Imagen de Portada

Explaining Risks: Axiomatic Risk Attributions for Financial Models

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Chen, Dangxing
Formato:	Preprint
Publicado:	2025
Materias:	Computational Finance Machine Learning
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Attribution Methods in Asset Pricing: Do They Account for Risk?
por: Chen, Dangxing, et al.
Publicado: (2024)

Generalized Groves of Neural Additive Models: Pursuing transparent and accurate machine learning models in finance
por: Chen, Dangxing, et al.
Publicado: (2022)

FinML-Chain: A Blockchain-Integrated Dataset for Enhanced Financial Machine Learning
por: Chen, Jingfeng, et al.
Publicado: (2024)

Why Groups Matter: Necessity of Group Structures in Attributions
por: Chen, Dangxing, et al.
Publicado: (2024)

Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems
por: Wu, You, et al.
Publicado: (2024)

The Acoustic Camouflage Phenomenon: Re-evaluating Speech Features for Financial Risk Prediction
por: Dungrani, Dhruvin, et al.
Publicado: (2026)

FinHEAR: Human Expertise and Adaptive Risk-Aware Temporal Reasoning for Financial Decision-Making
por: Chen, Jiaxiang, et al.
Publicado: (2025)

A Deep Learning Framework Integrating CNN and BiLSTM for Financial Systemic Risk Analysis and Prediction
por: Cheng, Yu, et al.
Publicado: (2025)

Statistical Learning of Value-at-Risk and Expected Shortfall
por: Barrera, D, et al.
Publicado: (2022)

A K-means Algorithm for Financial Market Risk Forecasting
por: Xu, Jinxin, et al.
Publicado: (2024)

Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents
por: Xue, Weicheng
Publicado: (2026)

Financial Fine-tuning a Large Time Series Model
por: Fu, Xinghong, et al.
Publicado: (2024)

Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
por: Cheng, Qishuo, et al.
Publicado: (2024)

Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management
por: Zhao, Lei, et al.
Publicado: (2025)

RiskLabs: Predicting Financial Risk Using Large Language Model based on Multimodal and Multi-Sources Data
por: Cao, Yupeng, et al.
Publicado: (2024)

Reasoning on Time-Series for Financial Technical Analysis
por: Koa, Kelvin J. L., et al.
Publicado: (2025)

NIFTY Financial News Headlines Dataset
por: Saqur, Raeid, et al.
Publicado: (2024)

Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
por: Cao, Bokai, et al.
Publicado: (2025)

Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction
por: Mehrabian, Ali, et al.
Publicado: (2024)

Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision
por: Jiang, Mohan, et al.
Publicado: (2024)

EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements
por: Sugiura, Issa, et al.
Publicado: (2025)

SeQwen at the Financial Misinformation Detection Challenge Task: Sequential Learning for Claim Verification and Explanation Generation in Financial Domains
por: Purbey, Jebish, et al.
Publicado: (2024)

FinCast: A Foundation Model for Financial Time-Series Forecasting
por: Zhu, Zhuohang, et al.
Publicado: (2025)

CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
por: Cao, Yupeng, et al.
Publicado: (2024)

Financial Risk Management on a Neutral Atom Quantum Processor
por: Leclerc, Lucas, et al.
Publicado: (2022)

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
por: Buehler, Hans, et al.
Publicado: (2025)

Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
por: Ericson, Lars, et al.
Publicado: (2024)

Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions
por: Zhang, Jinghan, et al.
Publicado: (2024)

Instruction Finetuning LLaMA-3-8B Model Using LoRA for Financial Named Entity Recognition
por: Lian, Zhiming
Publicado: (2026)

GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
por: Xu, Zeda, et al.
Publicado: (2024)

Advancing Financial Engineering with Foundation Models: Progress, Applications, and Challenges
por: Chen, Liyuan, et al.
Publicado: (2025)

Financial Bond Similarity Search Using Representation Learning
por: Haeri, Amin, et al.
Publicado: (2026)

Deep Learning Models Meet Financial Data Modalities
por: Khubiev, Kasymkhan, et al.
Publicado: (2025)

Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks
por: Ezinwoke, Brian, et al.
Publicado: (2025)

Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series
por: Cortesi, Federico Vittorio, et al.
Publicado: (2026)

Gradient Reduction Convolutional Neural Network Policy for Financial Deep Reinforcement Learning
por: Montazeri, Sina, et al.
Publicado: (2024)

Credit Risk Estimation with Non-Financial Features: Evidence from a Synthetic Istanbul Dataset
por: Denknalbant, Atalay, et al.
Publicado: (2025)

Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt
por: Feng, Pengbin, et al.
Publicado: (2024)

The Role of Deep Learning in Financial Asset Management: A Systematic Review
por: Reis, Pedro, et al.
Publicado: (2025)

Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
por: Zhu, Haoren, et al.
Publicado: (2024)