4 papers
Shapley in Context: Explaining Financial Language with Domain Expertise
Dangxing Chen, Pengzhan Guo
In recent years, large language models have achieved remarkable success and have seen growing adoption in financial applications. At the same time, explainability remains critical…
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…
FinML-Chain: A Blockchain-Integrated Dataset for Enhanced Financial Machine Learning
Jingfeng Chen, Wanlin Deng, Dangxing Chen +1
Machine learning is critical for innovation and efficiency in financial markets, offering predictive models and data-driven decision-making. However, challenges such as missing dat…
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…