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 18th 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. Front Matter ....Pages I-X Front Matter ....Pages 1-5 A Multivariate and Multi-step Ahead Machine Learning Approach to Traditional and Cryptocurrencies Volatility Forecasting (Jacopo De Stefani, Olivier Caelen, Dalila Hattab, Yann-Aël Le Borgne, Gianluca Bontempi)....Pages 7-22 Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks (Georgios Moysiadis, Ioannis Anagnostou, Drona Kandhai)....Pages 23-36 Deep Factor Model (Kei Nakagawa, Takumi Uchida, Tomohisa Aoshima)....Pages 37-50 A Comparison of Neural Network Methods for Accurate Sentiment Analysis of Stock Market Tweets (Narges Tabari, Armin Seyeditabari, Tanya Peddi, Mirsad Hadzikadic, Wlodek Zadrozny)....Pages 51-65 A Progressive Resampling Algorithm for Finding Very Sparse Investment Portfolios (Marko Hassinen, Antti Ukkonen)....Pages 66-80 ICIE 1.0: A Novel Tool for Interactive Contextual Interaction Explanations (Simon B. van der Zon, Wouter Duivesteijn, Werner van Ipenburg, Jan Veldsink, Mykola Pechenizkiy)....Pages 81-94 Testing for Self-excitation in Financial Events: A Bayesian Approach (Ali Caner Türkmen, Ali Taylan Cemgil)....Pages 95-102 A Web Crawling Environment to Support Financial Strategies and Trend Correlation (Giovanni Ponti, Giuseppe Santomauro, Fiorenzo Ambrosino, Giovanni Bracco, Antonio Colavincenzo, Matteo De Rosa et al.)....Pages 103-107 Front Matter ....Pages 109-111 A Differential Privacy Workflow for Inference of Parameters in the Rasch Model (Teresa Anna Steiner, David Enslev Nyrnberg, Lars Kai Hansen)....Pages 113-124 Privacy Preserving Client/Vertical-Servers Classification (Derian Boer, Zahra Ahmadi, Stefan Kramer)....Pages 125-140 Privacy Risk for Individual Basket Patterns (Roberto Pellungrini, Anna Monreale, Riccardo Guidotti)....Pages 141-155 Exploring Students Eating Habits Through Individual Profiling and Clustering Analysis (Michela Natilli, Anna Monreale, Riccardo Guidotti, Luca Pappalardo)....Pages 156-171 Back Matter ....Pages 173-173 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.