Investigating Explainability Methods in Recurrent Neural Network Architectures for Financial Time Series Data

Statistical methods were traditionally primarily used for time series forecasting. However, new hybrid methods demonstrate competitive accuracy, leading to increased machine-learning-based methodologies in the financial sector. However, very little development has been seen in explainable AI (XAI) f...

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Bibliographic Details
Main Authors: Warren Freeborough, Terence van Zyl
Format: Article
Language:English
Published: MDPI AG 2022-01-01
Series:Applied Sciences
Subjects:
Online Access:https://www.mdpi.com/2076-3417/12/3/1427