| Vol-1941 urn:nbn:de:0074-1941-2 Copyright © 2017 for the individual papers by the papers' authors. Copying permitted for private and academic purposes. This volume is published and copyrighted by its editors.

# 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

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

* UniCredit, R&D Department, Milan, Italy
** IMT Institute for Advanced Studies, Lucca, Italy

## Table of Contents

- 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|