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Mining Data for Financial Applications de Valerio Bitetta

Mining Data for Financial Applications: Lecture Notes in Computer Science, cartea 12591

Editat de Valerio Bitetta, Ilaria Bordino, Andrea Ferretti, Francesco Gullo, Giovanni Ponti, Lorenzo Severini
en Limba Engleză Paperback – 15 ian 2021
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.
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Specificații

ISBN-13: 9783030669805
ISBN-10: 3030669807
Pagini: 164
Ilustrații: X, 151 p. 64 illus., 50 illus. in color.
Dimensiuni: 155 x 235 x 10 mm
Greutate: 0.26 kg
Ediția:1st edition 2021
Editura: Springer
Colecția Lecture Notes in Computer Science
Seria Lecture Notes in Computer Science

Locul publicării:Cham, Switzerland

Cuprins

Trade Selection with Supervised Learning and Optimal Coordinate Ascent (OCA).- How much does Stock Prediction improve with Sentiment Analysis?.- Applying Machine Learning to Predict Closing Prices in Stock Market: a case study.- Financial Fraud Detection with Improved Neural Arithmetic Logic Units.- Information Extraction from the GDELT Database to Analyse EU Sovereign Bond Markets.- Multi-Objective Particle Swarm Optimization for Feature Selection in Credit Scoring.- A comparative analysis of Temporal Long Text Similarity: Application to Financial Documents.- Ranking Cryptocurrencies by Brand Importance: a Social Media Analysis in ENEAGRID.- Towards the Prediction of Electricity Prices at the Intraday Market Using Shallow and Deep-Learning Methods.- Neither in the Programs Nor in the Data: Mining the Hidden Financial Knowledge with Knowledge Graphs and Reasoning.- Exploring the Predictive Power of News and Neural Machine Learning Models for Economic Forecasting.

Textul de pe ultima copertă

“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.