Explaining Risks: Axiomatic Risk Attributions for Financial Models
Fuente:
arXiv
Enregistré dans:
| Auteur principal: | Chen, Dangxing |
|---|---|
| Format: | Preprint |
| Publié: |
2025
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Attribution Methods in Asset Pricing: Do They Account for Risk?
par: Chen, Dangxing, et autres
Publié: (2024)
par: Chen, Dangxing, et autres
Publié: (2024)
Generalized Groves of Neural Additive Models: Pursuing transparent and accurate machine learning models in finance
par: Chen, Dangxing, et autres
Publié: (2022)
par: Chen, Dangxing, et autres
Publié: (2022)
FinML-Chain: A Blockchain-Integrated Dataset for Enhanced Financial Machine Learning
par: Chen, Jingfeng, et autres
Publié: (2024)
par: Chen, Jingfeng, et autres
Publié: (2024)
Why Groups Matter: Necessity of Group Structures in Attributions
par: Chen, Dangxing, et autres
Publié: (2024)
par: Chen, Dangxing, et autres
Publié: (2024)
Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems
par: Wu, You, et autres
Publié: (2024)
par: Wu, You, et autres
Publié: (2024)
The Acoustic Camouflage Phenomenon: Re-evaluating Speech Features for Financial Risk Prediction
par: Dungrani, Dhruvin, et autres
Publié: (2026)
par: Dungrani, Dhruvin, et autres
Publié: (2026)
FinHEAR: Human Expertise and Adaptive Risk-Aware Temporal Reasoning for Financial Decision-Making
par: Chen, Jiaxiang, et autres
Publié: (2025)
par: Chen, Jiaxiang, et autres
Publié: (2025)
A Deep Learning Framework Integrating CNN and BiLSTM for Financial Systemic Risk Analysis and Prediction
par: Cheng, Yu, et autres
Publié: (2025)
par: Cheng, Yu, et autres
Publié: (2025)
Statistical Learning of Value-at-Risk and Expected Shortfall
par: Barrera, D, et autres
Publié: (2022)
par: Barrera, D, et autres
Publié: (2022)
A K-means Algorithm for Financial Market Risk Forecasting
par: Xu, Jinxin, et autres
Publié: (2024)
par: Xu, Jinxin, et autres
Publié: (2024)
Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents
par: Xue, Weicheng
Publié: (2026)
par: Xue, Weicheng
Publié: (2026)
Financial Fine-tuning a Large Time Series Model
par: Fu, Xinghong, et autres
Publié: (2024)
par: Fu, Xinghong, et autres
Publié: (2024)
Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
par: Cheng, Qishuo, et autres
Publié: (2024)
par: Cheng, Qishuo, et autres
Publié: (2024)
Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management
par: Zhao, Lei, et autres
Publié: (2025)
par: Zhao, Lei, et autres
Publié: (2025)
RiskLabs: Predicting Financial Risk Using Large Language Model based on Multimodal and Multi-Sources Data
par: Cao, Yupeng, et autres
Publié: (2024)
par: Cao, Yupeng, et autres
Publié: (2024)
Reasoning on Time-Series for Financial Technical Analysis
par: Koa, Kelvin J. L., et autres
Publié: (2025)
par: Koa, Kelvin J. L., et autres
Publié: (2025)
NIFTY Financial News Headlines Dataset
par: Saqur, Raeid, et autres
Publié: (2024)
par: Saqur, Raeid, et autres
Publié: (2024)
Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
par: Cao, Bokai, et autres
Publié: (2025)
par: Cao, Bokai, et autres
Publié: (2025)
Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction
par: Mehrabian, Ali, et autres
Publié: (2024)
par: Mehrabian, Ali, et autres
Publié: (2024)
Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision
par: Jiang, Mohan, et autres
Publié: (2024)
par: Jiang, Mohan, et autres
Publié: (2024)
EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements
par: Sugiura, Issa, et autres
Publié: (2025)
par: Sugiura, Issa, et autres
Publié: (2025)
SeQwen at the Financial Misinformation Detection Challenge Task: Sequential Learning for Claim Verification and Explanation Generation in Financial Domains
par: Purbey, Jebish, et autres
Publié: (2024)
par: Purbey, Jebish, et autres
Publié: (2024)
FinCast: A Foundation Model for Financial Time-Series Forecasting
par: Zhu, Zhuohang, et autres
Publié: (2025)
par: Zhu, Zhuohang, et autres
Publié: (2025)
CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
par: Cao, Yupeng, et autres
Publié: (2024)
par: Cao, Yupeng, et autres
Publié: (2024)
Financial Risk Management on a Neutral Atom Quantum Processor
par: Leclerc, Lucas, et autres
Publié: (2022)
par: Leclerc, Lucas, et autres
Publié: (2022)
Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
par: Buehler, Hans, et autres
Publié: (2025)
par: Buehler, Hans, et autres
Publié: (2025)
Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
par: Ericson, Lars, et autres
Publié: (2024)
par: Ericson, Lars, et autres
Publié: (2024)
Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions
par: Zhang, Jinghan, et autres
Publié: (2024)
par: Zhang, Jinghan, et autres
Publié: (2024)
Instruction Finetuning LLaMA-3-8B Model Using LoRA for Financial Named Entity Recognition
par: Lian, Zhiming
Publié: (2026)
par: Lian, Zhiming
Publié: (2026)
GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
par: Xu, Zeda, et autres
Publié: (2024)
par: Xu, Zeda, et autres
Publié: (2024)
Advancing Financial Engineering with Foundation Models: Progress, Applications, and Challenges
par: Chen, Liyuan, et autres
Publié: (2025)
par: Chen, Liyuan, et autres
Publié: (2025)
Financial Bond Similarity Search Using Representation Learning
par: Haeri, Amin, et autres
Publié: (2026)
par: Haeri, Amin, et autres
Publié: (2026)
Deep Learning Models Meet Financial Data Modalities
par: Khubiev, Kasymkhan, et autres
Publié: (2025)
par: Khubiev, Kasymkhan, et autres
Publié: (2025)
Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks
par: Ezinwoke, Brian, et autres
Publié: (2025)
par: Ezinwoke, Brian, et autres
Publié: (2025)
Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series
par: Cortesi, Federico Vittorio, et autres
Publié: (2026)
par: Cortesi, Federico Vittorio, et autres
Publié: (2026)
Gradient Reduction Convolutional Neural Network Policy for Financial Deep Reinforcement Learning
par: Montazeri, Sina, et autres
Publié: (2024)
par: Montazeri, Sina, et autres
Publié: (2024)
Credit Risk Estimation with Non-Financial Features: Evidence from a Synthetic Istanbul Dataset
par: Denknalbant, Atalay, et autres
Publié: (2025)
par: Denknalbant, Atalay, et autres
Publié: (2025)
Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt
par: Feng, Pengbin, et autres
Publié: (2024)
par: Feng, Pengbin, et autres
Publié: (2024)
The Role of Deep Learning in Financial Asset Management: A Systematic Review
par: Reis, Pedro, et autres
Publié: (2025)
par: Reis, Pedro, et autres
Publié: (2025)
Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
par: Zhu, Haoren, et autres
Publié: (2024)
par: Zhu, Haoren, et autres
Publié: (2024)
Documents similaires
-
Attribution Methods in Asset Pricing: Do They Account for Risk?
par: Chen, Dangxing, et autres
Publié: (2024) -
Generalized Groves of Neural Additive Models: Pursuing transparent and accurate machine learning models in finance
par: Chen, Dangxing, et autres
Publié: (2022) -
FinML-Chain: A Blockchain-Integrated Dataset for Enhanced Financial Machine Learning
par: Chen, Jingfeng, et autres
Publié: (2024) -
Why Groups Matter: Necessity of Group Structures in Attributions
par: Chen, Dangxing, et autres
Publié: (2024) -
Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems
par: Wu, You, et autres
Publié: (2024)