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ORCIDMaria Madalina Stanciu
Person information
- affiliation: University of Cagliari, Department of Mathematics and Computer Science, Italy
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Journal Articles
- 2022
[j3]Salvatore Carta, Sergio Consoli
, Alessandro Sebastian Podda, Diego Reforgiato Recupero, Maria Madalina Stanciu:
Statistical arbitrage powered by Explainable Artificial Intelligence. Expert Syst. Appl. 206: 117763 (2022)- [j2]Salvatore Carta, Sergio Consoli, Alessandro Sebastian Podda, Diego Reforgiato Recupero, Maria Madalina Stanciu:
An eXplainable Artificial Intelligence tool for statistical arbitrage. Softw. Impacts 14: 100354 (2022) - 2021
- [j1]Salvatore M. Carta, Sergio Consoli, Alessandro Sebastian Podda, Diego Reforgiato Recupero, Maria Madalina Stanciu:
Ensembling and Dynamic Asset Selection for Risk-Controlled Statistical Arbitrage. IEEE Access 9: 29942-29959 (2021)
Conference and Workshop Papers
- 2021
- [c5]Simone Angioni, Salvatore Carta, Sergio Consoli, Diego Reforgiato Recupero, Maria Madalina Stanciu:
A Big Data framework based on Apache Spark for Industry-specific Lexicon Generation for Stock Market Prediction. ICFNDS 2021: 616-624 - [c4]Salvatore Carta, Alessandro Sebastian Podda, Diego Reforgiato Recupero, Maria Madalina Stanciu:
Explainable AI for Financial Forecasting. LOD 2021: 51-69 - 2020
- [c3]Salvatore Carta, Diego Reforgiato Recupero, Roberto Saia, Maria Madalina Stanciu:
A General Approach for Risk Controlled Trading Based on Machine Learning and Statistical Arbitrage. LOD (1) 2020: 489-503 - [c2]Antonella Arca, Salvatore Carta, Alessandro Giuliani, Maria Madalina Stanciu, Diego Reforgiato Recupero:
Automated Tag Enrichment by Semantically Related Trends. WEBIST 2020: 183-193 - 2019
- [c1]Roberto Saia, Salvatore Carta, Diego Reforgiato Recupero, Gianni Fenu, Maria Madalina Stanciu:
A Discretized Extended Feature Space (DEFS) Model to Improve the Anomaly Detection Performance in Network Intrusion Detection Systems. KDIR 2019: 322-329
Coauthor Index
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