skip to main content
10.1145/3539618.3592035acmconferencesArticle/Chapter ViewAbstractPublication PagesirConference Proceedingsconference-collections
short-paper

Personalized Dynamic Recommender System for Investors

Published: 18 July 2023 Publication History

Abstract

With the development of online platforms, people can share and obtain opinions quickly. It also makes individuals' preferences change dynamically and rapidly because they may change their minds when getting convincing opinions from other users. Unlike representative areas of recommendation research such as e-commerce platforms where items' features are fixed, in investment scenarios financial instruments' features such as stock price, also change dynamically over time. To capture these dynamic features and provide a better-personalized recommendation for amateur investors, this study proposes a Personalized Dynamic Recommender System for Investors, PDRSI. The proposed PDRSI considers two investor's personal features: dynamic preferences and historical interests, and two temporal environmental properties: recent discussions on the social media platform and the latest market information. The experimental results support the usefulness of the proposed PDRSI, and the ablation studies show the effect of each module. For reproduction, we follow Twitter's developer policy to share our dataset for future work.

Supplemental Material

MP4 File
Presentation video-Personalized Dynamic Recommender System for Investors

References

[1]
Dogu Araci. 2019. Finbert: Financial sentiment analysis with pre-trained language models. arXiv preprint arXiv:1908.10063 (2019).
[2]
Francesco Barbieri, Miguel Ballesteros, and Horacio Saggion. 2017. Are Emojis Predictable?. In Proceedings of the 15th Conference of the European Chapter of the Association for Computational Linguistics: Volume 2, Short Papers. Association for Computational Linguistics, Valencia, Spain, 105--111. https://aclanthology.org/E17--2017
[3]
Jun Chang and Wenting Tu. 2018. A Stock-Movement Aware Approach for Discovering Investors' Personalized Preferences in Stock Markets. In 2018 IEEE 30th International Conference on Tools with Artificial Intelligence (ICTAI). 275--280. https://doi.org/10.1109/ICTAI.2018.00051
[4]
Jun Chang, Wenting Tu, Changrui Yu, and Chuan Qin. 2021. Assessing dynamic qualities of investor sentiments for stock recommendation. Information Processing & Management, Vol. 58, 2 (2021), 102452. https://doi.org/10.1016/j.ipm.2020.102452
[5]
Chung-Chi Chen, Hen-Hsen Huang, and Hsin-Hsi Chen. 2019. Next cashtag prediction on social trading platforms with auxiliary tasks. In Proceedings of the 2019 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining. 525--527.
[6]
Vincent Cho. 2010. MISMIS--A comprehensive decision support system for stock market investment. Knowledge-Based Systems, Vol. 23, 6 (2010), 626--633.
[7]
Jacob Devlin, Ming-Wei Chang, Kenton Lee, and Kristina Toutanova. 2019. BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding. In Proceedings of the 2019 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, Volume 1 (Long and Short Papers). Association for Computational Linguistics, Minneapolis, Minnesota, 4171--4186. https://doi.org/10.18653/v1/N19--1423
[8]
Xiangnan He, Lizi Liao, Hanwang Zhang, Liqiang Nie, Xia Hu, and Tat-Seng Chua. 2017. Neural Collaborative Filtering (WWW '17). International World Wide Web Conferences Steering Committee, 173--182.
[9]
Diederik P. Kingma and Jimmy Ba. 2015. Adam: A Method for Stochastic Optimization. In 3rd International Conference on Learning Representations, Yoshua Bengio and Yann LeCun (Eds.).
[10]
Chi-Jie Lu, Tian-Shyug Lee, and Chih-Chou Chiu. 2009. Financial time series forecasting using independent component analysis and support vector regression. Decision support systems, Vol. 47, 2 (2009), 115--125.
[11]
Dat Quoc Nguyen, Thanh Vu, and Anh Tuan Nguyen. 2020. BERTweet: A pre-trained language model for English Tweets. In Proceedings of the 2020 Conference on Empirical Methods in Natural Language Processing: System Demonstrations. 9--14.
[12]
Tao Qi, Fangzhao Wu, Chuhan Wu, and Yongfeng Huang. 2022a. FUM: Fine-Grained and Fast User Modeling for News Recommendation. In Proceedings of the 45th International ACM SIGIR Conference on Research and Development in Information Retrieval (Madrid, Spain) (SIGIR '22). Association for Computing Machinery, New York, NY, USA, 1974--1978. https://doi.org/10.1145/3477495.3531790
[13]
Tao Qi, Fangzhao Wu, Chuhan Wu, and Yongfeng Huang. 2022b. News recommendation with candidate-aware user modeling. In Proceedings of the 45th International ACM SIGIR Conference on Research and Development in Information Retrieval. 1917--1921.
[14]
Chhavi Rana and Sanjay Kumar Jain. 2015. A study of the dynamic features of recommender systems. Artificial Intelligence Review, Vol. 43 (2015), 141--153.
[15]
Robin M. E. Swezey and Bruno Charron. 2018. Large-Scale Recommendation for Portfolio Optimization. In Proceedings of the 12th ACM Conference on Recommender Systems. 382--386.
[16]
Mona Taghavi, Kaveh Bakhtiyari, and Edgar Scavino. 2013a. Agent-based computational investing recommender system. In Proceedings of the 7th ACM conference on recommender systems. 455--458.
[17]
Mona Taghavi, Kaveh Bakhtiyari, and Edgar Scavino. 2013b. Agent-based computational investing recommender system. In Proceedings of the 7th ACM Conference on Recommender Systems. 455--458. https://doi.org/10.1145/2507157.2508072
[18]
Preeti Voditel and Umesh Deshpande. 2013. A stock market portfolio recommender system based on association rule mining. Applied Soft Computing, Vol. 13 (2013), 1055--1063. https://doi.org/10.1016/j.asoc.2012.09.012
[19]
Yumo Xu and Shay B. Cohen. 2018. Stock Movement Prediction from Tweets and Historical Prices. In Proceedings of the 56th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers). Association for Computational Linguistics, Melbourne, Australia, 1970--1979. https://doi.org/10.18653/v1/P18--1183
[20]
Jungsoon Yoo, Melinda Gervasio, and Pat Langley. 2003. An adaptive stock tracker for personalized trading advice. In Proceedings of the 8th international conference on Intelligent user interfaces. 197--203.
[21]
Yang Yujun, Li Jianping, and Yang Yimei. 2016. An Efficient Stock Recommendation Model Based on Big Order Net Inflow. Mathematical Problems in Engineering, Vol. 2016 (2016), 1--15. https://doi.org/10.1155/2016/5725143
[22]
Xuanzhi Zheng, Guoshuai Zhao, Li Zhu, and Xueming Qian. 2022. PERD: Personalized Emoji Recommendation with Dynamic User Preference (SIGIR '22). Association for Computing Machinery, New York, NY, USA, 1922--1926. https://doi.org/10.1145/3477495.3531779
[23]
Dávid Zibriczky12. 2016. Recommender systems meet finance: a literature review. In Proc. 2nd Int. Workshop Personalization Recommender Syst. 1--10.

Cited By

View all
  • (2024)Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient SamplingProceedings of the 5th ACM International Conference on AI in Finance10.1145/3677052.3698662(795-803)Online publication date: 14-Nov-2024
  • (2024)ForumPFN: Online Forum Post Fusion Network for Volatility Index Movement Prediction2024 IEEE International Conference on Big Data (BigData)10.1109/BigData62323.2024.10825644(6680-6689)Online publication date: 15-Dec-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
  • Show More Cited By

Recommendations

Comments

Information & Contributors

Information

Published In

cover image ACM Conferences
SIGIR '23: Proceedings of the 46th International ACM SIGIR Conference on Research and Development in Information Retrieval
July 2023
3567 pages
ISBN:9781450394086
DOI:10.1145/3539618
Permission to make digital or hard copies of all or part 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 components of this work owned by others than the author(s) must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected].

Sponsors

Publisher

Association for Computing Machinery

New York, NY, United States

Publication History

Published: 18 July 2023

Permissions

Request permissions for this article.

Check for updates

Author Tags

  1. financial data mining
  2. investor modeling
  3. stock recommendation

Qualifiers

  • Short-paper

Funding Sources

  • JSPS KAKENHI
  • JSPS Core-to-Core Program
  • the New Energy and Industrial Technology Development Organization (NEDO)

Conference

SIGIR '23
Sponsor:

Acceptance Rates

Overall Acceptance Rate 792 of 3,983 submissions, 20%

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • Downloads (Last 12 months)95
  • Downloads (Last 6 weeks)17
Reflects downloads up to 05 Mar 2025

Other Metrics

Citations

Cited By

View all
  • (2024)Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient SamplingProceedings of the 5th ACM International Conference on AI in Finance10.1145/3677052.3698662(795-803)Online publication date: 14-Nov-2024
  • (2024)ForumPFN: Online Forum Post Fusion Network for Volatility Index Movement Prediction2024 IEEE International Conference on Big Data (BigData)10.1109/BigData62323.2024.10825644(6680-6689)Online publication date: 15-Dec-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)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

View Options

Login options

View options

PDF

View or Download as a PDF file.

PDF

eReader

View online with eReader.

eReader

Figures

Tables

Media

Share

Share

Share this Publication link

Share on social media