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 **