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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2022-01-01
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Series: | Applied Sciences |
Subjects: | |
Online Access: | https://www.mdpi.com/2076-3417/12/3/1427 |