Browsing FGV EESP - MPFE: Dissertações, Mestrado Profissional em Finanças e Economia by Title "Painting the black box white: a fundamentalist-based trading strategy using interpretable trees"
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Painting the black box white: a fundamentalist-based trading strategy using interpretable trees
2020-06-16Difficulty understanding how a black box model makes predictions has undermined machine learning’s success in financial markets, according to a recent article from Bloomberg (2019b). Our work shows how model-agnostic methods ...


