3 papers
q-fin.CP2025
Explaining Risks: Axiomatic Risk Attributions for Financial Models
Dangxing Chen
In recent years, machine learning models have achieved great success at the expense of highly complex black-box structures. By using axiomatic attribution methods, we can fairly al…
q-fin.CP2024
Why Groups Matter: Necessity of Group Structures in Attributions
Dangxing Chen, Jingfeng Chen, Weicheng Ye
Explainable machine learning methods have been accompanied by substantial development. Despite their success, the existing approaches focus more on the general framework with no pr…
q-fin.CP2024
Attribution Methods in Asset Pricing: Do They Account for Risk?
Dangxing Chen, Yuan Gao
Over the past few decades, machine learning models have been extremely successful. As a result of axiomatic attribution methods, feature contributions have been explained more clea…