Genre-aware user profiling using duration count matrices: A novel approach to enhancing content recommendation systems
Author
Abstract
Suggested Citation
DOI: 10.1371/journal.pone.0312520
Download full text from publisher
References listed on IDEAS
- Ahmed Mohamed Ahmed & Ahmet Rizaner & Ali Hakan Ulusoy, 2018. "A novel decision tree classification based on post-pruning with Bayes minimum risk," PLOS ONE, Public Library of Science, vol. 13(4), pages 1-12, April.
- Kelly Merrill Jr. & Bridget Rubenking, 2019. "Go Long or Go Often: Influences on Binge Watching Frequency and Duration among College Students," Social Sciences, MDPI, vol. 8(1), pages 1-12, January.
- Yacine Aït-Sahalia & Dacheng Xiu, 2019.
"Principal Component Analysis of High-Frequency Data,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(525), pages 287-303, January.
- Yacine Aït-Sahalia & Dacheng Xiu, 2015. "Principal Component Analysis of High Frequency Data," NBER Working Papers 21584, National Bureau of Economic Research, Inc.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Iara da Silva & Caroline Fernanda Hei Wikuats & Elizabeth Mie Hashimoto & Leila Droprinchinski Martins, 2022. "Effects of Environmental and Socioeconomic Inequalities on Health Outcomes: A Multi-Region Time-Series Study," IJERPH, MDPI, vol. 19(24), pages 1-22, December.
- Jolanta A. Starosta & Bernadetta Izydorczyk, 2020. "Understanding the Phenomenon of Binge-Watching—A Systematic Review," IJERPH, MDPI, vol. 17(12), pages 1-16, June.
- Giuseppe Forte & Francesca Favieri & Maria Casagrande & Renata Tambelli, 2023. "Personality and Behavioral Inhibition/Activation Systems in Behavioral Addiction: Analysis of Binge-Watching," IJERPH, MDPI, vol. 20(2), pages 1-9, January.
- Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2021. "A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs," Journal of Banking & Finance, Elsevier, vol. 125(C).
- Benth, Fred Espen & Schroers, Dennis & Veraart, Almut E.D., 2022. "A weak law of large numbers for realised covariation in a Hilbert space setting," Stochastic Processes and their Applications, Elsevier, vol. 145(C), pages 241-268.
- Chang Gao & Yueyang Du & Yuhao Zhao & Yingqiao Jia & Jiansheng Wu, 2024. "Response of Low Carbon Level to Transportation Efficiency in Megacities: A Case Study of Beijing, China," Land, MDPI, vol. 13(7), pages 1-21, July.
- YAMAMOTO, Yohei & 山本, 庸平, 2015.
"Asymptotic Inference for Common Factor Models in the Presence of Jumps,"
Discussion Papers
2015-05, Graduate School of Economics, Hitotsubashi University.
- YAMAMOTO, Yohei & 山本, 庸平, 2016. "Asymptotic Inference for Common Factor Models in the Presence of Jumps," Discussion paper series HIAS-E-4, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Bu, R. & Li, D. & Linton, O. & Wang, H., 2022.
"Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data,"
Cambridge Working Papers in Economics
2218, Faculty of Economics, University of Cambridge.
- Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang, 2023. "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Papers 2307.01348, arXiv.org.
- Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang, 2022. "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Working Papers 202212, University of Liverpool, Department of Economics.
- Bu, R. & Li, D. & Linton, O. & Wang, H., 2022. "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Janeway Institute Working Papers 2208, Faculty of Economics, University of Cambridge.
- Lu Zhang & Lei Hua, 2025. "Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions," Mathematics, MDPI, vol. 13(3), pages 1-40, January.
- Cheng, Mingmian & Liao, Yuan & Yang, Xiye, 2023. "Uniform predictive inference for factor models with instrumental and idiosyncratic betas," Journal of Econometrics, Elsevier, vol. 237(2).
- Aït-Sahalia, Yacine & Kalnina, Ilze & Xiu, Dacheng, 2020. "High-frequency factor models and regressions," Journal of Econometrics, Elsevier, vol. 216(1), pages 86-105.
- Dovonon, Prosper & Taamouti, Abderrahim & Williams, Julian, 2022. "Testing the eigenvalue structure of spot and integrated covariance," Journal of Econometrics, Elsevier, vol. 229(2), pages 363-395.
- Bollerslev, Tim & Patton, Andrew J. & Zhang, Haozhe, 2022. "Equity clusters through the lens of realized semicorrelations," Economics Letters, Elsevier, vol. 211(C).
- Richard Y. Chen, 2018. "Inference for Volatility Functionals of Multivariate It\^o Semimartingales Observed with Jump and Noise," Papers 1810.04725, arXiv.org, revised Nov 2019.
- Xianyu Yu & Huachen Gao, 2020. "A landslide susceptibility map based on spatial scale segmentation: A case study at Zigui-Badong in the Three Gorges Reservoir Area, China," PLOS ONE, Public Library of Science, vol. 15(3), pages 1-20, March.
- Li, Jia & Todorov, Viktor & Tauchen, George, 2016. "Inference theory for volatility functional dependencies," Journal of Econometrics, Elsevier, vol. 193(1), pages 17-34.
- Donggyu Kim & Minseok Shin, 2024. "Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure," Working Papers 202418, University of California at Riverside, Department of Economics.
- Markus Pelger, 2020. "Understanding Systematic Risk: A High‐Frequency Approach," Journal of Finance, American Finance Association, vol. 75(4), pages 2179-2220, August.
- Chang, Jinyuan & Qiu, Yumou & Yao, Qiwei & Zou, Tao, 2018. "Confidence regions for entries of a large precision matrix," LSE Research Online Documents on Economics 87513, London School of Economics and Political Science, LSE Library.
- Christopher Clark & Brooke Conaway & Jessie Folk & Justin Roush, 2021. "Teaching Economics in Three Acts," Journal of Economics Teaching, Journal of Economics Teaching, vol. 5(3), pages 116-130, March.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pone00:0312520. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.