English

Are You A Risk Taker? Adversarial Learning of Asymmetric Cross-Domain Alignment for Risk Tolerance Prediction

Machine Learning 2020-10-07 v1 Machine Learning

Abstract

Most current studies on survey analysis and risk tolerance modelling lack professional knowledge and domain-specific models. Given the effectiveness of generative adversarial learning in cross-domain information, we design an Asymmetric cross-Domain Generative Adversarial Network (ADGAN) for domain scale inequality. ADGAN utilizes the information-sufficient domain to provide extra information to improve the representation learning on the information-insufficient domain via domain alignment. We provide data analysis and user model on two data sources: Consumer Consumption Information and Survey Information. We further test ADGAN on a real-world dataset with view embedding structures and show ADGAN can better deal with the class imbalance and unqualified data space than state-of-the-art, demonstrating the effectiveness of leveraging asymmetrical domain information.

Keywords

Cite

@article{arxiv.2004.08581,
  title  = {Are You A Risk Taker? Adversarial Learning of Asymmetric Cross-Domain Alignment for Risk Tolerance Prediction},
  author = {Zhe Liu and Lina Yao and Xianzhi Wang and Lei Bai and Jake An},
  journal= {arXiv preprint arXiv:2004.08581},
  year   = {2020}
}