Igor Griva

Krishna Neupane, Igor Griva

According to The Exchange Act, 1934 unlawful insider trading is the abuse of access to privileged corporate information. While a blurred line between "routine" the "opportunistic" insider trading exists, detection of strategies that insiders mold to maneuver fair market prices to their advantage is an uphill battle for hand-engineered approaches. In the context of detailed high-dimensional financial and trade data that are structurally built by multiple covariates, in this study, we explore, implement and provide detailed comparison to the existing study (Deng et al. (2019)) and independently implement automated end-to-end state-of-art methods by integrating principal component analysis to the random forest (PCA-RF) followed by a standalone random forest (RF) with 320 and 3984 randomly selected, semi-manually labeled and normalized transactions from multiple industry. The settings successfully uncover latent structures and detect unlawful insider trading. Among the multiple scenarios, our best-performing model accurately classified 96.43 percent of transactions. Among all transactions the models find 95.47 lawful as lawful and $98.00$ unlawful as unlawful percent. Besides, the model makes very few mistakes in classifying lawful as unlawful by missing only 2.00 percent. In addition to the classification task, model generated Gini Impurity based features ranking, our analysis show ownership and governance related features based on permutation values play important roles. In summary, a simple yet powerful automated end-to-end method relieves labor-intensive activities to redirect resources to enhance rule-making and tracking the uncaptured unlawful insider trading transactions. We emphasize that developed financial and trading features are capable of uncovering fraudulent behaviors.

John Kalung Leung, Igor Griva, William G. Kennedy et al.

This paper presents an innovative approach to address the problems researchers face in Emotion Aware Recommender Systems (EARS): the difficulty and cumbersome collecting voluminously good quality emotion-tagged datasets and an effective way to protect users' emotional data privacy. Without enough good-quality emotion-tagged datasets, researchers cannot conduct repeatable affective computing research in EARS that generates personalized recommendations based on users' emotional preferences. Similarly, if we fail to fully protect users' emotional data privacy, users could resist engaging with EARS services. This paper introduced a method that detects affective features in subjective passages using the Generative Pre-trained Transformer Technology, forming the basis of the Affective Index and Affective Index Indicator (AII). Eliminate the need for users to build an affective feature detection mechanism. The paper advocates for a separation of responsibility approach where users protect their emotional profile data while EARS service providers refrain from retaining or storing it. Service providers can update users' Affective Indices in memory without saving their privacy data, providing Affective Aware recommendations without compromising user privacy. This paper offers a solution to the subjectivity and variability of emotions, data privacy concerns, and evaluation metrics and benchmarks, paving the way for future EARS research.

John Kalung Leung, Igor Griva, William G. Kennedy

We derive a method to enhance the evaluation for a text-based Emotion Aware Recommender that we have developed. However, we did not implement a suitable way to assess the top-N recommendations subjectively. In this study, we introduce an emotion-aware Pseudo Association Method to interconnect disjointed users across different datasets so data files can be combined to form a more extensive data file. Users with the same user IDs found in separate data files in the same dataset are often the same users. However, users with the same user ID may not be the same user across different datasets. We advocate an emotion aware Pseudo Association Method to associate users across different datasets. The approach interconnects users with different user IDs across different datasets through the most similar users' emotion vectors (UVECs). We found the method improved the evaluation process of assessing the top-N recommendations objectively.

John Kalung Leung, Igor Griva, William G. Kennedy

Recommender Systems are a subclass of information retrieval systems, or more succinctly, a class of information filtering systems that seeks to predict how close is the match of the user's preference to a recommended item. A common approach for making recommendations for a user group is to extend Personalized Recommender Systems' capability. This approach gives the impression that group recommendations are retrofits of the Personalized Recommender Systems. Moreover, such an approach not taken the dynamics of group emotion and individual emotion into the consideration in making top_N recommendations. Recommending items to a group of two or more users has certainly raised unique challenges in group behaviors that influence group decision-making that researchers only partially understand. This study applies the Affective Aware Pseudo Association Method in studying group formation and dynamics in group decision-making. The method shows its adaptability to group's moods change when making recommendations.

John Kalung Leung, Igor Griva, William G. Kennedy

This paper utilizes an ingenious text-based affective aware pseudo association method (AAPAM) to link disjoint users and items across different information domains and leverage them to make cross-domain content-based and collaborative filtering recommendations. This paper demonstrates that the AAPAM method could seamlessly join different information domain datasets to act as one without any additional cross-domain information retrieval protocols. Besides making cross-domain recommendations, the benefit of joining datasets from different information domains through AAPAM is that it eradicates cold start issues while making serendipitous recommendations.

Priya Mani, Carlotta Domeniconi, Igor Griva

Manifold regularization methods for matrix factorization rely on the cluster assumption, whereby the neighborhood structure of data in the input space is preserved in the factorization space. We argue that using the k-neighborhoods of all data points as regularization constraints can negatively affect the quality of the factorization, and propose an unsupervised and selective regularized matrix factorization algorithm to tackle this problem. Our approach jointly learns a sparse set of representatives and their neighbor affinities, and the data factorization. We further propose a fast approximation of our approach by relaxing the selectivity constraints on the data. Our proposed algorithms are competitive against baselines and state-of-the-art manifold regularization and clustering algorithms.

John Kalung Leung, Igor Griva, William G. Kennedy

We apply the concept of users' emotion vectors (UVECs) and movies' emotion vectors (MVECs) as building components of Emotion Aware Recommender System. We built a comparative platform that consists of five recommenders based on content-based and collaborative filtering algorithms. We employed a Tweets Affective Classifier to classify movies' emotion profiles through movie overviews. We construct MVECs from the movie emotion profiles. We track users' movie watching history to formulate UVECs by taking the average of all the MVECs from all the movies a user has watched. With the MVECs, we built an Emotion Aware Recommender as one of the comparative platforms' algorithms. We evaluated the top-N recommendation lists generated by these Recommenders and found the top-N list of Emotion Aware Recommender showed serendipity recommendations.

John Kalung Leung, Igor Griva, William G. Kennedy

This paper investigates the causality in the decision making of movie recommendations through the users' affective profiles. We advocate a method of assigning emotional tags to a movie by the auto-detection of the affective features in the movie's overview. We apply a text-based Emotion Detection and Recognition model, which trained by tweets short messages and transfers the learned model to detect movie overviews' implicit affective features. We vectorized the affective movie tags to represent the mood embeddings of the movie. We obtain the user's emotional features by taking the average of all the movies' affective vectors the user has watched. We apply five-distance metrics to rank the Top-N movie recommendations against the user's emotion profile. We found Cosine Similarity distance metrics performed better than other distance metrics measures. We conclude that by replacing the top-N recommendations generated by the Recommender with the reranked recommendations list made by the Cosine Similarity distance metrics, the user will effectively get affective aware top-N recommendations while making the Recommender feels like an Emotion Aware Recommender.