Explainable AI Reveals Bond Excess Return Determinants
The SHapley Additive exPlanations technique is used in a paper to identify key factors influencing bond excess return predictions made by machine learning models.
Featured in No. 24 on 2 Nov 2023 · on release day
- Released
- 2 Nov 2023
- First featured
- No. 24 · 2 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- RePEc:spr:jbecon:v:93:y:2023:i:9:d:10.1007_s11573-023-01149-5
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