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Recent studies on Next-basket Recommendation (NBR) have achieved much progress by leveraging Personalized Item Frequency (PIF) as one of the main features, which measures the frequency of the user's interactions with the item. However,…

Information Retrieval · Computer Science 2022-11-17 Xiaohan Li , Zheng Liu , Luyi Ma , Kaushiki Nag , Stephen Guo , Philip Yu , Kannan Achan

Probabilistic models can learn users' preferences from the history of their item adoptions on a social media site, and in turn, recommend new items to users based on learned preferences. However, current models ignore psychological factors…

Information Retrieval · Computer Science 2013-11-07 Jeon-Hyung Kang , Kristina Lerman

Modern machine learning models (such as deep neural networks and boosting decision tree models) have become increasingly popular in financial market prediction, due to their superior capacity to extract complex non-linear patterns. However,…

Machine Learning · Computer Science 2021-02-02 Chuheng Zhang , Yuanqi Li , Xi Chen , Yifei Jin , Pingzhong Tang , Jian Li

In general frequent itemsets are generated from large data sets by applying association rule mining algorithms like Apriori, Partition, Pincer-Search, Incremental, Border algorithm etc., which take too much computer time to compute all the…

Databases · Computer Science 2010-11-02 Soumadip Ghosh , Sushanta Biswas , Debasree Sarkar , Partha Pratim Sarkar

Discovering the set of closed frequent patterns is one of the fundamental problems in Data Mining. Recent Constraint Programming (CP) approaches for declarative itemset mining have proven their usefulness and flexibility. But the wide use…

Artificial Intelligence · Computer Science 2016-04-19 Mehdi Maamar , Nadjib Lazaar , Samir Loudni , Yahia Lebbah

Negative sampling plays a crucial role in training successful sequential recommendation models. Instead of merely employing random negative sample selection, numerous strategies have been proposed to mine informative negative samples to…

Information Retrieval · Computer Science 2023-06-21 Lu Fan , Jiashu Pu , Rongsheng Zhang , Xiao-Ming Wu

Graph association rule mining is a data mining technique used for discovering regularities in graph data. In this study, we propose a novel concept, {\it path association rule mining}, to discover the correlations of path patterns that…

Databases · Computer Science 2022-10-25 Yuya Sasaki

Traditional pattern mining algorithms generally suffer from a lack of flexibility. In this paper, we propose a SAT formulation of the problem to successfully mine frequent flexible sequences occurring in transactional datasets. Our…

Artificial Intelligence · Computer Science 2016-04-04 Rémi Coletta , Benjamin Negrevergne

In many real world networks, a vertex is usually associated with a transaction database that comprehensively describes the behaviour of the vertex. A typical example is the social network, where the behaviour of every user is depicted by a…

Databases · Computer Science 2018-05-10 Mingtao Lei , Lingyang Chu , Zhefeng Wang

The price clustering phenomenon manifesting itself as an increased occurrence of specific prices is widely observed and well-documented for various financial instruments and markets. In the literature, however, it is rarely incorporated…

Statistical Finance · Quantitative Finance 2022-11-23 Vladimír Holý , Petra Tomanová

Frequent Pattern Mining is a one field of the most significant topics in data mining. In recent years, many algorithms have been proposed for mining frequent itemsets. A new algorithm has been presented for mining frequent itemsets based on…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-23 Arkan A. G. Al-Hamodi , Songfeng Lu

In this paper we propose a deep recurrent architecture for the probabilistic modelling of high-frequency market prices, important for the risk management of automated trading systems. Our proposed architecture incorporates probabilistic…

Statistical Finance · Quantitative Finance 2020-04-06 Ye-Sheen Lim , Denise Gorse

Sampling from unnormalized densities using diffusion models has emerged as a powerful paradigm. However, while recent approaches that use least-squares `matching' objectives have improved scalability, they often necessitate significant…

Machine Learning · Computer Science 2026-03-03 Denis Blessing , Lorenz Richter , Julius Berner , Egor Malitskiy , Gerhard Neumann

Sequential recommendation aims to identify and recommend the next few items for a user that the user is most likely to purchase/review, given the user's purchase/rating trajectories. It becomes an effective tool to help users select…

Information Retrieval · Computer Science 2021-01-05 Bo Peng , Zhiyun Ren , Srinivasan Parthasarathy , Xia Ning

We have recently proposed a new information-based approach to model selection, the Frequentist Information Criterion (FIC), that reconciles information-based and frequentist inference. The purpose of this current paper is to provide a…

Data Analysis, Statistics and Probability · Physics 2015-06-23 Paul A. Wiggins

Asynchronous trading in high-frequency financial markets introduces significant biases into econometric analysis, distorting risk estimates and leading to suboptimal portfolio decisions. Existing synchronization methods, such as the…

Econometrics · Economics 2025-07-17 Xinbing Kong , Cheng Liu , Bin Wu

Short-term patterns in financial time series form the cornerstone of many algorithmic trading strategies, yet extracting these patterns reliably from noisy market data remains a formidable challenge. In this paper, we propose an…

Trading and Market Microstructure · Quantitative Finance 2025-03-11 Rishabh Gupta , Shivam Gupta , Jaskirat Singh , Sabre Kais

Model Interpretation aims at the extraction of insights from the internals of a trained model. A common approach to address this task is the characterization of relevant features internally encoded in the model that are critical for its…

Machine Learning · Computer Science 2024-10-07 Hamed Behzadi-Khormouji , José Oramas

Compared to business-to-consumer (B2C) e-commerce systems, consumer-to-consumer (C2C) e-commerce platforms usually encounter the limited-stock problem, that is, a product can only be sold one time in a C2C system. This poses several unique…

Information Retrieval · Computer Science 2024-03-28 Wenhao Wu , Jialiang Zhou , Ailong He , Shuguang Han , Jufeng Chen , Bo Zheng

At the present time, sequential item recommendation models are compared by calculating metrics on a small item subset (target set) to speed up computation. The target set contains the relevant item and a set of negative items that are…

Information Retrieval · Computer Science 2021-07-29 Alexander Dallmann , Daniel Zoller , Andreas Hotho