{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/large-scale-recommendation-for-portfolio","title":"Large-scale Recommendation for Portfolio Optimization","arxiv_id":"2103.07768","date":"2021-03-13","proceeding":null,"authors":["Robin Swezey","Bruno Charron"],"abstract":"Individual investors are now massively using online brokers to trade stocks with convenient interfaces and low fees, albeit losing the advice and personalization traditionally provided by full-service brokers. We frame the problem faced by online brokers of replicating this level of service in a low-cost and automated manner for a very large number of users. Because of the care required in recommending financial products, we focus on a risk-management approach tailored to each user's portfolio and risk profile. We show that our hybrid approach, based on Modern Portfolio Theory and Collaborative Filtering, provides a sound and effective solution. The method is applicable to stocks as well as other financial assets, and can be easily combined with various financial forecasting models. We validate our proposal by comparing it with several baselines in a domain expert-based study.","url_abs":"https://arxiv.org/abs/2103.07768v1","url_pdf":"https://arxiv.org/pdf/2103.07768v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"large-scale-recommendation-for-portfolio","repo_url":"https://github.com/youngandbin/pfotgnrec","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok"}}],"tasks":[{"task_slug":"collaborative-filtering","task_name":"Collaborative Filtering"},{"task_slug":"management","task_name":"Management"},{"task_slug":"portfolio-optimization","task_name":"Portfolio Optimization"}],"methods":[{"method_slug":null,"method_name":null}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}