ECML PKDD 2018 Workshops MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings

This book constitutes revised selected papers from two workshops held at the 18^th European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2018, in Dublin, Ireland, in September 2018, namely:

MIDAS 2018 – Third Workshop on Mining Data for Financial Applications
and
PAP 2018 – Second International Workshop on Personal Analytics and Privacy.

The 12 papers presented in this volume were carefully reviewed and selected from a total of 17 submissions.

 

A Multivariate and Multi-step ahead Machine Learning Approach to Traditional and Cryptocurrencies Volatility Forecasting.- Calibrating the Mean-reversion Parameter in the Hull-White Model Using NeuralNetworks.- Deep Factor Model–Explaining Deep Learning Decisions for Forecasting Stock Returns with Layer-wise Relevance Propagation.- A Comparison of Neural Network Methods for Accurate Sentiment Analysis of Stock Market Tweets.- A Progressive Resampling Algorithm for Finding Very Sparse Investment Portfolios.- ICIE 1.0: A Novel Tool for Interactive Contextual Interaction Explanations.- Testing for Self-excitation in Financial Events: A Bayesian Approach.-  A Web Crawling Environment to Support Financial Strategies and Trend Correlation.- A differential privacy workflow for inference of parameters in the Rasch model.- Privacy Preserving Client/Vertical-Servers Classification.- Privacy Risk for Individual Basket Patterns.- Exploring Students Eating Habits through Individual Profiling and Clustering Analysis.