Search Results - "Consoli, Sergio"

Explainable Machine Learning Exploiting News and Domain-Specific Lexicon for Stock Market Forecasting by Carta, Salvatore M., Consoli, Sergio, Piras, Luca, Podda, Alessandro Sebastian, Recupero, Diego Reforgiato

“…In this manuscript, we propose a Machine Learning approach to tackle a binary classification problem whose goal is to predict the magnitude (high or low) of…”
Get full text

Natural Language Processing and Deep Learning for Bankruptcy Prediction: An End-to-End Architecture by Lombardo, Gianfranco, Bertogalli, Andrea, Consoli, Sergio, Reforgiato Recupero, Diego

“…Machine and Deep Learning methods are widely adopted to predict corporate bankruptcy events for their effectiveness. Bankruptcy prediction is commonly modeled…”
Get full text

Leveraging augmentation techniques for tasks with unbalancedness within the financial domain: a two-level ensemble approach by Ranjbaran, Golshid, Reforgiato Recupero, Diego, Lombardo, Gianfranco, Consoli, Sergio

“…Modern financial markets produce massive datasets that need to be analysed using new modelling techniques like those from (deep) Machine Learning and…”
Get full text

Cultural gems linked open data: Mapping culture and intangible heritage in European cities by Consoli, Sergio, Alberti, Valentina, Cocco, Cinzia, Panella, Francesco, Montalto, Valentina

“…The recovery and resilience of the cultural and creative sectors after the COVID-19 pandemic is a current topic with priority for the European Commission…”
Get full text

Generative Adversarial Networks for Synthetic Data Generation in Finance: Evaluating Statistical Similarities and Quality Assessment by Ramzan, Faisal, Sartori, Claudio, Consoli, Sergio, Reforgiato Recupero, Diego

“…Generating synthetic data is a complex task that necessitates accurately replicating the statistical and mathematical properties of the original data elements…”
Get full text

Exploring Environmental, Social, and Governance (ESG) Discourse in News: An AI-Powered Investigation Through Knowledge Graph Analysis by Angioni, Simone, Consoli, Sergio, Dessi, Danilo, Osborne, Francesco, Reforgiato Recupero, Diego, Salatino, Angelo

“…In recent years, the significance of Environmental, Social, and Governance criteria in assessing financial investments has grown significantly. This paper…”
Get full text

Ensembling and Dynamic Asset Selection for Risk-Controlled Statistical Arbitrage by Carta, Salvatore M., Consoli, Sergio, Podda, Alessandro Sebastian, Recupero, Diego Reforgiato, Stanciu, Maria Madalina

“…In recent years, machine learning algorithms have been successfully employed to leverage the potential of identifying hidden patterns of financial market…”
Get full text

Event detection in finance using hierarchical clustering algorithms on news and tweets by Carta, Salvatore, Consoli, Sergio, Piras, Luca, Podda, Alessandro Sebastian, Reforgiato Recupero, Diego

“…In the current age of overwhelming information and massive production of textual data on the Web, Event Detection has become an increasingly important task in…”
Get full text

Triplétoile: Extraction of knowledge from microblogging text by Zavarella, Vanni, Consoli, Sergio, Reforgiato Recupero, Diego, Fenu, Gianni, Angioni, Simone, Buscaldi, Davide, Dessí, Danilo, Osborne, Francesco

“…Numerous methods and pipelines have recently emerged for the automatic extraction of knowledge graphs from documents such as scientific publications and…”
Get full text

CulturAI: Semantic Enrichment of Cultural Data Leveraging Artificial Intelligence by Carta, Salvatore M., Consoli, Sergio, Giuliani, Alessandro, Podda, Alessandro Sebastian, Recupero, Diego Reforgiato

“…In this paper, we propose an innovative tool able to enrich cultural and creative spots (gems, hereinafter) extracted from the European Commission Cultural…”
Get full text

Forecasting with Economic News by Barbaglia, Luca, Consoli, Sergio, Manzan, Sebastiano

“…The goal of this article is to evaluate the informational content of sentiment extracted from news articles about the state of the economy. We propose a…”
Get full text

Fine-grained, aspect-based sentiment analysis on economic and financial lexicon by Consoli, Sergio, Barbaglia, Luca, Manzan, Sebastiano

“…Extracting sentiment from news text, social media and blogs has recently gained increasing interest in economics and finance. Despite many successful…”
Get full text

Emotions in macroeconomic news and their impact on the European bond market by Consoli, Sergio, Pezzoli, Luca Tiozzo, Tosetti, Elisa

“…•Emotions help explaining and forecasting future international bond yield spreads.•News emotion indicators are extracted from the novel news-based GDELT…”
Get full text

Forecasting GDP in Europe with textual data by Barbaglia, Luca, Consoli, Sergio, Manzan, Sebastiano

“…We evaluate the informational content of news‐based sentiment indicators for forecasting gross domestic product (GDP) and other macroeconomic variables of the…”
Get full text

Statistical arbitrage powered by Explainable Artificial Intelligence by Carta, Salvatore, Consoli, Sergio, Podda, Alessandro Sebastian, Recupero, Diego Reforgiato, Stanciu, Maria Madalina

“…Machine learning techniques have recently become the norm for detecting patterns in financial markets. However, relying solely on machine learning algorithms…”
Get full text

Sentiment analysis of economic text: A lexicon‐based approach by Barbaglia, Luca, Consoli, Sergio, Manzan, Sebastiano, Tiozzo Pezzoli, Luca, Tosetti, Elisa

“…We propose an economic lexicon (EL) specifically designed for textual applications in economics. We construct the dictionary with two important…”
Get full text

Artificial Intelligence in Clinical Health Care Applications: Viewpoint by van Hartskamp, Michael, Consoli, Sergio, Verhaegh, Wim, Petkovic, Milan, van de Stolpe, Anja

“…The idea of artificial intelligence (AI) has a long history. It turned out, however, that reaching intelligence at human levels is more complicated than…”
Get full text

Neural forecasting of the Italian sovereign bond market with economic news by Consoli, Sergio, Tiozzo Pezzoli, Luca, Tosetti, Elisa

“…In this paper, we employ economic news within a neural network framework to forecast the Italian 10‐year interest rate spread. We use a big, open‐source,…”
Get full text

Sentilo: Frame-Based Sentiment Analysis by Reforgiato Recupero, Diego, Presutti, Valentina, Consoli, Sergio, Gangemi, Aldo, Nuzzolese, Andrea Giovanni

“…Sentilo is an unsupervised, domain-independent system that performs sentiment analysis by hybridizing natural language processing techniques and semantic Web…”
Get full text

The development and application of metaheuristics for problems in graph theory: a computational study by Consoli, Sergio

Get full text