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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:

  1. Recommended Systems approach
    Matrix factorization. We have used several SVDs with 400, 450 and 475 components.
  2. Link Prediction approach
    Node2Vec embeddings were used as features for logistic regression.
  3. Stacking & Blending
    Boostings with combinations of categorical features, node2vec embeddings and aggregation features.
  4. Using a leak of data

Competition results

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3rd place solution of FinNet Challenge Hackathon

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