Related papers: Explainable-AI powered stock price prediction usin…
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…
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…
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…
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…
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…
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…
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:…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…