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Found 3 papers, 1 papers with code
RbX: Region-based explanations of prediction models
RbX is based on a greedy algorithm for building a convex polytope that approximates a region of feature space where model predictions are close to the prediction at some target point.
LassoNet: A Neural Network with Feature Sparsity
Unlike other approaches to feature selection for neural nets, our method uses a modified objective function with constraints, and so integrates feature selection with the parameter learning directly.
Market Impact in a Latent Order Book
We show how price impact develops in this new model, providing a flexible family of solutions that can potentially improve calibration to real data.
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