A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Adaptive time decay functions improve financial product recommendation accuracy.
Proposes a comprehensive framework for financial product lead recommendations using graph representation learning and link prediction.
Enhances LightGCN for credit bond recommendations with dynamic node embeddings.
The process of liquidity provision in financial markets can result in prolonged exposure to illiquid instruments for market makers. In this case, where a proprietary position is not desired, pro-actively targeting the right client who is likely to be interested can be an effective means to offset this position, rather …
FLARKO uses LLMs, KGs, and KTO to generate profitable, behaviorally aligned financial recommendations.
Complementary products recommendation is an important problem in e-commerce. Such recommendations increase the average order price and the number of products in baskets. Complementary products are typically inferred from basket data. In this study, we propose the BB2vec model. The BB2vec model learns vector representat…
Paper introduces RTT2Vec for real-time grocery recommendations, achieving 9.4% uplift over baselines.
E-commerce system predicts customer interest in sequentially ordered products.
The paper proposes a new method for product recommendation that considers revenue contributions and user similarity.
New method improves sales forecasting accuracy using tensor factorization.
Improved product recommendations using deep learning.
Proposes a new framework for resource-limited recommendation.
AI system analyzes financial analyst recommendations and track records for portfolio construction.
In this paper, we describe a solution to tackle a common set of challenges in e-commerce, which arise from the fact that new products are continually being added to the catalogue. The challenges involve properly personalising the customer experience, forecasting demand and planning the product range. We argue that the …
Most e-commerce product feeds provide blended results of advertised products and recommended products to consumers. The underlying advertising and recommendation platforms share similar if not exactly the same set of candidate products. Consumers' behaviors on the advertised results constitute part of the recommendatio…
SWAG uses graph convolutions to recommend products.
Recommending the right products is the central problem in recommender systems, but the right products should also be recommended at the right time to meet the demands of users, so as to maximize their values. Users' demands, implying strong purchase intents, can be the most useful way to promote products sales if well …
Motivated by the phenomenon that companies introduce new products to keep abreast with customers' rapidly changing tastes, we consider a novel online learning setting where a profit-maximizing seller needs to learn customers' preferences through offering recommendations, which may contain existing products and new prod…
A new algorithm adapts to changing user behaviors in finance.
Automates investor/company matching with AI, explaining decisions.
In this paper, the method UCB-RS, which resorts to recommendation system (RS) for enhancing the upper-confidence bound algorithm UCB, is presented. The proposed method is used for dealing with non-stationary and large-state spaces multi-armed bandit problems. The proposed method has been targeted to the problem of the …
Determinantal point processes (DPPs) have garnered attention as an elegant probabilistic model of set diversity. They are useful for a number of subset selection tasks, including product recommendation. DPPs are parametrized by a positive semi-definite kernel matrix. In this work we present a new method for learning th…
Recommender systems leverage product and community information to target products to consumers. Researchers have developed collaborative recommenders, content-based recommenders, and (largely ad-hoc) hybrid systems. We propose a unified probabilistic framework for merging collaborative and content-based recommendations…
Principles of financial product synthesis from a few basic financial products constitute an interesting research topic inspired by Islamic finance. We make an effort to answer general questions that should be answered before starting to investigate the main issues concerning this topic with the formalization of financi…
Scalable model for slate recommendation learns reward probabilities.
Recommender systems are one of the most pervasive applications of machine learning in industry, with many services using them to match users to products or information. As such it is important to ask: what are the possible fairness risks, how can we quantify them, and how should we address them? In this paper we offer …
Industrial recommender systems deal with extremely large action spaces -- many millions of items to recommend. Moreover, they need to serve billions of users, who are unique at any point in time, making a complex user state space. Luckily, huge quantities of logged implicit feedback (e.g., user clicks, dwell time) are …
This paper tackles missing data in Burundian bond market yield curves.
Collaborative filtering, especially latent factor model, has been popularly used in personalized recommendation. Latent factor model aims to learn user and item latent factors from user-item historic behaviors. To apply it into real big data scenarios, efficiency becomes the first concern, including offline model train…
Prediction is one of the major challenges in complex systems. The prediction methods have shown to be effective predictors of the evolution of networks. These methods can help policy makers to solve practical problems successfully and make better strategy for the future. In this work, we focus on exporting countries' d…
Paper introduces a trading agent using LLMs for risk assessment and trading recommendations.
Machine learning models learn what we teach them to learn. Machine learning is at the heart of recommender systems. If a machine learning model is trained on biased data, the resulting recommender system may reflect the biases in its recommendations. Biases arise at different stages in a recommender system, from existi…
Recommender systems have been widely adopted by electronic commerce and entertainment industries for individualized prediction and recommendation, which benefit consumers and improve business intelligence. In this article, we propose an innovative method, namely the recommendation engine of multilayers (REM), for tenso…
Develops a deep learning architecture for rich-item recommendations.
Recommendation systems are ubiquitous and impact many domains; they have the potential to influence product consumption, individuals' perceptions of the world, and life-altering decisions. These systems are often evaluated or trained with data from users already exposed to algorithmic recommendations; this creates a pe…
Recommendations are broadly used in marketplaces to match users with items relevant to their interests and needs. To understand user intent and tailor recommendations to their needs, we use deep learning to explore various heterogeneous data available in marketplaces. This paper focuses on the challenge of measuring re…
Understanding customer sentiments is of paramount importance in marketing strategies today. Not only will it give companies an insight as to how customers perceive their products and/or services, but it will also give them an idea on how to improve their offers. This paper attempts to understand the correlation of diff…
Two-stage mechanism designs reduce regret in recommender systems with stochastic covariates.
WSB community outperforms investment banks in stock picks.
LLMs struggle with financial reasoning but can outperform the market with human oversight.
Interpretable AI model boosts investment confidence and profitability.
Proposes CEP to better represent financial products' carbon impact.
The paper aims to define a benchmark for deep learning recommendation models.
Survey of large language models in financial prediction and trading.
The application of machine learning techniques to large-scale personalized recommendation problems is a challenging task. Such systems must make sense of enormous amounts of implicit feedback in order to understand user preferences across numerous product categories. This paper presents a deep learning based solution t…
Digital Financial Services continue to expand and replace the delivery of traditional banking services to the customers through innovative technologies to meet the growing complex needs and globalization challenges. These diversified digital products help the organizations (service providers) to improve their firm perf…
In this work, we contribute a new multi-layer neural network architecture named ONCF to perform collaborative filtering. The idea is to use an outer product to explicitly model the pairwise correlations between the dimensions of the embedding space. In contrast to existing neural recommender models that combine user em…
We consider in this paper some structured financial products, known as reverse convertible notes, that resulted in substantial losses to certain buyers of these notes in recent years. We shall focus on specific reverse convertible notes known as "Autocallable Optimization Securities with Contingent Protection Linked to…