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The 2021 schedule is still incomplete
Workshop
Fri Jul 23 05:55 AM -- 02:05 PM (PDT)
ICML Workshop on Representation Learning for Finance and E-Commerce Applications
Senthil Kumar · Sameena Shah · Joan Bruna · Tom Goldstein · Erik Mueller · Oleg Rokhlenko · Hongxia Yang · Jianpeng Xu · Oluwatobi O Olabiyi · Charese Smiley · C. Bayan Bruss · Saurabh H Nagrecha · Svitlana Vyetrenko





Workshop Home Page

One of the fundamental promises of deep learning is its ability to build increasingly meaningful representations of data from complex but raw inputs. These techniques demonstrate remarkable efficacy on high dimensional data with unique proximity structures (image, natural language, graphs).

Not only are these types of data prevalent in financial services and e-commerce, but also they often capture extremely interesting aspects of social and economic behavior. For example, financial transactions and online purchases can be viewed as edges on graphs of economic activity. To date, these graphs are far less studied than social networks, though they provide a unique look at behavior, social structures, and risk. ​Meanwhile, activity or transaction sequences, usually determined by user sessions, can reflect the users’ long term and short term interests, which can be modeled by sequential models, and used to predict the user’s future activities. Although language models have been explored in session data modeling, how to re-use the representations learned from one job to another job effectively is still an open question.

Our goal is to bring together researchers from different domains to discuss the application of representation learning to financial services and e-commerce. For the first time, four major e-commerce companies (Amazon, Walmart, Alibaba and eBay) and two banks (JP Morgan and Capital One) have come together to organize this workshop along with researchers from academia. A shared goal across these industries and application areas is to transform large-scale representational data into tangible revenue for businesses. Towards this goal, our confirmed invited speakers will share diverse perspectives on ways that representation learning can be used to solve problems in financial services and e-commerce. This will also be a forum to share how research on financial services and e-commerce data provides unique insights into socio-economic behavior.

Opening Remarks (Talk)
Invited Talk 1: Geometric Deep Learning: Grids, Graphs, Groups, Gauges (Talk)
Invited Talk 2: Addressing Model Bias and Uncertainty via Evidential Deep Learning (Talk)
Invited Talk 3: Beyond Homophily in Graph Neural Networks (Talk)
Invited Talk 4: Mitigating Algorithmic Discrimination in Machine Learning (Talk)
Invited Talk 5: Applications of normalizing flows: semi-supervised learning, anomaly detection, and continual learning (Talk)
Invited Talk 6: T​owards Understanding Foundations of Robust Learning (Talk)
Invited Talk 7: Rethinking Product Embedding for E-commerce Machine Learning: the Application and Theoretical Perspectives (Talk)
Invited Talk 8: Deep Learning on Graphs for Natural Language Processing (Talk)
Paper Presentation 1: Analyzing the Security of Machine Learning for Algorithmic Trading (Talk)
Paper Presentation 2: Leveraging Reinforcement Learning to build a Recommendation System for Incognito mode Users (Talk)
Paper Presentation 3: Dynamic Customer Embedding for Financial Service Applications (Talk)
Paper Presentation 4: Interpretable Embeddings of Customer Journeys (Talk)
Paper Presentation 5: How Robust are Limit Order Book Representations under Data Perturbation? (Talk)