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This project investigates the interplay of technical, market, and statistical factors in predicting stock market performance, with a primary focus on S&P 500 companies. Utilizing a comprehensive dataset spanning multiple years, the analysis…

Statistical Finance · Quantitative Finance 2024-12-18 Jiajun Gu , Zichen Yang , Xintong Lin , Sixun Chen , YuTing Lu

Indecipherable black boxes are common in machine learning (ML), but applications increasingly require explainable artificial intelligence (XAI). The core of XAI is to establish transparent and interpretable data-driven algorithms. This work…

Optimization and Control · Mathematics 2023-06-13 Howard Heaton , Samy Wu Fung

Over the last few years there has been rapid research growth into eXplainable Artificial Intelligence (XAI) and the closely aligned Interpretable Machine Learning (IML). Drivers for this growth include recent legislative changes and…

Artificial Intelligence · Computer Science 2021-07-08 Richard Dazeley , Peter Vamplew , Cameron Foale , Charlotte Young , Sunil Aryal , Francisco Cruz

The nature of available economic data has changed fundamentally in the last decade due to the economy's digitisation. With the prevalence of often black box data-driven machine learning methods, there is a necessity to develop interpretable…

Econometrics · Economics 2021-10-28 Pratha Khandelwal , Philip Nadler , Rossella Arcucci , William Knottenbelt , Yi-Ke Guo

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

Statistical Finance · Quantitative Finance 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

The advance of Machine Learning (ML) has led to a strong interest in this technology to support decision making. While complex ML models provide predictions that are often more accurate than those of traditional tools, such models often…

Machine Learning · Computer Science 2022-08-25 Felix Haag , Konstantin Hopf , Pedro Menelau Vasconcelos , Thorsten Staake

Last years have been characterized by an upsurge of opaque automatic decision support systems, such as Deep Neural Networks (DNNs). Although they have great generalization and prediction skills, their functioning does not allow obtaining…

This research proposes a cutting-edge ensemble deep learning framework for stock price prediction by combining three advanced neural network architectures: The particular areas of interest for the research include but are not limited to:…

Computational Finance · Quantitative Finance 2025-03-31 Anindya Sarkar , G. Vadivu

The aim of this project is to develop and test advanced analytical methods to improve the prediction accuracy of Credit Risk Models, preserving at the same time the model interpretability. In particular, the project focuses on applying an…

Machine Learning · Computer Science 2021-08-09 Neus Llop Torrent , Giorgio Visani , Enrico Bagli

Explainable AI (XAI) is an active research area to interpret a neural network's decision by ensuring transparency and trust in the task-specified learned models. Recently, perturbation-based model analysis has shown better interpretation,…

Computer Vision and Pattern Recognition · Computer Science 2021-02-17 Mahesh Sudhakar , Sam Sattarzadeh , Konstantinos N. Plataniotis , Jongseong Jang , Yeonjeong Jeong , Hyunwoo Kim

Explainable AI (XAI) is widely used to analyze AI systems' decision-making, such as providing counterfactual explanations for recourse. When unexpected explanations occur, users may want to understand the training data properties shaping…

Machine Learning · Computer Science 2025-03-26 André Artelt , Barbara Hammer

This paper explores the integration of Explainable Automated Machine Learning (AutoML) in the realm of financial engineering, specifically focusing on its application in credit decision-making. The rapid evolution of Artificial Intelligence…

Risk Management · Quantitative Finance 2024-02-07 Marc Schmitt

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

Machine Learning · Computer Science 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

Mathematical text understanding is a challenging task due to the presence of specialized entities and complex relationships between them. This study formulates mathematical problem interpretation as a Mathematical Entity Relation Extraction…

Computation and Language · Computer Science 2026-03-09 Tanjim Taharat Aurpa

There has recently been a surge of work in explanatory artificial intelligence (XAI). This research area tackles the important problem that complex machines and algorithms often cannot provide insights into their behavior and thought…

Artificial Intelligence · Computer Science 2019-02-05 Leilani H. Gilpin , David Bau , Ben Z. Yuan , Ayesha Bajwa , Michael Specter , Lalana Kagal

Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the…

Machine Learning · Statistics 2017-10-23 Aaron Elliot , Cheng Hua Hsu

With the increasing availability of structured and unstructured data and the swift progress of analytical techniques, Artificial Intelligence (AI) is bringing a revolution to the healthcare industry. With the increasingly indispensable role…

Machine Learning · Computer Science 2020-11-09 Devam Dave , Het Naik , Smiti Singhal , Pankesh Patel

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

Machine Learning · Computer Science 2025-11-17 Nguyen Kim Hai Bui , Nguyen Duy Chien , Péter Kovács , Gergő Bognár

Inflation is a major determinant for allocation decisions and its forecast is a fundamental aim of governments and central banks. However, forecasting inflation is not a trivial task, as its prediction relies on low frequency, highly…

Econometrics · Economics 2023-03-30 Maximilian Tschuchnig , Petra Tschuchnig , Cornelia Ferner , Michael Gadermayr

For a long-time, researchers have been developing a reliable and accurate predictive model for stock price prediction. According to the literature, if predictive models are correctly designed and refined, they can painstakingly and…

Statistical Finance · Quantitative Finance 2021-12-24 Ananda Chatterjee , Hrisav Bhowmick , Jaydip Sen
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