The proceedings contain 12 papers. The special focus in this conference is on Mining Data for Financial Applications. The topics include: Privacy risk for individual basket patterns; exploring students eating habits through individual profiling and clustering analysis; calibrating the mean-reversion parameter in the hull-white model using neural networks; deep factor model: Explaining deep learning decisions for forecasting stock returns with layer-wise relevance propagation; a comparison of neural network methods for accurate sentiment analysis of stock market tweets; a progressive resampling algorithm for finding very sparse investment portfolios; ICIE 1.0: A novel tool for interactive contextual interaction explanations; testing for self-excitation in financial events: A bayesian approach; a web crawling environment to support financial strategies and trend correlation: – extended abstract –; a differential privacy workflow for inference of parameters in the rasch model.