CEUR-WS.org/Vol-1941 - MIning DAta for financial applicationS 2017

MIDAS 2017
MIning DAta for financial applicationS

Proceedings of the Second Workshop on MIning DAta for financial applicationS (MIDAS 2017)
co-located with the 2017 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2017)

Skopje, Macedonia, September 18, 2017.

Edited by

UniCredit

IMT Institute for Advanced Studies

Preface

BoostEMM - Transparent Boosting using Exceptional Model Mining 5-16
Simon van der Zon, Oren Zeev Ben Mordehai, Tom Vrijdag, Werner van Ipenburg, Wouter Duivesteijn, Jan Veldsink, Mykola Pechenizkiy
Machine Learning for Multi-step Ahead Forecasting of Volatility Proxies 17-28
Jacopo De Stefani, Olivier Caelen, Dalila Hattab, Gianluca Bontempi
Event Recognition Strategies applied in the Mercurio Project (extended abstract) 29-30
Davide Azzalini, Fabio Azzalini, Davide Greco, Mirjana Mazuran, Letizia Tanca
Profiling Smart Contracts Interactions Tensor Decomposition and Graph Mining 31-42
Jérémy Charlier, Sofiane Lagraa, Radu State, Jérôme François
Influence Analysis in Business Social Media 43-54
Flora Amato, Vincenzo Moscato, Antonio Picariello, Giovanni Ponti, Giancarlo Sperlì

2017-09-26: submitted by Francesco Gullo, metadata incl. bibliographic data published under Creative Commons CC0
2017-09-26: published on CEUR-WS.org |valid HTML5|

MIDAS 2017
MIning DAta for financial applicationS

Proceedings of the Second Workshop on MIning DAta for financial applicationS (MIDAS 2017)
co-located with the 2017 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2017)

Skopje, Macedonia, September 18, 2017.

Ilaria Bordino *
Guido Caldarelli **
Fabio Fumarola *
Francesco Gullo *
Tiziano Squartini **

Table of Contents

MIDAS 2017 MIning DAta for financial applicationS

Proceedings of the Second Workshop on MIning DAta for financial applicationS (MIDAS 2017) co-located with the 2017 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2017)

Skopje, Macedonia, September 18, 2017.

Ilaria Bordino * Guido Caldarelli ** Fabio Fumarola * Francesco Gullo * Tiziano Squartini **

Table of Contents

MIDAS 2017
MIning DAta for financial applicationS

Proceedings of the Second Workshop on MIning DAta for financial applicationS (MIDAS 2017)
co-located with the 2017 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2017)

Ilaria Bordino *
Guido Caldarelli **
Fabio Fumarola *
Francesco Gullo *
Tiziano Squartini **