A Survey on Popularity Bias in Recommender Systems

Recommender systems help people find relevant content in a personalized way. One main promise of such systems is that they are able to increase the visibility of items in the long tail, i.e., the lesser-known items in a catalogue. Existing research, however, suggests that in many situations today's recommendation algorithms instead exhibit a popularity bias, meaning that they often focus on rather popular items in their recommendations. Such a bias may not only lead to limited value of the recommendations for consumers and providers in the short run, but it may also cause undesired reinforcement effects over time. In this paper, we discuss the potential reasons for popularity bias and we review existing approaches to detect, quantify and mitigate popularity bias in recommender systems. Our survey therefore includes both an overview of the computational metrics used in the literature as well as a review of the main technical approaches to reduce the bias. We furthermore critically discuss today's literature, where we observe that the research is almost entirely based on computational experiments and on certain assumptions regarding the practical effects of including long-tail items in the recommendations.

Social Network based Short-Term Stock Trading System

This paper proposes a novel adaptive algorithm for the automated short-term trading of financial instrument. The algorithm adopts a semantic sentiment analysis technique to inspect the Twitter posts and to use them to predict the behaviour of the stock market. Indeed, the algorithm is specifically developed to take advantage of both the sentiment and the past values of a certain financial instrument in order to choose the best investment decision. This allows the algorithm to ensure the maximization of the obtainable profits by trading on the stock market. We have conducted an investment simulation and compared the performance of our proposed with a well-known benchmark (DJTATO index) and the optimal results, in which an investor knows in advance the future price of a product. The result shows that our approach outperforms the benchmark and achieves the performance score close to the optimal result.

Using Mise-En-Scène Visual Features based on MPEG-7 and Deep Learning for Movie Recommendation

Item features play an important role in movie recommender systems, where recommendations can be generated by using explicit or implicit preferences of users on traditional features (attributes) such as tag, genre, and cast. Typically, movie features are human-generated, either editorially (e.g., genre and cast) or by leveraging the wisdom of the crowd (e.g., tag), and as such, they are prone to noise and are expensive to collect. Moreover, these features are often rare or absent for new items, making it difficult or even impossible to provide good quality recommendations. In this paper, we show that user's preferences on movies can be better described in terms of the mise-en-sc\`ene features, i.e., the visual aspects of a movie that characterize design, aesthetics and style (e.g., colors, textures). We use both MPEG-7 visual descriptors and Deep Learning hidden layers as example of mise-en-sc\`ene features that can visually describe movies. Interestingly, mise-en-sc\`ene features can be computed automatically from video files or even from trailers, offering more flexibility in handling new items, avoiding the need for costly and error-prone human-based tagging, and providing good scalability. We have conducted a set of experiments on a large catalogue of 4K movies. Results show that recommendations based on mise-en-sc\`ene features consistently provide the best performance with respect to richer sets of more traditional features, such as genre and tag.