Coalition feature interpretation and attribution in algorithmic trading models
Year of publication: |
2021
|
---|---|
Authors: | Hansen, James V. |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 58.2021, 3, p. 849-866
|
Subject: | SHAP | Feature importance | Algorithmic trading | Back-testing | Portfolio optimization | Theorie | Theory | Portfolio-Management | Portfolio selection | Elektronisches Handelssystem | Electronic trading | Algorithmus | Algorithm | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance |
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