4 papers
Multi-Item-Query Attention for Stable Sequential Recommendation
Mingshi Xu, Haoren Zhu, Wilfred Siu Hung Ng
The inherent instability and noise in user interaction data challenge sequential recommendation systems. Prevailing masked attention models, relying on a single query from the most…
Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
Haoren Zhu, Pengfei Zhao, Wilfred Siu Hung NG +1
Financial assets exhibit complex dependency structures, which are crucial for investors to create diversified portfolios to mitigate risk in volatile financial markets. To explore…
From GARCH to Neural Network for Volatility Forecast
Pengfei Zhao, Haoren Zhu, Wilfred Siu Hung NG +1
Volatility, as a measure of uncertainty, plays a crucial role in numerous financial activities such as risk management. The Econometrics and Machine Learning communities have devel…
Influential Recommender System
Haoren Zhu, Hao Ge, Xiaodong Gu +2
Traditional recommender systems are typically passive in that they try to adapt their recommendations to the user's historical interests. However, it is highly desirable for commer…