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Deep Learning-Based Applications of the Familiarity Effect

Deep Learning-Based Applications of the Familiarity Effect
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Author(s): Yasin Tosun (Siegen University, Germany)and Cemre Yoldaş (Leicester University, UK)
Copyright: 2026
Pages: 18
Source title: Intersecting AI, Neurofinance, and Behavioral Finance for Decision Making
Source Author(s)/Editor(s): Aslı Kaya (İstanbul Gelişim University, Turkey)
DOI: 10.4018/979-8-3373-1494-5.ch018

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Abstract

This study investigates the predictability of the familiarity effect—a cognitive bias driving investors toward familiar assets—using machine learning (ML) models. Leveraging Germany's SAVE-Study dataset enriched with behavioral variables, we employ XGBoost and deep learning (MLP) architectures to predict future savings rates. Empirical results confirm that familiarity-driven variables significantly enhance predictive accuracy demonstrating that historical financial data combined with behavioural indicators explain more variance in savings behaviour than traditional models alone. Scenario analyses reveal that reduced familiarity correlates with higher capital price volatility and unstable investment returns, aligning with behavioural theories of uncertainty avoidance. Ethical implications are addressed, emphasising algorithmic transparency to mitigate bias amplification in recommendation systems. Our framework bridges behavioural finance and ML, transforming cognitive biases into quantifiable predictors for equitable investment systems.

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