Andrea Pazienza, Sabrina Francesca Pellegrino, Stefano Ferilli, Floriana Esposito:
Clustering underlying stock trends via non-negative matrix factorization. 5-16 - Martí Renedo, Argimiro Arratia:
Clustering of exchange rates and their dynamics under different dependence measures. 17-28 - Huisu Jang, Jaewook Lee:
A general framework for building machine learning models for pricing american index options with no-arbitrage and its limitation. 29-30 - Àlex Serès, Alejandra Cabaña, Argimiro Arratia:
Towards a sharp estimation of transfer entropy for identifying causality in financial time series. 31-42 - Marco Bianchetti, Davide Emilio Galli, Camilla Ricci, Angelo Salvatori, Marco Scaringi:
Brexit or Bremain? Evidence from bubble analysis. 43-54 - Alya Al Nasseri, Faek Menla Ali, Allan Tucker:
Good news and bad news: Do online investor sentiments reaction to return news asymmetric? 55-66 - Ali Caner Türkmen:
Sentiment extraction from financial public disclosure documents. 67-72 - Salvatore Cuomo, Pasquale De Michele, Vittorio Di Somma, Giovanni Ponti:
A probabilistic approach for financial IoT data. 73-74
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