Musical recommendations and personalization in a social network

This paper presents a set of algorithms used for music recommendations and personalization in a general purpose social network www.ok.ru, the second largest social network in the CIS visited by more then 40 millions users per day. In addition to classical recommendation features like "recommend a sequence" and "find similar items" the paper describes novel algorithms for construction of context aware recommendations, personalization of the service, handling of the cold-start problem, and more. All algorithms described in the paper are working on-line and are able to detect and address changes in the user's behavior and needs in the real time. The core component of the algorithms is a taste graph containing information about different entities (users, tracks, artists, etc.) and relations between them (for example, user A likes song B with certainty X, track B created by artist C, artist C is similar to artist D with certainty Y and so on). Using the graph it is possible to select tracks a user would most probably like, to arrange them in a way that they match each other well, to estimate which items from a fixed list are most relevant for the user, and more. In addition, the paper describes the approach used to estimate algorithms efficiency and analyze the impact of different recommendation related features on the users' behavior and overall activity at the service.Comment: This is a full version of a 4 pages article published at ACM RecSys 201

The Limits of Popularity-Based Recommendations, and the Role of Social Ties

In this paper we introduce a mathematical model that captures some of the salient features of recommender systems that are based on popularity and that try to exploit social ties among the users. We show that, under very general conditions, the market always converges to a steady state, for which we are able to give an explicit form. Thanks to this we can tell rather precisely how much a market is altered by a recommendation system, and determine the power of users to influence others. Our theoretical results are complemented by experiments with real world social networks showing that social graphs prevent large market distortions in spite of the presence of highly influential users.Comment: 10 pages, 9 figures, KDD 201

Research and Education in Computational Science and Engineering

Over the past two decades the field of computational science and engineering (CSE) has penetrated both basic and applied research in academia, industry, and laboratories to advance discovery, optimize systems, support decision-makers, and educate the scientific and engineering workforce. Informed by centuries of theory and experiment, CSE performs computational experiments to answer questions that neither theory nor experiment alone is equipped to answer. CSE provides scientists and engineers of all persuasions with algorithmic inventions and software systems that transcend disciplines and scales. Carried on a wave of digital technology, CSE brings the power of parallelism to bear on troves of data. Mathematics-based advanced computing has become a prevalent means of discovery and innovation in essentially all areas of science, engineering, technology, and society; and the CSE community is at the core of this transformation. However, a combination of disruptive developments---including the architectural complexity of extreme-scale computing, the data revolution that engulfs the planet, and the specialization required to follow the applications to new frontiers---is redefining the scope and reach of the CSE endeavor. This report describes the rapid expansion of CSE and the challenges to sustaining its bold advances. The report also presents strategies and directions for CSE research and education for the next decade.Comment: Major revision, to appear in SIAM Revie

Markets, herding and response to external information

We focus on the influence of external sources of information upon financial markets. In particular, we develop a stochastic agent-based market model characterized by a certain herding behavior as well as allowing traders to be influenced by an external dynamic signal of information. This signal can be interpreted as a time-varying advertising, public perception or rumor, in favor or against one of two possible trading behaviors, thus breaking the symmetry of the system and acting as a continuously varying exogenous shock. As an illustration, we use a well-known German Indicator of Economic Sentiment as information input and compare our results with Germany's leading stock market index, the DAX, in order to calibrate some of the model parameters. We study the conditions for the ensemble of agents to more accurately follow the information input signal. The response of the system to the external information is maximal for an intermediate range of values of a market parameter, suggesting the existence of three different market regimes: amplification, precise assimilation and undervaluation of incoming information.Comment: 30 pages, 8 figures. Thoroughly revised and updated version of arXiv:1302.647