AI and Machine Learning in Recommender Systems and Customer Behavior

A special issue of Electronics (ISSN 2079-9292). This special issue belongs to the section "Artificial Intelligence".

Deadline for manuscript submissions: 15 May 2025 | Viewed by 1052

Special Issue Editors


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Guest Editor
Division of Computer Engineering, Hansung University, Seoul 02876, Republic of Korea
Interests: deep learning applications; business analytics; personalized services

E-Mail Website
Guest Editor
Department of Big Data Analytics and the School of Management, Kyung Hee University, Seoul 02447, Republic of Korea
Interests: recommender systems; big data analytics; machine learning; deep learning
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

The integration of artificial intelligence (AI) and machine learning (ML) into recommender systems has significantly transformed the provision of personalized services. Nevertheless, understanding customer behavior remains a crucial aspect that underlies the efficacy of these systems. This Special Issue seeks to investigate technological advancements in AI-/ML-driven recommendation technologies and the theoretical foundations of customer behavior analysis that inform and guide these innovations.

In recent years, the exponential growth of digital data has necessitated more sophisticated algorithms to process and analyze user interactions, preferences, and behaviors. While AI and ML play a critical role in optimizing these processes, understanding the cognitive and behavioral patterns of customers is equally important for developing effective customer-centered recommender systems. Thus, we invite empirical and theoretical research addressing these dual aspects: the development of advanced recommender system technologies and the underlying behavioral theories that enhance personalization strategies.

Topics of interest include, but are not limited to, the following:

  • AI and ML techniques for recommender systems;
  • Theoretical frameworks for understanding and predicting customer behavior;
  • Behavioral models in personalized service;
  • Multimodal data integration for enhanced recommendation accuracy;
  • Solutions for data sparsity and cold-start problems in recommender systems;
  • Transfer learning, domain adaptation, and personalization in recommendations;
  • Ethical issues, fairness, and bias in AI-driven personalization;
  • Case studies and applications of recommender systems across industries.

Dr. Qinglong Li
Prof. Dr. Jae Kyeong Kim
Guest Editors

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Keywords

  • machine learning applications in personalization
  • deep learning techniques in personalization
  • recommender systems in business contexts
  • predictive analytics in personalization
  • predicting user behavior in personalization

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Published Papers (1 paper)

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Research

21 pages, 4292 KiB  
Article
A Deep-Reinforcement-Learning-Based Multi-Source Information Fusion Portfolio Management Approach via Sector Rotation
by Yuxiao Yan, Changsheng Zhang, Yang An and Bin Zhang
Electronics 2025, 14(5), 1036; https://doi.org/10.3390/electronics14051036 - 5 Mar 2025
Viewed by 731
Abstract
As a research objective in quantitative trading, the aim of portfolio management is to find the optimal allocation of funds by following the dynamic changes in stock prices. The principal issue with current portfolio management methods is their narrow focus on a single [...] Read more.
As a research objective in quantitative trading, the aim of portfolio management is to find the optimal allocation of funds by following the dynamic changes in stock prices. The principal issue with current portfolio management methods is their narrow focus on a single data source, neglecting the changes or news arising from sectors. Methods for integrating news data frequently face challenges with regard to quantifying text data and embedding them into portfolio models; this process often necessitates considerable manual labeling. To address these issues, we proposed a sector rotation portfolio management approach based on deep reinforcement learning (DRL) via multi-source information. The multi-source information includes the temporal data of sector and stock features, as well as news data. In terms of structure, in this method, a dual-layer reinforcement learning structure is deployed, comprising a multi-agent sector layer and a graph convolution layer. The former learns the trend of sectors, while the latter learns the connections between stocks in sectors, and the impact of news on sectors is integrated through large language models without manual labeling or fusing output information of other modules to provide the final portfolio management scheme. The results of simulation experiments on the Chinese and US (United States) stock markets show that our method demonstrates significant improvements over multiple state-of-the-art approaches. Full article
(This article belongs to the Special Issue AI and Machine Learning in Recommender Systems and Customer Behavior)
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