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 - researchr publication

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Ilaria Bordino, Guido Caldarelli, Fabio Fumarola, Francesco Gullo, Tiziano Squartini, editors, 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. Volume 1774 of CEUR Workshop Proceedings, CEUR-WS.org, 2016. [doi]

Conference: pkdd2016

Abstract is missing.

Clustering underlying stock trends via non-negative matrix factorizationAndrea Pazienza, Sabrina Francesca Pellegrino, Stefano Ferilli, Floriana Esposito. 5-16 [doi]

Clustering of exchange rates and their dynamics under different dependence measuresMartí Renedo, Argimiro Arratia. 17-28 [doi]

A general framework for building machine learning models for pricing american index options with no-arbitrage and its limitationHuisu Jang, Jaewook Lee. 29-30 [doi]

Towards a sharp estimation of transfer entropy for identifying causality in financial time seriesÀlex Serès, Alejandra Cabaña, Argimiro Arratia. 31-42 [doi]

Brexit or Bremain? Evidence from bubble analysisMarco Bianchetti, Davide Emilio Galli, Camilla Ricci, Angelo Salvatori, Marco Scaringi. 43-54 [doi]

Good news and bad news: Do online investor sentiments reaction to return news asymmetric?Alya Al Nasseri, Faek Menla Ali, Allan Tucker. 55-66 [doi]

Sentiment extraction from financial public disclosure documentsAli Caner Türkmen. 67-72 [doi]

A probabilistic approach for financial IoT dataSalvatore Cuomo, Pasquale De Michele, Vittorio Di Somma, Giovanni Ponti. 73-74 [doi]

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