Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling
The study introduces a new model, PfoTGNRec, for stock recommendation systems that balances customer preferences with suggesting high ROI portfolios, showing superior performance on real-world individual trading data.
Featured in No. 77 on 4 Dec 2024 · · 10 citations today · published in Proceedings of the 5th ACM International Conference on AI in Finance
- Released
- 27 Mar 2024
- First featured
- No. 77 · 4 Dec 2024
- Citations (Semantic Scholar)
- 10
- Influential citations
- 0
- Published in
- Proceedings of the 5th ACM International Conference on AI in Finance
- Shares when featured
- 7
- Identifier
- doi:10.1145/3677052.3698662
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).