MARC: Multimodal and Multi-Task Agentic Retrieval-Augmented Generation for Cold-Start Recommender System

Recommender systems (RS) are currently being studied to mitigate limitations during cold-start conditions by leveraging modality information or introducing Agent concepts based on the exceptional reasoning capabilities of Large Language Models (LLMs). Meanwhile, food and beverage recommender systems have traditionally used knowledge graph and ontology concepts due to the domain's unique data attributes and relationship characteristics. On this background, we propose MARC, a multimodal and multi-task cocktail recommender system based on Agentic Retrieval-Augmented Generation (RAG) utilizing graph database under cold-start conditions. The proposed system generates high-quality, contextually appropriate answers through two core processes: a task recognition router and a reflection process. The graph database was constructed by processing cocktail data from Kaggle, and its effectiveness was evaluated using 200 manually crafted questions. The evaluation used both LLM-as-a-judge and human evaluation to demonstrate that answers generated via the graph database outperformed those from a simple vector database in terms of quality. The code is available at https://github.com/diddbwls/cocktail_rec_agentrag

GroupSHAP-Guided Integration of Financial News Keywords and Technical Indicators for Stock Price Prediction

Recent advances in finance-specific language models such as FinBERT have enabled the quantification of public sentiment into index-based measures, yet compressing diverse linguistic signals into single metrics overlooks contextual nuances and limits interpretability. To address this limitation, explainable AI techniques, particularly SHAP (SHapley Additive Explanations), have been employed to identify influential features. However, SHAP's computational cost grows exponentially with input features, making it impractical for large-scale text-based financial data. This study introduces a GRU-based forecasting framework enhanced with GroupSHAP, which quantifies contributions of semantically related keyword groups rather than individual tokens, substantially reducing computational burden while preserving interpretability. We employed FinBERT to embed news articles from 2015 to 2024, clustered them into coherent semantic groups, and applied GroupSHAP to measure each group's contribution to stock price movements. The resulting group-level SHAP variables across multiple topics were used as input features for the prediction model. Empirical results from one-day-ahead forecasting of the S&P 500 index throughout 2024 demonstrate that our approach achieves a 32.2% reduction in MAE and a 40.5% reduction in RMSE compared with benchmark models without the GroupSHAP mechanism. This research presents the first application of GroupSHAP in news-driven financial forecasting, showing that grouped sentiment representations simultaneously enhance interpretability and predictive performance.