
Dottorato in Ingegneria Informatica E Dei Sistemi , 35o ciclo (2019-2022)
Dottorato concluso nel 2023
Tesi:
Machine Learning-Driven Decision Making based on Financial Time Series (Abstract)
Tutori:
Luca CaglieroDidattica
Insegnamenti
Corso di laurea magistrale
- Data management and visualization. A.A. 2021/22, DATA SCIENCE AND ENGINEERING. Collaboratore del corso
Corso di laurea di 1° livello
- Algoritmi e democrazia (Grandi Sfide - Digitale). A.A. 2021/22, INGEGNERIA GESTIONALE. Collaboratore del corso
- Algoritmi e democrazia (Grandi Sfide - Digitale). A.A. 2022/23, INGEGNERIA GESTIONALE. Collaboratore del corso
- Introduction to databases. A.A. 2019/20, INGEGNERIA INFORMATICA (COMPUTER ENGINEERING). Collaboratore del corso
- Introduction to databases. A.A. 2020/21, INGEGNERIA INFORMATICA (COMPUTER ENGINEERING). Collaboratore del corso
- Basi di dati. A.A. 2019/20, INGEGNERIA INFORMATICA. Collaboratore del corso
- Basi di dati. A.A. 2020/21, INGEGNERIA INFORMATICA. Collaboratore del corso
- Basi di dati. A.A. 2022/23, INGEGNERIA GESTIONALE. Collaboratore del corso
- Basi di dati. A.A. 2022/23, INGEGNERIA GESTIONALE. Collaboratore del corso
Pubblicazioni
Pubblicazioni durante il dottorato Vedi tutte le pubblicazioni su Porto@Iris
- Gioia, Daniele G.; Fior, Jacopo; Cagliero, Luca (2023)
Early portfolio pruning: a scalable approach to hybrid portfolio selection. In: KNOWLEDGE AND INFORMATION SYSTEMS. ISSN 0219-1377
Contributo su Rivista - Cagliero, L; Fior, J; Garza, P (2023)
Shortlisting machine learning-based stock trading recommendations using candlestick pattern recognition. In: EXPERT SYSTEMS WITH APPLICATIONS, vol. 216. ISSN 0957-4174
Contributo su Rivista - Fior, Jacopo (2023)
Machine Learning-Driven Decision Making based on Financial Time Series. relatore: CAGLIERO, LUCA; , 35. XXXV Ciclo, P.: 178
Doctoral Thesis - Fior, Jacopo; Cagliero, Luca; Garza, Paolo (2022)
Leveraging Explainable AI to Support Cryptocurrency Investors. In: FUTURE INTERNET, vol. 14. ISSN 1999-5903
Contributo su Rivista - Fior, Jacopo; Favale, Thomas; Cagliero, Luca; Giordano, Danilo; Mellia, Marco; Baralis, ... (2022)
Legal Entity Disambiguation for Financial Crime Detection. In: 2022 IEEE International Conference on Big Data (Big Data), Osaka, Japan, 17-20 December 2022, pp. 6639-6641. ISBN: 978-1-6654-8045-1
Contributo in Atti di Convegno (Proceeding) - Bellocca, Gian Pietro; Attanasio, Giuseppe; Cagliero, Luca; Fior, Jacopo (2022)
Leveraging the momentum effect in machine learning-based cryptocurrency trading. In: MACHINE LEARNING WITH APPLICATIONS, vol. 8. ISSN 2666-8270
Contributo su Rivista - Fior, J; Cagliero, L (2022)
Correlating Extreme Weather Conditions With Road Traffic Safety: A Unified Latent Space Model. In: IEEE ACCESS, vol. 10, pp. 73005-73018. ISSN 2169-3536
Contributo su Rivista - Fior, Jacopo; Cagliero, Luca (2022)
A risk-aware approach to stock portfolio allocation based on Deep Q-Networks. In: International Conference on Application of Information and Communication Technologies (AICT), Washington DC (USA), 12-14 October 2022. ISBN: 978-1-6654-5162-8
Contributo in Atti di Convegno (Proceeding) - Fior, Jacopo; Cagliero, Luca; Calo', Tommaso (2022)
Generating Comparative Explanations of Financial Time Series. In: ADBIS: European Conference on Advances in Databases and Information Systems, Turin (Italy), September 5–8, 2022, pp. 121-132. ISBN: 978-3-031-15739-4
Contributo in Atti di Convegno (Proceeding) - Fior, Jacopo; Cagliero, Luca (2021)
Estimating the incidence of adverse weather effects on road traffic safety using time series embeddings. In: 2021 IEEE 45th Annual Computers, Software, and Applications Conference (COMPSAC), Madrid (Spain), 12-16 July 2021, pp. 402-407. ISBN: 978-1-6654-2463-9
Contributo in Atti di Convegno (Proceeding) - Fior, Jacopo; Cagliero, Luca; Garza, Paolo (2020)
Price Series Cross-Correlation Analysis to Enhance the Diversification of Itemset-based Stock Portfolios. In: 2020 ACM SIGMOD/PODS Conference, Portland, OR, USA, June 14, 2020, pp. 1-6. ISBN: 9781450380300
Contributo in Atti di Convegno (Proceeding) - Fior, Jacopo; Cagliero, Luca (2020)
Exploring the Use of Data at Multiple Granularity Levels in Machine Learning-Based Stock Trading. In: IEEE ICDM 2020, Sorrento (IT), November 17-20, 2020, pp. 333-340
Contributo in Atti di Convegno (Proceeding)