JACOPO FIOR

Scarica il contatto come vcard Foto

Dottorando
Docente a contratto e/o collaboratore didattico

Pubblicazioni più recenti

Fior, Jacopo; Cagliero, Luca (In stampa)
A risk-aware approach to stock portfolio allocation based on Deep Q-Networks. In: The 16th IEEE International Conference on Application of Information and Communication Technologies
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
Fior, Jacopo; Cagliero, Luca; Garza, Paolo (2022)
Leveraging Explainable AI to Support Cryptocurrency Investors. In: FUTURE INTERNET, vol. 14. ISSN 1999-5903
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
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
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
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
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
Vedi tutte le pubblicazioni su Porto@Iris