no code implementations • 12 Aug 2022 • Tianshu Feng, Zhipu Zhou, Joshi Tarun, Vijayan N. Nair
There are many different methods in the literature for local explanation of machine learning results.
no code implementations • 11 Jul 2022 • Zhipu Zhou, Jie Chen, Linwei Hu
Shapley-related techniques have gained attention as both global and local interpretation tools because of their desirable properties.
no code implementations • 25 Oct 2020 • Zhipu Zhou, Alexander Shkolnik, Sang-Yun Oh
Our results point to the possibility that most of the risk in equity markets may be explained by a sparse network of interacting assets (or their issuing firms).
