Explaining Financial Deep Learning Forecasts

Sep 17, 2020 · 4 min read
Through the “Eyes” of a Deep Learning model

We already covered in a previous post, how important it is to deal with uncertainty in financial Deep Learning forecasts. In this post, we’ll attempt a first introduction on how we deal with explainability.

Neural networks have been applied to various tasks including stock price prediction. Although highly successfully, these models are frequently treated as black boxes. In most cases we…