Adaptive Collaborative Filtering with Personalized Time Decay Functions for Financial Product Recommendation

Classical recommender systems often assume that historical data are stationary and fail to account for the dynamic nature of user preferences, limiting their ability to provide reliable recommendations in time-sensitive settings. This assumption is particularly problematic in finance, where financial products exhibit continuous changes in valuations, leading to frequent shifts in client interests. These evolving interests, summarized in the past client-product interactions, see their utility fade over time with a degree that might differ from one client to another. To address this challenge, we propose a time-dependent collaborative filtering algorithm that can adaptively discount distant client-product interactions using personalized decay functions. Our approach is designed to handle the non-stationarity of financial data and produce reliable recommendations by modeling the dynamic collaborative signals between clients and products. We evaluate our method using a proprietary dataset from BNP Paribas and demonstrate significant improvements over state-of-the-art benchmarks from relevant literature. Our findings emphasize the importance of incorporating time explicitly in the model to enhance the accuracy of financial product recommendation.Comment: 10 pages, 1 figure, 2 tables, to be published in the Seventeenth ACM Conference on Recommender Systems (RecSys '23

From Amateurs to Connoisseurs: Modeling the Evolution of User Expertise through Online Reviews

Recommending products to consumers means not only understanding their tastes, but also understanding their level of experience. For example, it would be a mistake to recommend the iconic film Seven Samurai simply because a user enjoys other action movies; rather, we might conclude that they will eventually enjoy it -- once they are ready. The same is true for beers, wines, gourmet foods -- or any products where users have acquired tastes: the `best' products may not be the most `accessible'. Thus our goal in this paper is to recommend products that a user will enjoy now, while acknowledging that their tastes may have changed over time, and may change again in the future. We model how tastes change due to the very act of consuming more products -- in other words, as users become more experienced. We develop a latent factor recommendation system that explicitly accounts for each user's level of experience. We find that such a model not only leads to better recommendations, but also allows us to study the role of user experience and expertise on a novel dataset of fifteen million beer, wine, food, and movie reviews.Comment: 11 pages, 7 figure

Detection of dirt impairments from archived film sequences : survey and evaluations

Film dirt is the most commonly encountered artifact in archive restoration applications. Since dirt usually appears as a temporally impulsive event, motion-compensated interframe processing is widely applied for its detection. However, motion-compensated prediction requires a high degree of complexity and can be unreliable when motion estimation fails. Consequently, many techniques using spatial or spatiotemporal filtering without motion were also been proposed as alternatives. A comprehensive survey and evaluation of existing methods is presented, in which both qualitative and quantitative performances are compared in terms of accuracy, robustness, and complexity. After analyzing these algorithms and identifying their limitations, we conclude with guidance in choosing from these algorithms and promising directions for future research

Local Popularity and Time in top-N Recommendation

Items popularity is a strong signal in recommendation algorithms. It strongly affects collaborative filtering approaches and it has been proven to be a very good baseline in terms of results accuracy. Even though we miss an actual personalization, global popularity can be effectively used to recommend items to users. In this paper we introduce the idea of a time-aware personalized popularity in recommender systems by considering both items popularity among neighbors and how it changes over time. An experimental evaluation shows a highly competitive behavior of the proposed approach, compared to state of the art model-based collaborative approaches, in terms of results accuracy.Comment: ECIR short paper, 7 page

Evaluating collaborative filtering over time

Recommender systems have become essential tools for users to navigate the plethora of content in the online world. Collaborative filtering—a broad term referring to the use of a variety, or combination, of machine learning algorithms operating on user ratings—lies at the heart of recommender systems’ success. These algorithms have been traditionally studied from the point of view of how well they can predict users’ ratings and how precisely they rank content; state of the art approaches are continuously improved in these respects. However, a rift has grown between how filtering algorithms are investigated and how they will operate when deployed in real systems. Deployed systems will continuously be queried for personalised recommendations; in practice, this implies that system administrators will iteratively retrain their algorithms in order to include the latest ratings. Collaborative filtering research does not take this into account: algorithms are improved and compared to each other from a static viewpoint, while they will be ultimately deployed in a dynamic setting. Given this scenario, two new problems emerge: current filtering algorithms are neither (a) designed nor (b) evaluated as algorithms that must account for time. This thesis addresses the divergence between research and practice by examining how collaborative filtering algorithms behave over time. Our contributions include: 1. A fine grained analysis of temporal changes in rating data and user/item similarity graphs that clearly demonstrates how recommender system data is dynamic and constantly changing. 2. A novel methodology and time-based metrics for evaluating collaborative filtering over time, both in terms of accuracy and the diversity of top-N recommendations. 3. A set of hybrid algorithms that improve collaborative filtering in a range of different scenarios. These include temporal-switching algorithms that aim to promote either accuracy or diversity; parameter update methods to improve temporal accuracy; and re-ranking a subset of users’ recommendations in order to increase diversity. 4. A set of temporal monitors that secure collaborative filtering from a wide range of different temporal attacks by flagging anomalous rating patterns. We have implemented and extensively evaluated the above using large-scale sets of user ratings; we further discuss how this novel methodology provides insight into dimensions of recommender systems that were previously unexplored. We conclude that investigating collaborative filtering from a temporal perspective is not only more suitable to the context in which recommender systems are deployed, but also opens a number of future research opportunities

A scalable recommender system : using latent topics and alternating least squares techniques

Dissertation presented as the partial requirement for obtaining a Master's degree in Data Science and Advanced AnalyticsA recommender system is one of the major techniques that handles information overload problem of Information Retrieval. Improves access and proactively recommends relevant information to each user, based on preferences and objectives. During the implementation and planning phases, designers have to cope with several issues and challenges that need proper attention. This thesis aims to show the issues and challenges in developing high-quality recommender systems. A paper solves a current research problem in the field of job recommendations using a distributed algorithmic framework built on top of Spark for parallel computation which allows the algorithm to scale linearly with the growing number of users. The final solution consists of two different recommenders which could be utilised for different purposes. The first method is mainly driven by latent topics among users, meanwhile the second technique utilises a latent factor algorithm that directly addresses the preference-confidence paradigm