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Full-Text Articles in Engineering
Can Deep Learning Techniques Improve The Risk Adjusted Returns From Enhanced Indexing Investment Strategies, Anthony Grace
Can Deep Learning Techniques Improve The Risk Adjusted Returns From Enhanced Indexing Investment Strategies, Anthony Grace
Dissertations
Deep learning techniques have been widely applied in the field of stock market prediction particularly with respect to the implementation of active trading strategies. However, the area of portfolio management and passive portfolio management in particular has been much less well served by research to date. This research project conducts an investigation into the science underlying the implementation of portfolio management strategies in practice focusing on enhanced indexing strategies. Enhanced indexing is a passive management approach which introduces an element of active management with the aim of achieving a level of active return through small adjustments to the portfolio weights. …
Neural Collaborative Filtering, Xiangnan He, Lizi Liao, Hanwang Zhang, Liqiang Nie, Xia Hu, Tat-Seng Chua
Neural Collaborative Filtering, Xiangnan He, Lizi Liao, Hanwang Zhang, Liqiang Nie, Xia Hu, Tat-Seng Chua
Research Collection School Of Computing and Information Systems
In recent years, deep neural networks have yielded immense success on speech recognition, computer vision and natural language processing. However, the exploration of deep neural networks on recommender systems has received relatively less scrutiny. In this work, we strive to develop techniques based on neural networks to tackle the key problem in recommendation --- collaborative filtering --- on the basis of implicit feedback.Although some recent work has employed deep learning for recommendation, they primarily used it to model auxiliary information, such as textual descriptions of items and acoustic features of musics. When it comes to model the key factor in …
Impact Of Reviewer Social Interaction On Online Consumer Review Fraud Detection, Kunal Goswami, Younghee Park, Chungsik Song
Impact Of Reviewer Social Interaction On Online Consumer Review Fraud Detection, Kunal Goswami, Younghee Park, Chungsik Song
Faculty Publications
Background Online consumer reviews have become a baseline for new consumers to try out a business or a new product. The reviews provide a quick look into the application and experience of the business/product and market it to new customers. However, some businesses or reviewers use these reviews to spread fake information about the business/product. The fake information can be used to promote a relatively average product/business or can be used to malign their competition. This activity is known as reviewer fraud or opinion spam. The paper proposes a feature set, capturing the user social interaction behavior to identify fraud. …