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Agent-based computational investing recommender system

Published: 12 October 2013 Publication History

Abstract

The fast development of computing and communication has reformed the financial markets' dynamics. Nowadays many people are investing and trading stocks through online channels and having access to real-time market information efficiently. There are more opportunities to lose or make money with all the stocks information available throughout the World; however, one should spend a lot of effort and time to follow those stocks and the available instant information. This paper presents a preliminary regarding a multi-agent recommender system for computational investing. This system utilizes a hybrid filtering technique to adaptively recommend the most profitable stocks at the right time according to investor's personal favour. The hybrid technique includes collaborative and content-based filtering. The content-based model uses investor preferences, influencing macro-economic factors, stocks profiles and the predicted trend to tailor to its advices. The collaborative filter assesses the investor pairs' investing behaviours and actions that are proficient in economic market to recommend the similar ones to the target investor.

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Cited By

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  • (2024)A Two-stage Recommendation Optimization Algorithm Based on Item Popularity and User FeaturesHeliyon10.1016/j.heliyon.2024.e38195(e38195)Online publication date: Sep-2024
  • (2024)Incorporating Domain-Specific Traits into Personality-Aware Recommendations for Financial ApplicationsNew Generation Computing10.1007/s00354-024-00241-w42:4(635-649)Online publication date: 25-Feb-2024
  • (2023)Context-Aware Stock Recommendations with Stocks' Characteristics and Investors' TraitsIEICE Transactions on Information and Systems10.1587/transinf.2023EDP7017E106.D:10(1732-1741)Online publication date: 1-Oct-2023
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Published In

cover image ACM Conferences
RecSys '13: Proceedings of the 7th ACM conference on Recommender systems
October 2013
516 pages
ISBN:9781450324090
DOI:10.1145/2507157
  • General Chairs:
  • Qiang Yang,
  • Irwin King,
  • Qing Li,
  • Program Chairs:
  • Pearl Pu,
  • George Karypis
Permission to make digital or hard copies of part or all of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for third-party components of this work must be honored. For all other uses, contact the Owner/Author.

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 12 October 2013

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Author Tags

  1. computational investing
  2. hybrid filtering
  3. multi-agent system
  4. recommender system
  5. stock market

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RecSys '13
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RecSys '13 Paper Acceptance Rate 32 of 136 submissions, 24%;
Overall Acceptance Rate 254 of 1,295 submissions, 20%

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Cited By

View all
  • (2024)A Two-stage Recommendation Optimization Algorithm Based on Item Popularity and User FeaturesHeliyon10.1016/j.heliyon.2024.e38195(e38195)Online publication date: Sep-2024
  • (2024)Incorporating Domain-Specific Traits into Personality-Aware Recommendations for Financial ApplicationsNew Generation Computing10.1007/s00354-024-00241-w42:4(635-649)Online publication date: 25-Feb-2024
  • (2023)Context-Aware Stock Recommendations with Stocks' Characteristics and Investors' TraitsIEICE Transactions on Information and Systems10.1587/transinf.2023EDP7017E106.D:10(1732-1741)Online publication date: 1-Oct-2023
  • (2023)Personalized Dynamic Recommender System for InvestorsProceedings of the 46th International ACM SIGIR Conference on Research and Development in Information Retrieval10.1145/3539618.3592035(2246-2250)Online publication date: 19-Jul-2023
  • (2023)Personalized Stock Recommendation with Investors' Attention and Contextual InformationProceedings of the 46th International ACM SIGIR Conference on Research and Development in Information Retrieval10.1145/3539618.3591850(3339-3343)Online publication date: 19-Jul-2023
  • (2023)Harnessing Behavioral Traits to Enhance Financial Stock Recommender Systems: Tackling the User Cold Start Problem2023 IEEE International Conference on Big Data (BigData)10.1109/BigData59044.2023.10386644(5694-5703)Online publication date: 15-Dec-2023
  • (2023)Deep Learning Based Personalized Stock Recommender SystemNeural Information Processing10.1007/978-981-99-8148-9_29(362-374)Online publication date: 26-Nov-2023
  • (2022)Content-based Stock Recommendation Using Smartphone DataJournal of Information Processing10.2197/ipsjjip.30.36130(361-371)Online publication date: 2022
  • (2022)Modeling behavior sequence for personalized fund recommendation with graphical deep collaborative filteringExpert Systems with Applications: An International Journal10.1016/j.eswa.2021.116311192:COnline publication date: 6-May-2022
  • (2022)Addressing the cold-start problem of recommendation systems for financial products by using few-shot deep learningApplied Intelligence10.1007/s10489-022-03374-x52:13(15529-15546)Online publication date: 16-Mar-2022
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