Conferences / Workshops


  1. Multi-step-ahead prediction of volatility proxies De Stefani, Jacopo, Bontempi, Gianluca, Caelen, Olivier, and Hattab, Dalila In Benelearn Proceedings 2017 [Article ] [Poster ] [Slides ] [Cite (bibtex) ]
  2. Machine Learning for Multi-step Ahead Forecasting of Volatility Proxies De Stefani, Jacopo, Caelen, Olivier, Hattab, Dalila, and Bontempi, Gianluca In 2nd Workshop on MIning DAta for financial applicationS (MIDAS) 2017
    MIDAS 2017 - Best paper award
    [Article ] [Slides ] [Cite (bibtex) ] [ Award ]
  3. A dynamic factor machine learning method for multi-variate and multi-step-ahead forecasting Bontempi, Gianluca, Le Borgne, Yann-Aël, and De Stefani, Jacopo In IEEE DSAA17, International Conference on Data Science and Analytics 2017
    DSAA 2017 - Honorable Mention Research Paper
    [Article ] [Slides ] [Cite (bibtex) ] [ Award ]