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Understanding non-linear relationships among financial instruments has various applications in investment processes ranging from risk management, portfolio construction and trading strategies. Here, we focus on interconnectedness among…

Computational Finance · Quantitative Finance 2022-07-18 Bhaskarjit Sarmah , Nayana Nair , Dhagash Mehta , Stefano Pasquali

We propose a novel image representation, termed Attribute-Graph, to rank images by their semantic similarity to a given query image. An Attribute-Graph is an undirected fully connected graph, incorporating both local and global image…

Computer Vision and Pattern Recognition · Computer Science 2015-10-09 Nikita Prabhu , R. Venkatesh Babu

The artificial segmentation of an investment management process into a workflow with silos of offline human operators can restrict silos from collectively and adaptively pursuing a unified optimal investment goal. To meet the investor's…

Portfolio Management · Quantitative Finance 2020-09-08 Andrew Paskaramoorthy , Terence van Zyl , Tim Gebbie

Time evolution of the classification scheme generated by the EqRank algorithm is studied with hep-th citation graph as an example. Intuitive expectations about evolution of an adequate classification scheme for a growing set of objects are…

Data Structures and Algorithms · Computer Science 2007-05-23 G. B. Pivovarov , S. E. Trunov

When a user connects to the Internet to fulfill his needs, he often encounters a huge amount of related information. Recommender systems are the techniques for massively filtering information and offering the items that users find them…

Machine Learning · Computer Science 2021-07-15 Mahdi Kherad , Amir Jalaly Bidgoly

Recommender systems is one of the most successful AI technologies applied in the internet cooperations. Popular internet products such as TikTok, Amazon, and YouTube have all integrated recommender systems as their core product feature.…

Information Retrieval · Computer Science 2020-11-10 Hao Wang , Bing Ruan

Goal-based investing is an approach to wealth management that prioritizes achieving specific financial goals. It is naturally formulated as a sequential decision-making problem as it requires choosing the appropriate investment until a goal…

Portfolio Management · Quantitative Finance 2023-07-26 Tessa Bauman , Bruno Gašperov , Stjepan Begušić , Zvonko Kostanjčar

Google's PageRank method was developed to evaluate the importance of web-pages via their link structure. The mathematics of PageRank, however, are entirely general and apply to any graph or network in any domain. Thus, PageRank is now…

Social and Information Networks · Computer Science 2014-07-22 David F. Gleich

Ranking is one of the most fundamental problems in machine learning with applications in many branches of computer science such as: information retrieval systems, recommendation systems, machine translation and computational biology.…

Data Structures and Algorithms · Computer Science 2015-04-07 Krzysztof Choromanski

With increasing importance of e-commerce, many websites have emerged where users can express their opinions about products, such as movies, books, songs, etc. Such interactions can be modeled as bipartite graphs where the weight of the…

Information Retrieval · Computer Science 2016-03-16 Abhinav Mishra

Existing recommendation algorithms mostly focus on optimizing traditional recommendation measures, such as the accuracy of rating prediction in terms of RMSE or the quality of top-$k$ recommendation lists in terms of precision, recall, MAP,…

Information Retrieval · Computer Science 2019-02-05 Changhua Pei , Xinru Yang , Qing Cui , Xiao Lin , Fei Sun , Peng Jiang , Wenwu Ou , Yongfeng Zhang

Accurate ranking of important features is a fundamental challenge in interpretable machine learning with critical applications in scientific discovery and decision-making. Unlike feature selection and feature importance, the specific…

Machine Learning · Computer Science 2025-09-22 Yuxi Chen , Tiffany Tang , Genevera Allen

By adopting a citation-based recursive ranking method for patents the evolution of new fields of technology can be traced. Specifically, it is demonstrated that the laser / inkjet printer technology emerged from the recombination of two…

Digital Libraries · Computer Science 2016-02-26 Péter Bruck , István Réthy , Judit Szente , Jan Tobochnik , Péter Érdi

Social networks have ensured the expanding disproportion between the face of WWW stored traditionally in search engine repositories and the actual ever changing face of Web. Exponential growth of web users and the ease with which they can…

Social and Information Networks · Computer Science 2012-04-09 Pushpa R. Suri , Harmunish Taneja

Industrial-scale recommender systems rely on a cascade pipeline in which the retrieval stage must return a high-recall candidate set from billions of items under tight latency. Existing solutions either (i) suffer from limited…

Information Retrieval · Computer Science 2026-04-02 Yijia Sun , Shanshan Huang , Zhiyuan Guan , Qiang Luo , Ruiming Tang , Kun Gai , Guorui Zhou

Credit rating is an analysis of the credit risks associated with a corporation, which reflects the level of the riskiness and reliability in investing, and plays a vital role in financial risk. There have emerged many studies that implement…

Machine Learning · Computer Science 2020-12-04 Bojing Feng , Haonan Xu , Wenfang Xue , Bindang Xue

Cryptocurrency markets exhibit pronounced momentum effects and regime-dependent volatility, presenting both opportunities and challenges for systematic trading strategies. We propose AdaptiveTrend, a multi-component algorithmic trading…

Computational Engineering, Finance, and Science · Computer Science 2026-02-13 Duc Bui , Thanh Nguyen

A fundamental problem in studying and modeling economic and financial systems is represented by privacy issues, which put severe limitations on the amount of accessible information. Here we introduce a novel, highly nontrivial method to…

Physics and Society · Physics 2018-12-10 Giulio Cimini , Tiziano Squartini , Andrea Gabrielli , Diego Garlaschelli

Identifying similar mutual funds with respect to the underlying portfolios has found many applications in financial services ranging from fund recommender systems, competitors analysis, portfolio analytics, marketing and sales, etc. The…

Statistical Finance · Quantitative Finance 2021-06-25 Vipul Satone , Dhruv Desai , Dhagash Mehta

Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…

Statistical Finance · Quantitative Finance 2021-08-27 Li Guo , Wolfgang Karl Härdle , Yubo Tao