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Ranking nodes in networks according to a defined measure of importance is an extensively studied task, with applications in ecology, economic trade networks, and social networks. This paper introduces a method based on a non-linear…

Statistical Mechanics · Physics 2025-04-01 Andrea Mazzolini , Michele Caselle , Matteo Osella

Portfolio selection is the central task for assets management, but it turns out to be very challenging. Methods based on pattern matching, particularly the CORN-K algorithm, have achieved promising performance on several stock markets. A…

Risk Management · Quantitative Finance 2018-03-01 Yang Wang , Dong Wang , Yaodong Wang , You Zhang

We introduce Loop Ranking, a new ranking measure based on the detection of closed paths, which can be computed in an efficient way. We analyze it with respect to several ranking measures which have been proposed in the past, and are widely…

Disordered Systems and Neural Networks · Physics 2013-05-29 Valery Van Kerrebroeck , Enzo Marinari

The spread of online reviews, ratings and opinions and its growing influence on people's behavior and decisions boosted the interest to extract meaningful information from this data deluge. Hence, crowdsourced ratings of products and…

Information Retrieval · Computer Science 2017-05-03 João Saúde , Guilherme Ramos , Carlos Caleiro , Soummya Kar

Neighbor-based collaborative ranking (NCR) techniques follow three consecutive steps to recommend items to each target user: first they calculate the similarities among users, then they estimate concordance of pairwise preferences to the…

Information Retrieval · Computer Science 2018-11-06 Bita Shams , Saman Haratizadeh

Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset…

Machine Learning · Computer Science 2020-03-09 Yifan Zhang , Peilin Zhao , Qingyao Wu , Bin Li , Junzhou Huang , Mingkui Tan

Recommender systems are a vital tool that helps us to overcome the information overload problem. They are being used by most e-commerce web sites and attract the interest of a broad scientific community. A recommender system uses data on…

Information Retrieval · Computer Science 2017-02-22 Fei Yu , An Zeng , Sebastien Gillard , Matus Medo

The main contribution of the paper is to employ the financial market network as a useful tool to improve the portfolio selection process, where nodes indicate securities and edges capture the dependence structure of the system. Three…

Portfolio Management · Quantitative Finance 2019-01-15 Gian Paolo Clemente , Rosanna Grassi , Asmerilda Hitaj

The prevalence of e-learning systems and on-line courses has made educational material widely accessible to students of varying abilities and backgrounds. There is thus a growing need to accommodate for individual differences in e-learning…

Artificial Intelligence · Computer Science 2019-07-30 Avi Segal , Kobi Gal , Guy Shani , Bracha Shapira

Rankings are the primary interface through which many online platforms match users to items (e.g. news, products, music, video). In these two-sided markets, not only the users draw utility from the rankings, but the rankings also determine…

Information Retrieval · Computer Science 2020-06-01 Marco Morik , Ashudeep Singh , Jessica Hong , Thorsten Joachims

Retrieving the most similar objects in a large-scale database for a given query is a fundamental building block in many application domains, ranging from web searches, visual, cross media, and document retrievals. State-of-the-art…

Machine Learning · Computer Science 2018-03-15 Muge Li , Liangyue Li , Feiping Nie

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

General Finance · Quantitative Finance 2026-02-16 Mykola Babiak , Jozef Barunik

Graph neural networks emerge as a promising modeling method for applications dealing with datasets that are best represented in the graph domain. In specific, developing recommendation systems often require addressing sparse structured data…

Machine Learning · Computer Science 2020-08-03 Dom Huh

Development of efficient business process models and determination of their characteristic properties are subject of intense interdisciplinary research. Here, we consider a business process model as a directed graph. Its nodes correspond to…

Computers and Society · Computer Science 2011-12-30 M. Abel , D. L. Shepelyansky

Community detection is a classical problem in the field of graph mining. While most algorithms work on the entire graph, it is often interesting in practice to recover only the community containing some given set of seed nodes. In this…

Social and Information Networks · Computer Science 2016-11-08 Alexandre Hollocou , Thomas Bonald , Marc Lelarge

Many cryptocurrency brokers nowadays offer a variety of derivative assets that allow traders to perform hedging or speculation. This paper proposes an effective algorithm based on neural networks to take advantage of these investment…

Machine Learning · Computer Science 2023-10-03 Quoc Minh Nguyen , Dat Thanh Tran , Juho Kanniainen , Alexandros Iosifidis , Moncef Gabbouj

This paper proposes a novel stock selection strategy framework based on combined machine learning algorithms. Two types of weighting methods for three representative machine learning algorithms are developed to predict the returns of the…

Statistical Finance · Quantitative Finance 2025-08-27 Lin Cai , Zhiyang He , Caiya Zhang

Graph Convolutional Networks (GCN) have been recently employed as core component in the construction of recommender system algorithms, interpreting user-item interactions as the edges of a bipartite graph. However, in the absence of side…

Information Retrieval · Computer Science 2023-03-29 Edoardo D'Amico , Khalil Muhammad , Elias Tragos , Barry Smyth , Neil Hurley , Aonghus Lawlor

Ranking on large-scale graphs plays a fundamental role in many high-impact application domains, ranging from information retrieval, recommender systems, sports team management, biology to neuroscience and many more. PageRank, together with…

Social and Information Networks · Computer Science 2018-11-27 Jian Kang , Meijia Wang , Nan Cao , Yinglong Xia , Wei Fan , Hanghang Tong

Learning to rank with implicit feedback is one of the most important tasks in many real-world information systems where the objective is some specific utility, e.g., clicks and revenue. However, we point out that existing methods based on…

Information Retrieval · Computer Science 2020-11-03 Xinyi Dai , Jiawei Hou , Qing Liu , Yunjia Xi , Ruiming Tang , Weinan Zhang , Xiuqiang He , Jun Wang , Yong Yu