Finnet Challenge 3rd place solution
The task of the competition was to find removed transactions between firms.
Our final solution is blending of several different approaches:
- Recommended Systems approach
Matrix factorization. We have used several SVDs with 400, 450 and 475 components. - Link Prediction approach
Node2Vec embeddings were used as features for logistic regression. - Stacking & Blending
Boostings with combinations of categorical features, node2vec embeddings and aggregation features. - Using a leak of data
