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econ.GN2024
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…
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…