On the information content of explainable artificial intelligence for quantitative approaches in finance
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DOI: 10.1007/s00291-024-00769-9
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More about this item
Keywords
Finance; Machine learning; Tree ensembles; Interpretable machine learning; Equity premium;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
Statistics
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