Bank of Italy data managers regularly check the Market Notices published daily by the Italian Stock Exchange (Borsa Italiana) and select those of interest in order to update the Bank of Italy's Securities Database. This activity is very time-consuming. In this paper, we describe the application of a supervised machine learning approach to obtain a model for the automatic selection of the market notices.
The proposed model allows to replace the manual selection of Italian Stock Exchange Market Notices by returning results which outperform the manual activity as well as reducing the execution time.
