Technical Name 圖機器學習高回報率金融商品推薦技術
Project Operator National Cheng Kung University
Project Host 李政德
Summary
In the context of FinTech, we present Financial Graph Attention Networks (FinGAT) to recommend high-profitable stocks in terms of return ratio using time series of stock pricessector info. Our FinGAT can learn the long-short-term price tendency,model the latent interactionsinfluence between stockssectors without any hand-crafted effort. Experiments conducted on Taiwan Stock, S&P 500,NASDAQ stock markets exhibit remarkable accuracy of FinGAT, comparing to state-of-the-arts (by 11, 14,12 performance improvement). The tech is published in IEEE TKDE 2021.
Technical Film
Scientific Breakthrough
Our tech FinGAT is a graph neural network-based high-profitable financial recommender system. FinGAT can learn long-short-term tendency of stock prices,simultaneous capture how stockstheir corresponding sectors are interactedcorrelated with each other without external knowledge on the relationships between listed companies. Experiments conducted on TWSE, S&P500,NASDAQ show that FinGAT outperforms state-of-the-art methods by at least 10. When incorporating human financial knowledge to select candidate stocks, FinGAT can further lead to 0.97 ranking accuracy.
Industrial Applicability
FinGAT has been extended to several Taiwan’s financial institutions, including Bank SinoPacE.SUN Bank, to precisely recommend financial items for customers. The main target of FinGAT is financial institutions in Taiwanin the world. We expect to bring three-fold economic impacts: (1) increasing the market value of listed companies, (2) boosting the transaction volumerate of the banking industry, (3) increasing customer profitabilityraise consumer willingness. FinGAT is open-sourced,can be used for e-commerce recommender systems, ad placement,precision marketing.
Matching Needs
天使投資人、策略合作夥伴
Keyword Machine Learning Financial Technology Financial Product Recommender System Precision Marketing Stock Recommendation Stock Price Prediction Artificial Intelligence Deep Learning Digital Economy
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