Artificial intelligence in finance: how to trust a black box?
I've not started reading it properly yet but thought it would be of interest.
https://www.finance-watch.org/policy-po ... n-finance/
Serving the Quantitative Finance Community
Finance Watch Report: AI in Finance
Linkedin: https://www.linkedin.com/in/jasonbelldata/
Author of Machine Learning: Hands on for Developers and Technical Professionals (Wiley).
Contributor: Machine Learning in the City (Wiley).
Author of Machine Learning: Hands on for Developers and Technical Professionals (Wiley).
Contributor: Machine Learning in the City (Wiley).
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Re: Finance Watch Report: AI in Finance
How far are we from the cliff edge?Artificial intelligence in finance: how to trust a black box?
I've not started reading it properly yet but thought it would be of interest.
https://www.finance-watch.org/policy-po ... n-finance/
Re: Finance Watch Report: AI in Finance
Completely agree.This problem predates AI. If your trading model is linear regression with 100+ factors, some of which are very sparsely activated, you can fool yourself "it's interpretable", but in reality it's also a black box.
Linkedin: https://www.linkedin.com/in/jasonbelldata/
Author of Machine Learning: Hands on for Developers and Technical Professionals (Wiley).
Contributor: Machine Learning in the City (Wiley).
Author of Machine Learning: Hands on for Developers and Technical Professionals (Wiley).
Contributor: Machine Learning in the City (Wiley).