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cs.LG2021
Interpretability in Safety-Critical FinancialTrading Systems
Gabriel Deza, Adelin Travers, Colin Rowat +1
Sophisticated machine learning (ML) models to inform trading in the financial sector create problems of interpretability and risk management. Seemingly robust forecasting models ma…
stat.ML2021★ 2 cited
Joint Shapley values: a measure of joint feature importance
Chris Harris, Richard Pymar, Colin Rowat
The Shapley value is one of the most widely used measures of feature importance partly as it measures a feature's average effect on a model's prediction. We introduce joint Shapley…