paper-with-me

Papers

Extracting Relations Between Sectors

2022-08-30 · Atakan Kara, F. Serhan Daniş, Günce Keziban Orman, Sultan Nezihe Turhan

The term "sector" in professional business life is a vague concept since companies tend to identify themselves as operating in multiple sectors simultaneously. This ambiguity poses problems in recommending jobs to job seekers or finding suitable candidates for open positions. The latter holds significant importance when available candidates in a specific sector are also scarce; hence, finding candidates from similar sectors becomes crucial. This work focuses on discovering possible sector similarities through relational analysis. We employ several algorithms from the frequent pattern mining and collaborative filtering domains, namely negFIN, Alternating Least Squares, Bilateral Variational Autoencoder, and Collaborative Filtering based on Pearson's Correlation, Kendall and Spearman's Rank Correlation coefficients. The algorithms are compared on a real-world dataset supplied by a major recruitment company, Kariyer.net, from Turkey. The insights and methods gained through this work are expected to increase the efficiency and accuracy of various methods, such as recommending jobs or finding suitable candidates for open positions.

📄 PDF Abstract BibTeX arXiv:2208.14332

Code (0)

등록된 구현이 없습니다.

Tasks

Collaborative Filtering

Similar Papers 제목 키워드 기반

A Combination Model for Time Series Prediction using LSTM via Extracting Dynamic Features Based on Spatial Smoothing and Sequential General Variational Mode Decomposition

2024-06-05 · Jianyu Liu, Wei Chen, Yong Zhang, Zhenfeng Chen 외

In order to solve the problems such as difficult to extract effective features and low accuracy of sales volume prediction caused by complex relationships such as market sales volume in time series prediction, we propose…

PredictionTime SeriesTime Series Prediction

Networks of Economic Market Interdependence and Systemic Risk

2010-11-16 · Dion Harmon, Blake Stacey, Yavni Bar-Yam, Yaneer Bar-Yam

The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market value fluctuations. We analyze the time…

Information flow networks of Chinese stock market sectors

2020-04-19

Transfer entropy measures the strength and direction of information flow between different time series. We study the information flow networks of the Chinese stock market and identify important sectors and information fl…

SpecificityTime Series Analysis

FinGAT: Financial Graph Attention Networks for Recommending Top-K Profitable Stocks

2021-06-18 · Yi-Ling Hsu, Yu-Che Tsai, Cheng-Te Li

Financial technology (FinTech) has drawn much attention among investors and companies. While conventional stock analysis in FinTech targets at predicting stock prices, less effort is made for profitable stock recommendat…

Graph AttentionTime SeriesTime Series Analysis

A Study of Correlations in the Stock Market

2015-04-22

We study the various sectors of the Bombay Stock Exchange(BSE) for a period of 8 years from April 2006 - March 2014. Using the data of daily returns of a period of eight years we make a direct model free analysis of the …

ManagementPortfolio Optimization