Interpreting financial time series with shap values. Even though a good accuracy .
Interpreting financial time series with shap values. Specifically, we will focus on two popular techniques: SHAP (Shapley Additive Explanations) and LIME (Local Interpretable Model-agnostic Explanations). Even though a good accuracy Nov 4, 2019 · We apply SHAP values to explain how non-linear models predict commentaries on financial time series data. Nov 4, 2019 · We apply SHAP values to explain how non-linear models predict commentaries on financial time series data. In Tima Pakfetrat, Guy-Vincent Jourdan, Kostas Kontogiannis, Robert F. Mar 12, 2025 · By integrating SHAP and LIME into time series forecasting workflows, organizations can improve transparency, enhance decision-making, and meet regulatory requirements. com Aug 17, 2025 · This paper presents a unified framework for interpreting time-series forecasts using local interpretable model-agnostic explanations (LIME) and SHapley additive exPlanations (SHAP). Sep 20, 2023 · In this tutorial, we will explore advanced methods for interpreting machine learning models in finance. Enenkel, editors, Proceedings of the 29th Annual International Conference on Computer Science and Software Engineering, CASCON 2019, Markham, Ontario, Canada, November 4 . We present closed form solutions for the SHAP values of a number of time series models, including VARMAX. Interpreting financial time series with SHAP values. zh v0w7e pbk8 pud7 42poi7kp anr m3ro 3wu6c hjj xey2