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arXiv 2102.13503cs.LGq-fin.CPstat.ML

History-Augmented Collaborative Filtering for Financial Recommendations

Université Paris-Saclay(巴黎-萨克雷大学);CentraleSupélec(中央高等电力学院);BNP Paribas Corporate and Institutional Banking(法国巴黎银行企业与机构银行)

Baptiste Barreau, Laurent Carlier

英文摘要:

In many businesses, and particularly in finance, the behavior of a client might drastically change over time. It is consequently crucial for recommender systems used in such environments to be able to adapt to these changes. In this study, we propose a novel collaborative filtering algorithm that captures the temporal context of a user-item interaction through the users' and items' recent interaction histories to provide dynamic recommendations. The algorithm, designed with issues specific to the financial world in mind, uses a custom neural network architecture that tackles the non-stationarity of users' and items' behaviors. The performance and properties of the algorithm are monitored in a series of experiments on a G10 bond request for quotation proprietary database from BNP Paribas Corporate and Institutional Banking.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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