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Restricted Boltzmann Machine as Recommendation Model for Venture Capital
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
2019 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesisAlternative title
Restricted Boltzmann Machine som Rekommendationsmodell för Riskkapital (Swedish)
Abstract [en]

Denna studie introducerar restricted Boltzmann machines (RBMs) som rekommendationsmodell i kontexten av riskkapital. Ett nätverk av relationer används som proxy för att modellera investerares bolagspreferenser. Studiens huvudfokus är att undersöka hur RBMs kan implementeras för ett dataset bestående av relationer mellan personer och bolag, samt att undersöka om modellen går att förbättra genom att tillföra av ytterligare information.

Nätverket skapas från styrelsesammansättningar för svenska bolag. För nätverket implementeras RBMs både med och utan den extra informationen om bolagens ursprungsort. Vardera RBM-modell undersöks genom att utvärdera dess inlärningsförmåga samt förmåga att återskapa manuellt gömda relationer.

Resultatet påvisar att RBM-modellerna har en bristfällig förmåga att återskapa borttagna relationer, dock noteras god inlärningsförmåga. Genom att addera ursprungsort som extra information förbättras modellerna markant och god potential som rekommendationsmodell går att urskilja, både med avseende på inlärningsförmåga samt förmåga att återskapa gömda relationer.

Abstract [sv]

In this thesis, we introduce restricted Boltzmann machines (RBMs) as a recommendation model in the context of venture capital. A network of connections is used as a proxy for investors’ preferences of companies. The main focus of the thesis is to investigate how RBMs can be implemented on a network of connections and investigate if conditional information can be used to boost RBMs.

The network of connections is created by using board composition data of Swedish companies. For the network, RBMs are implemented with and without companies’ place of origin as conditional data, respectively. The RBMs are evaluated by their learning abilities and their ability to recreate withheld connections.

The findings show that RBMs perform poorly when used to recreate withheld connections but can be tuned to acquire good learning abilities. Adding place of origin as conditional information improves the model significantly and show potential as a recommendation model, both with respect to learning abilities and the ability to recreate withheld connections.

Place, publisher, year, edition, pages
2019.
Series
TRITA-SCI-GRU ; 2019:100
Keywords [en]
Machine learning, statistics, applied mathematics, venture capital, recommendation models
Keywords [sv]
Maskininlärning, statistik, tillämpad matematik, riskkapital, rekommendationsmodeller
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-252703OAI: oai:DiVA.org:kth-252703DiVA, id: diva2:1320421
External cooperation
SEB
Subject / course
Mathematical Statistics
Educational program
Master of Science - Applied and Computational Mathematics
Supervisors
Examiners
Available from: 2019-06-04 Created: 2019-06-04 Last updated: 2019-06-04Bibliographically approved

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