6,993 research outputs found
Optimal client recommendation for market makers in illiquid financial products
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 than relying on commensurate interest arising through natural
demand. In this paper, we consider the inference of a client profile for the
purpose of corporate bond recommendation, based on typical recorded information
available to the market maker. Given a historical record of corporate bond
transactions and bond meta-data, we use a topic-modelling analogy to develop a
probabilistic technique for compiling a curated list of client recommendations
for a particular bond that needs to be traded, ranked by probability of
interest. We show that a model based on Latent Dirichlet Allocation offers
promising performance to deliver relevant recommendations for sales traders.Comment: 12 pages, 3 figures, 1 tabl
Joint Topic-Semantic-aware Social Recommendation for Online Voting
Online voting is an emerging feature in social networks, in which users can
express their attitudes toward various issues and show their unique interest.
Online voting imposes new challenges on recommendation, because the propagation
of votings heavily depends on the structure of social networks as well as the
content of votings. In this paper, we investigate how to utilize these two
factors in a comprehensive manner when doing voting recommendation. First, due
to the fact that existing text mining methods such as topic model and semantic
model cannot well process the content of votings that is typically short and
ambiguous, we propose a novel Topic-Enhanced Word Embedding (TEWE) method to
learn word and document representation by jointly considering their topics and
semantics. Then we propose our Joint Topic-Semantic-aware social Matrix
Factorization (JTS-MF) model for voting recommendation. JTS-MF model calculates
similarity among users and votings by combining their TEWE representation and
structural information of social networks, and preserves this
topic-semantic-social similarity during matrix factorization. To evaluate the
performance of TEWE representation and JTS-MF model, we conduct extensive
experiments on real online voting dataset. The results prove the efficacy of
our approach against several state-of-the-art baselines.Comment: The 26th ACM International Conference on Information and Knowledge
Management (CIKM 2017
Latent Dirichlet Allocation (LDA) for improving the topic modeling of the official bulletin of the spanish state (BOE)
Since Internet was born most people can access fully free to a lot sources of information. Every day a lot of web pages are created and new content is uploaded and shared. Never in the history the humans has been more informed but also uninformed due the huge amount of information that can be access. When we are looking for something in any search engine the results are too many for reading and filtering one by one. Recommended Systems (RS) was created to help us to discriminate and filter these information according to ours preferences. This contribution analyses the RS of the official agency of publications in Spain (BOE), which is known as "Mi BOE'. The way this RS works was analysed, and all the meta-data of the published documents were analysed in order to know the coverage of the system. The results of our analysis show that more than 89% of the documents cannot be recommended, because they are not well described at the documentary level, some of their key meta-data are empty. So, this contribution proposes a method to label documents automatically based on Latent Dirichlet Allocation (LDA). The results are that using this approach the system could recommend (at a theoretical point of view) more than twice of documents that it now does, 11% vs 23% after applied this approach
Is That Twitter Hashtag Worth Reading
Online social media such as Twitter, Facebook, Wikis and Linkedin have made a
great impact on the way we consume information in our day to day life. Now it
has become increasingly important that we come across appropriate content from
the social media to avoid information explosion. In case of Twitter, popular
information can be tracked using hashtags. Studying the characteristics of
tweets containing hashtags becomes important for a number of tasks, such as
breaking news detection, personalized message recommendation, friends
recommendation, and sentiment analysis among others.
In this paper, we have analyzed Twitter data based on trending hashtags,
which is widely used nowadays. We have used event based hashtags to know users'
thoughts on those events and to decide whether the rest of the users might find
it interesting or not. We have used topic modeling, which reveals the hidden
thematic structure of the documents (tweets in this case) in addition to
sentiment analysis in exploring and summarizing the content of the documents. A
technique to find the interestingness of event based twitter hashtag and the
associated sentiment has been proposed. The proposed technique helps twitter
follower to read, relevant and interesting hashtag.Comment: 10 pages, 6 figures, Presented at the Third International Symposium
on Women in Computing and Informatics (WCI-2015
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