1 Introduction
2 Related Work
2.1 Personality-Aware Recommender System
2.2 Stock Recommendation
2.3 Behavioral Finance
Symbol | Meaning |
---|---|
\(I = \{i_1, i_2,...i_n\}\) | The set of all the investors |
\(C_j \subset {I}\), \(\bigcup _{j}{C_j} = I \) | The set of investors in cluster \(C_j\) |
SimT(u, v) | Similarity between investor u and investor v based on their transaction data |
SimP(u, v) | Similarity between investor u and investor v based on their psychological traits |
\(Y_{uv} = \{a, b,...\}\) | The set of stocks both stock u and stock v purchased |
\(r_{ua}\) | The preference of investor u to stock a |
\(\overline{r_{u}}\) | The mean of preference of investor u |
\(Psy = \{Psy_1, Psy_2,... Psy_l\}\) | The set of psychological traits including personality, behavioral bias, cognitive ability, and purposes of investment |
\(p^{i}_u\) | The value of u’s psychological variable i |
\(\overline{p_u}\) | The mean value of the psychological traits vector for investor u |
\(\alpha _{u\in {C_i}}\) | The weight of SimT(u, v) of investor u in cluster \(C_i\) |
k | The number of neighbors |
\(n\_cluster\) | The number of clusters |
3 Method
4 Dataset
4.1 Data Acquisition
4.2 Investor Behavior Analysis
5 Experiment
5.1 Tasks and Evaluation Metrics
5.2 Experiments
5.3 Results
GSR | NSR | ||||||
---|---|---|---|---|---|---|---|
P@10 | R@10 | F1 | P@10 | R@10 | F1 | ||
Random model | 0.002 | 0.007 | 0.003 | 0.001 | 0.005 | 0.002 | |
General personality-based model | 0.059 | 0.176 | 0.088 | 0.040 | 0.122 | 0.060 | |
Transaction-based model | 0.104 | \(\mathbf {0.329}\) | 0.158 | 0.050 | \(\mathbf {0.160}\) | 0.076 | |
Cluster model | 0.104 | 0.324 | 0.157 | \(\mathbf {0.058}\) | 0.153 | 0.083 | |
Division model | \(\mathbf {0.105}\) | \(\mathbf {0.329}\) | \(\mathbf {0.159}\) | \(\mathbf {0.058}\) | 0.154 | \(\mathbf {0.085}\) |
GSR | NSR | |||||
---|---|---|---|---|---|---|
P@10 | R@10 | F1 | P@10 | R@10 | F1 | |
Personality | 0.059 | 0.176 | 0.088 | 0.040 | 0.122 | 0.060 |
Cognitive | 0.055 | 0.165 | 0.083 | 0.038 | 0.117 | 0.057 |
Goal | 0.056 | 0.169 | 0.084 | 0.038 | 0.118 | 0.057 |
Behavioral | 0.059 | 0.178 | 0.089 | 0.039 | 0.124 | 0.059 |
Cognitive goal | 0.057 | 0.175 | 0.086 | 0.039 | 0.120 | 0.059 |
Behavioral cognitive | 0.054 | 0.169 | 0.082 | 0.037 | 0.118 | 0.056 |
Personality behavioral | 0.058 | 0.177 | 0.087 | 0.039 | 0.122 | 0.059 |
Behavioral goal | 0.059 | 0.180 | 0.089 | 0.038 | 0.122 | 0.058 |
Personality cognitive | 0.059 | 0.179 | 0.089 | 0.040 | 0.126 | 0.061 |
Personality goal | \(\mathbf {0.061}\) | \(\mathbf {0.184}\) | \(\mathbf {0.092}\) | 0.040 | 0.124 | 0.060 |
Personality cognitive goal | 0.058 | 0.175 | 0.087 | 0.040 | 0.123 | 0.060 |
Behavioral cognitive goal | 0.059 | 0.180 | 0.089 | 0.039 | 0.124 | 0.059 |
Personality behavioral cognitive | 0.057 | 0.173 | 0.086 | 0.038 | 0.120 | 0.058 |
Personality behavioral goal | 0.058 | 0.179 | 0.088 | \(\mathbf {0.040}\) | \(\mathbf {0.130}\) | \(\mathbf {0.061}\) |
Personality behavioral cognitive goal | 0.059 | 0.182 | 0.089 | 0.040 | 0.129 | 0.061 |