Interpreting financial time series with SHAP values.

Karim El Mokhtari Ben Peachey Higdon Ayse Basar

Published in: CASCON (2019)

Keyphrases

financial time series
turning points
financial time series forecasting
stock market
non stationary
exchange rate
financial data
stock returns
dynamic programming
multivariate time series
stock exchange
machine learning
high dimensional
stock price