Context-Aware Stock Recommendations with Stocks' Characteristics and Investors' Traits

Personalized stock recommendations aim to suggest stocks tailored to individual investor needs, significantly aiding the financial decision making of an investor. This study shows the advantages of incorporating context into personalized stock recommendation systems. We embed item contextual informa...

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Veröffentlicht in:IEICE Transactions on Information and Systems 2023/10/01, Vol.E106.D(10), pp.1732-1741
Hauptverfasser: TAKAYANAGI, Takehiro, IZUMI, Kiyoshi
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IZUMI, Kiyoshi
description Personalized stock recommendations aim to suggest stocks tailored to individual investor needs, significantly aiding the financial decision making of an investor. This study shows the advantages of incorporating context into personalized stock recommendation systems. We embed item contextual information such as technical indicators, fundamental factors, and business activities of individual stocks. Simultaneously, we consider user contextual information such as investors' personality traits, behavioral characteristics, and attributes to create a comprehensive investor profile. Our model incorporating contextual information, validated on novel stock recommendation tasks, demonstrated a notable improvement over baseline models when incorporating these contextual features. Consistent outperformance across various hyperparameters further underscores the robustness and utility of our model in integrating stocks' features and investors' traits into personalized stock recommendations.
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subjects behavioral economics
Context
Customization
graph neural network
investor modeling
natural language processing
recommendation
Recommender systems
stock recommendation
title Context-Aware Stock Recommendations with Stocks' Characteristics and Investors' Traits
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