English
Related papers

Related papers: Interpretable Deep Learning for Stock Returns: A C…

200 papers

The field of machine learning has seen tremendous progress in recent years, with deep learning models delivering exceptional performance across a range of tasks. However, these models often come at the cost of interpretability, as they…

Machine Learning · Computer Science 2024-01-08 Shun Liu

Deploying AI-powered systems requires trustworthy models supporting effective human interactions, going beyond raw prediction accuracy. Concept bottleneck models promote trustworthiness by conditioning classification tasks on an…

Recently impressive performance has been achieved in Concept Bottleneck Models (CBM) by utilizing the image-text alignment learned by a large pre-trained vision-language model (i.e. CLIP). However, there exist two key limitations in concept…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Minghong Zhong , Guoshuai Zou , Kanghao Chen , Dexia Chen , Ruixuan Wang

We propose a new pseudo-Siamese Network for Asset Pricing (SNAP) model, based on deep learning approaches, for conditional asset pricing. Our model allows for the deep alpha, deep beta and deep factor risk premia conditional on high…

Computational Finance · Quantitative Finance 2025-09-08 Hongyi Liu

Concept Bottleneck Models (CBMs) assume that training examples (e.g., x-ray images) are annotated with high-level concepts (e.g., types of abnormalities), and perform classification by first predicting the concepts, followed by predicting…

Computation and Language · Computer Science 2023-12-19 Danis Alukaev , Semen Kiselev , Ilya Pershin , Bulat Ibragimov , Vladimir Ivanov , Alexey Kornaev , Ivan Titov

This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Computational Finance · Quantitative Finance 2025-06-10 Hans Buehler , Blanka Horvath , Yannick Limmer , Thorsten Schmidt

We study aleatoric and epistemic uncertainty estimation in a learned regressive system dynamics model. Disentangling aleatoric uncertainty (the inherent randomness of the system) from epistemic uncertainty (the lack of data) is crucial for…

Machine Learning · Computer Science 2025-03-21 Zhiyu An , Zhibo Hou , Wan Du

Current deep learning models are not designed to simultaneously address three fundamental questions: predict class labels to solve a given classification task (the "What?"), simulate changes in the situation to evaluate how this impacts…

Machine Learning · Computer Science 2025-02-21 Gabriele Dominici , Pietro Barbiero , Francesco Giannini , Martin Gjoreski , Giuseppe Marra , Marc Langheinrich

We propose a novel architecture and method of explainable classification with Concept Bottleneck Models (CBMs). While SOTA approaches to Image Classification task work as a black box, there is a growing demand for models that would provide…

Computer Vision and Pattern Recognition · Computer Science 2024-04-05 Andrei Semenov , Vladimir Ivanov , Aleksandr Beznosikov , Alexander Gasnikov

We propose an automated genomic interpretation module that transforms raw DNA sequences into actionable, interpretable decisions suitable for integration into medical automation and robotic systems. Our framework combines Chaos Game…

Computer Vision and Pattern Recognition · Computer Science 2026-03-17 Zijun Li , Jinchang Zhang , Ming Zhang , Guoyu Lu

Prototype-based classification learning methods are known to be inherently interpretable. However, this paradigm suffers from major limitations compared to deep models, such as lower performance. This led to the development of the so-called…

Machine Learning · Computer Science 2025-04-18 Sascha Saralajew , Ashish Rana , Thomas Villmann , Ammar Shaker

Automated essay scoring (AES) has advanced significantly with neural language models, yet most systems remain opaque, offering little visibility into how grades are produced. In educational settings, instructors must be able to understand,…

Computation and Language · Computer Science 2026-04-22 Kumar Satvik Chaudhary , Chengshuai Zhao , Fan Zhang , Garima Agrawal , Yuli Deng , Huan Liu

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

Recent advances in deep neural networks have been developed via architecture search for stronger representational power. In this work, we focus on the effect of attention in general deep neural networks. We propose a simple and effective…

Computer Vision and Pattern Recognition · Computer Science 2018-07-19 Jongchan Park , Sanghyun Woo , Joon-Young Lee , In So Kweon

Decision-making in complex systems often relies on machine learning models, yet highly accurate models such as XGBoost and neural networks can obscure the reasoning behind their predictions. In operations research applications,…

Machine Learning · Computer Science 2025-02-28 Gaurav Arwade , Sigurdur Olafsson

With growing demand for interpretability in deep learning, especially in high stakes domains, Concept Bottleneck Models (CBMs) address this by inserting human understandable concepts into the prediction pipeline, but they are generally…

Computer Vision and Pattern Recognition · Computer Science 2025-10-02 Jiakai Lin , Jinchang Zhang , Guoyu Lu

Concept Bottleneck Models (CBMs) decompose image classification into a process governed by interpretable, human-readable concepts. Recent advances in CBMs have used Large Language Models (LLMs) to generate candidate concepts. However, a…

Computation and Language · Computer Science 2025-06-03 Yiwen Jiang , Deval Mehta , Wei Feng , Zongyuan Ge

Despite the high performance of neural network-based time series forecasting methods, the inherent challenge in explaining their predictions has limited their applicability in certain application areas. Due to the difficulty in identifying…

Machine Learning · Computer Science 2023-01-09 Ozan Ozyegen , Juyoung Wang , Mucahit Cevik

Since exchange economy considerably varies in the market assets, asset prices have become an attractive research area for investigating and modeling ambiguous and uncertain information in today markets. This paper proposes a new generative…

General Finance · Quantitative Finance 2018-03-28 Farouq Abdulaziz Masoudy

Concept Bottleneck Models (CBMs) and other concept-based interpretable models show great promise for making AI applications more transparent, which is essential in fields like medicine. Despite their success, we demonstrate that CBMs…

Computer Vision and Pattern Recognition · Computer Science 2025-08-01 Jessica Bader , Leander Girrbach , Stephan Alaniz , Zeynep Akata