With the proliferation of electronic commerce (e-commerce), the data generated by both customers and service providers can accumulate at a fast rate. As such, analyzing the rich but subtle patterns within the e-commerce data offers a prominent opportunity of refining user experience and increasing business revenue. Due to the high velocity of e-commerce data, sequence modelling plays a pivotal role in delivering timely predictive analytics and recommendations. Based on the granularity of data, sequence modelling for e-commerce is mainly conducted at two levels, namely macro-level modelling and micro-level modelling. When researching on e-commerce data, macro-level sequence modelling aims During my 3.5-year PhD candidature at The University of Queensland (UQ), I have come across a lot of wonderful people that offered me tremendous help, support, and advice. I would give my supervisors, Dr. Hongzhi Yin and Prof. Xue Li a big thanks for their continuous academic guidance, scholarship support, and patient advisory along my way of research. Dr. Hongzhi Yin has set me a great example of a young scholar with superb visions, capabilities and humbleness, and I have been so lucky to join his research team and contribute to the research goal that we believe will greatly pay back to the society. He is my constant reminder that I still have a lot to learn about what we are working on. Prof. Xue Li is the guide that opened the door of conducting research at UQ for me. Despite his seniority, I can always feel his endless energy and passion for research whenever we have a chat, while his kindness and insistence are the benchmarks I need to bear in mind throughout my lifetime. Apart from my advisory team, I would like to thank many other academic and professional staff at UQ and other institutes, especially A