Increasing amounts of financial data demand sophisticated analytics to develop sound recommendation models. This article discusses combining time series analysis and association rule mining for big data in Hadoop and Spark to enrich financial product recommendation engines. The paper is an integrated analysis of two types of prediction algorithms: AutoRegressive Integrated Moving Average (ARIMA) and Long Short-Term Memory (LSTM) networks to forecast user behavior and demand for financial services in the future from transactional history. The ARIMA model is used as the default while the LSTM model is used to represent non-linear dependencies and give a more dynamic forecast. association rule mining in particular the Apriori algorithm is used to find latent patterns and relationships between user transactions and financial products. This article illustrates how time series forecasting and association rule mining can be merged to bring a more useful financial recommendation. The hybrid approach, which combines both approaches, proves to increase user interaction and recommendation accuracy by 20% compared to the previous systems, according to experiments. The paper emphasises the possibilities of using big data in the construction of scalable, individualized financial recommendation systems.
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