---
title: Explainable AI Reveals Bond Excess Return Determinants
url: https://www.ml-quant.com/papers/repec/spr-jbecon-v-93-y-2023-i-9-d-10-1007-s11573-023-01149-5/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:spr:jbecon:v:93:y:2023:i:9:d:10.1007_s11573-023-01149-5
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11573-023-01149-5%3Bh%3Drepec%3Aspr%3Ajbecon%3Av%3A93%3Ay%3A2023%3Ai%3A9%3Ad%3A10.1007_s11573-023-01149-5
featured: 2023-11-02
citations: unknown
topic: Macro-Finance & Rates
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11573-023-01149-5%3Bh%3Drepec%3Aspr%3Ajbecon%3Av%3A93%3Ay%3A2023%3Ai%3A9%3Ad%3A10.1007_s11573-023-01149-5
- Identifier: RePEc:spr:jbecon:v:93:y:2023:i:9:d:10.1007_s11573-023-01149-5
- Released: 2023-11-02
- First featured: Quant Letter No. 24 (2023-11-02): https://www.ml-quant.com/issues/2023-11-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates

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