Publications

@article{rundo2019machine,

title = {Machine learning for quantitative finance applications: A survey},

author = {Francesco Rundo and Francesca Trenta and Agatino Luigi di Stallo and Sebastiano Battiato},

editor = {Multidisciplinary Digital Publishing Institute},

url = {https://www.mdpi.com/2076-3417/9/24/5574},

doi = {https://doi.org/10.3390/app9245574},

year  = {2019},

date = {2019-12-17},

journal = {Applied Sciences},

volume = {9},

number = {24},

pages = {5574},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{rundo2019grid,

title = {Grid trading system robot (GTSbot): A novel mathematical algorithm for trading FX market},

author = {Francesco Rundo and Francesca Trenta and Agatino Luigi di Stallo and Sebastiano Battiato},

editor = {Multidisciplinary Digital Publishing Institute},

url = {https://www.mdpi.com/2076-3417/9/9/1796},

doi = { https://doi.org/10.3390/app9091796},

year  = {2019},

date = {2019-04-29},

journal = {Applied Sciences},

volume = {9},

number = {9},

pages = {1796},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{rundo2019advancedb,

title = {Advanced Markov-based machine learning framework for making adaptive trading system},

author = {Francesco Rundo and Francesca Trenta and Agatino Luigi Di Stallo and Sebastiano Battiato},

editor = {Multidisciplinary Digital Publishing Institute},

url = {https://www.mdpi.com/2079-3197/7/1/4},

doi = {https://doi.org/10.3390/computation7010004},

year  = {2019},

date = {2019-01-03},

journal = {Computation},

volume = {7},

number = {1},

pages = {4},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{rundo2019machine,

title = {Machine learning for quantitative finance applications: A survey},

author = {Francesco Rundo and Francesca Trenta and Agatino Luigi di Stallo and Sebastiano Battiato},

editor = {Multidisciplinary Digital Publishing Institute},

url = {https://www.mdpi.com/2076-3417/9/24/5574},

doi = {https://doi.org/10.3390/app9245574},

year  = {2019},

date = {2019-12-17},

journal = {Applied Sciences},

volume = {9},

number = {24},

pages = {5574},

keywords = {financial domain, machine learning, time-series},

pubstate = {published},

tppubtype = {article}

}

@article{rundo2019grid,

title = {Grid trading system robot (GTSbot): A novel mathematical algorithm for trading FX market},

author = {Francesco Rundo and Francesca Trenta and Agatino Luigi di Stallo and Sebastiano Battiato},

editor = {Multidisciplinary Digital Publishing Institute},

url = {https://www.mdpi.com/2076-3417/9/9/1796},

doi = { https://doi.org/10.3390/app9091796},

year  = {2019},

date = {2019-04-29},

journal = {Applied Sciences},

volume = {9},

number = {9},

pages = {1796},

keywords = {data forecasting, financial time-series, machine learning},

pubstate = {published},

tppubtype = {article}

}

@article{rundo2019advancedb,

title = {Advanced Markov-based machine learning framework for making adaptive trading system},

author = {Francesco Rundo and Francesca Trenta and Agatino Luigi Di Stallo and Sebastiano Battiato},

editor = {Multidisciplinary Digital Publishing Institute},

url = {https://www.mdpi.com/2079-3197/7/1/4},

doi = {https://doi.org/10.3390/computation7010004},

year  = {2019},

date = {2019-01-03},

journal = {Computation},

volume = {7},

number = {1},

pages = {4},

keywords = {LSTM, machine learning, stock price},

pubstate = {published},

tppubtype = {article}

}