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cs.IR updates on arXiv.org

From Top-1 to Top-K: A Reproducibility Study and Benchmarking of Counterfactual Explanations for Recommender Systems Impact of large language models on peer review opinions from a fine-grained perspective: Evidence from top conference proceedings in AI Diagnosable ColBERT: Debugging Late-Interaction Retrieval Models Using a Learned Latent Space as Reference Enhancing Unsupervised Keyword Extraction in Academic Papers through Integrating Highlights with Abstract CAST: Modeling Semantic-Level Transitions for Complementary-Aware Sequential Recommendation IndiaFinBench: An Evaluation Benchmark for Large Language Model Performance on Indian Financial Regulatory Text Think Before Writing: Feature-Level Multi-Objective Optimization for Generative Citation Visibility RARE: Redundancy-Aware Retrieval Evaluation Framework for High-Similarity Corpora Personalized Benchmarking: Evaluating LLMs by Individual Preferences Modular Representation Compression: Adapting LLMs for Efficient and Effective Recommendations JFinTEB: Japanese Financial Text Embedding Benchmark UsefulBench: Towards Decision-Useful Information as a Target for Information Retrieval SIMMER: Cross-Modal Food Image--Recipe Retrieval via MLLM-Based Embedding Rethinking the Necessity of Adaptive Retrieval-Augmented Generation through the Lens of Adaptive Listwise Ranking BioHiCL: Hierarchical Multi-Label Contrastive Learning for Biomedical Retrieval with MeSH Labels Learning Behaviorally Grounded Item Embeddings via Personalized Temporal Contexts Collaborative Filtering Through Weighted Similarities of User and Item Embeddings IG-Search: Step-Level Information Gain Rewards for Search-Augmented Reasoning Metric-agnostic Learning-to-Rank via Boosting and Rank Approximation GenRec: A Preference-Oriented Generative Framework for Large-Scale Recommendation Uncertainty-aware Generative Learning Path Recommendation with Cognition-Adaptive Diffusion CPGRec+: A Balance-oriented Framework for Personalized Video Game Recommendations Don't Retrieve, Navigate: Distilling Enterprise Knowledge into Navigable Agent Skills for QA and RAG NewsTorch: A PyTorch-based Toolkit for Learner-oriented News Recommendation Controlling Authority Retrieval: A Missing Retrieval Objective for Authority-Governed Knowledge APEX-MEM: Agentic Semi-Structured Memory with Temporal Reasoning for Long-Term Conversational AI ID and Graph View Contrastive Learning with Multi-View Attention Fusion for Sequential Recommendation Large Language Models to Enhance Business Process Modeling: Past, Present, and Future Trends Dual-Enhancement Product Bundling: Bridging Interactive Graph and Large Language Model Evaluation of Agents under Simulated AI Marketplace Dynamics
Transfer Ranking in Finance: Applications to Cross-Sectio...
Daniel Poh, Stephen Roberts, Stefan Zohren · 2022-08-22 · via cs.IR updates on arXiv.org

Cross-sectional strategies are a classical and popular trading style, with recent high performing variants incorporating sophisticated neural architectures. While these strategies have been applied successfully to data-rich settings involving mature assets with long histories, deploying them on instruments with limited samples generally produce over-fitted models with degraded performance. In this paper, we introduce Fused Encoder Networks -- a novel and hybrid parameter-sharing transfer ranking model. The model fuses information extracted using an encoder-attention module operated on a source dataset with a similar but separate module focused on a smaller target dataset of interest. This mitigates the issue of models with poor generalisability that are a consequence of training on scarce target data. Additionally, the self-attention mechanism enables interactions among instruments to be accounted for, not just at the loss level during model training, but also at inference time. Focusing on momentum applied to the top ten cryptocurrencies by market capitalisation as a demonstrative use-case, the Fused Encoder Networks outperforms the reference benchmarks on most performance measures, delivering a three-fold boost in the Sharpe ratio over classical momentum as well as an improvement of approximately 50% against the best benchmark model without transaction costs. It continues outperforming baselines even after accounting for the high transaction costs associated with trading cryptocurrencies.