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Communication Dans Un Congrès Année : 2020

History-Augmented Collaborative Filtering for Financial Recommendations

Résumé

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.
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Dates et versions

hal-03144669 , version 1 (17-02-2021)

Identifiants

Citer

Baptiste Barreau, Laurent Carlier. History-Augmented Collaborative Filtering for Financial Recommendations. RecSys '20: Fourteenth ACM Conference on Recommender Systems, Sep 2020, Virtual Event, Brazil. pp.492-497, ⟨10.1145/3383313.3412206⟩. ⟨hal-03144669⟩
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