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Mining Data for Financial Applications

5th ECML PKDD Workshop, MIDAS 2020, Ghent, Belgium, September 18, 2020, Revised Selected Papers

  • Conference proceedings
  • © 2021

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Editors:
  1. Valerio Bitetta

    1. UniCredit, Milan, Italy

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  2. Ilaria Bordino

    1. UniCredit, Rome, Italy

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  3. Andrea Ferretti

    1. UniCredit, Milan, Italy

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  4. Francesco Gullo

    1. UniCredit, Rome, Italy

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  5. Giovanni Ponti

    1. ENEA Portici Research Center, Portici, Italy

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  6. Lorenzo Severini

    1. UniCredit, Rome, Italy

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Part of the book series: Lecture Notes in Computer Science (LNCS, volume 12591)

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

Included in the following conference series:

Conference proceedings info: MIDAS 2020.

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Table of contents (11 papers)

  1. Front Matter

    Pages i-x
    Download chapter PDF

  2. Trade Selection with Supervised Learning and Optimal Coordinate Ascent (OCA)

    • David Saltiel, Eric Benhamou, Rida Laraki, Jamal Atif
    Pages 1-15

  3. How Much Does Stock Prediction Improve with Sentiment Analysis?

    • Frederico G. Monteiro, Diogo R. Ferreira
    Pages 16-31

  4. Applying Machine Learning to Predict Closing Prices in Stock Market: A Case Study

    • Matteo Greco, Michele Spagnoletta, Annalisa Appice, Donato Malerba
    Pages 32-39

  5. Financial Fraud Detection with Improved Neural Arithmetic Logic Units

    • Daniel Schlör, Markus Ring, Anna Krause, Andreas Hotho
    Pages 40-54

  6. Information Extraction From the GDELT Database to Analyse EU Sovereign Bond Markets

    • Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti
    Pages 55-67Open Access

  7. Multi-objective Particle Swarm Optimization for Feature Selection in Credit Scoring

    • Nikita Kozodoi, Stefan Lessmann
    Pages 68-76

  8. A Comparative Analysis of Temporal Long Text Similarity: Application to Financial Documents

    • Vipula Rawte, Aparna Gupta, Mohammed J. Zaki
    Pages 77-91

  9. Ranking Cryptocurrencies by Brand Importance: A Social Media Analysis in ENEAGRID

    • Giuseppe Santomauro, Daniela Alderuccio, Fiorenzo Ambrosino, Silvio Migliori
    Pages 92-100

  10. Towards the Prediction of Electricity Prices at the Intraday Market Using Shallow and Deep-Learning Methods

    • Christoph Scholz, Malte Lehna, Katharina Brauns, André Baier
    Pages 101-118

  11. Neither in the Programs Nor in the Data: Mining the Hidden Financial Knowledge with Knowledge Graphs and Reasoning

    • Luigi Bellomarini, Davide Magnanimi, Markus Nissl, Emanuel Sallinger
    Pages 119-134

  12. Exploring the Predictive Power of News and Neural Machine Learning Models for Economic Forecasting

    • Luca Barbaglia, Sergio Consoli, Sebastiano Manzan
    Pages 135-149Open Access

  13. Back Matter

    Pages 151-151
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Other volumes

  1. Mining Data for Financial Applications

Keywords

About this book

This book constitutes revised selected papers from the 5th Workshop on Mining Data for Financial Applications, MIDAS 2020, held in conjunction with ECML PKDD 2020, in Ghent, Belgium, in September 2020.*

The 8 full and 3 short papers presented in this volume were carefully reviewed and selected from 15 submissions. They deal with challenges, potentialities, and applications of leveraging data-mining tasks regarding problems in the financial domain.

*The workshop was held virtually due to the COVID-19 pandemic.

“Information Extraction from the GDELT Database to Analyse EU Sovereign Bond Markets” and “Exploring the Predictive Power of News and Neural Machine Learning Models for Economic Forecasting” are available open access under a Creative Commons Attribution 4.0 International License via link.springer.com.

Editors and Affiliations

  • UniCredit, Milan, Italy

    Valerio Bitetta, Andrea Ferretti

  • UniCredit, Rome, Italy

    Ilaria Bordino, Francesco Gullo, Lorenzo Severini

  • ENEA Portici Research Center, Portici, Italy

    Giovanni Ponti

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