Publications – IPLab

1.	Francesco Rundo; Francesca Trenta; Agatino Luigi di Stallo; Sebastiano Battiato: Machine learning for quantitative finance applications: A survey. In: Applied Sciences, 9 (24), pp. 5574, 2019. (Type: Journal Article \| Links \| BibTeX) @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} } Close https://www.mdpi.com/2076-3417/9/24/5574 doi:https://doi.org/10.3390/app9245574 Close
2.	Francesco Rundo; Francesca Trenta; Agatino Luigi di Stallo; Sebastiano Battiato: Grid trading system robot (GTSbot): A novel mathematical algorithm for trading FX market. In: Applied Sciences, 9 (9), pp. 1796, 2019. (Type: Journal Article \| Links \| BibTeX) @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} } Close https://www.mdpi.com/2076-3417/9/9/1796 doi: https://doi.org/10.3390/app9091796 Close
3.	Francesco Rundo; Sabrina Conoci; Francesca Trenta; Sebastiano Battiato: Car-Driver Drowsiness Monitoring by Multi-layers Deep Learning Framework and Motion Analysis. AISEM Annual Conference on Sensors and Microsystems, Springer, Cham, 2019. (Type: Conference \| Links \| BibTeX) @conference{rundo2019car, title = {Car-Driver Drowsiness Monitoring by Multi-layers Deep Learning Framework and Motion Analysis}, author = {Francesco Rundo and Sabrina Conoci and Francesca Trenta and Sebastiano Battiato}, editor = {Springer, Cham}, url = {https://link.springer.com/chapter/10.1007/978-3-030-37558-4_25}, year = {2019}, date = {2019-02-11}, booktitle = {AISEM Annual Conference on Sensors and Microsystems}, pages = {169-175}, publisher = {Springer, Cham}, keywords = {}, pubstate = {published}, tppubtype = {conference} } Close https://link.springer.com/chapter/10.1007/978-3-030-37558-4_25 Close
4.	Francesco Rundo; Francesca Trenta; Agatino Luigi Di Stallo; Sebastiano Battiato: Advanced Markov-based machine learning framework for making adaptive trading system. In: Computation, 7 (1), pp. 4, 2019. (Type: Journal Article \| Links \| BibTeX) @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} } Close https://www.mdpi.com/2079-3197/7/1/4 doi:https://doi.org/10.3390/computation7010004 Close

Show all

2019

Francesco Rundo; Francesca Trenta; Agatino Luigi di Stallo; Sebastiano Battiato

Machine learning for quantitative finance applications: A survey Journal Article

Applied Sciences, 9 (24), pp. 5574, 2019.

Links | BibTeX | Tags: financial domain, machine learning, time-series

Francesco Rundo; Francesca Trenta; Agatino Luigi di Stallo; Sebastiano Battiato

Grid trading system robot (GTSbot): A novel mathematical algorithm for trading FX market Journal Article

Applied Sciences, 9 (9), pp. 1796, 2019.

Links | BibTeX | Tags: data forecasting, financial time-series, machine learning

Francesco Rundo; Sabrina Conoci; Francesca Trenta; Sebastiano Battiato

Car-Driver Drowsiness Monitoring by Multi-layers Deep Learning Framework and Motion Analysis Conference

AISEM Annual Conference on Sensors and Microsystems, Springer, Cham, 2019.

Links | BibTeX | Tags: Drowsiness, LSTM, machine learning

Francesco Rundo; Francesca Trenta; Agatino Luigi Di Stallo; Sebastiano Battiato

Advanced Markov-based machine learning framework for making adaptive trading system Journal Article

Computation, 7 (1), pp. 4, 2019.

Links | BibTeX | Tags: LSTM, machine learning, stock price