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SSRNML & AI Methods

Dual Interpretation of ML Predictions

The paper proposes that machine learning predictions can be interpreted as a linear combination of in-sample values of the predicted variable.

Featured in No. 76 on 27 Nov 2024 · 6 days after release

Released
21 Nov 2024
First featured
No. 76 · 27 Nov 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
4
Identifier
SSRN 5029492

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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