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Record W2753913847 · doi:10.15353/vsnl.v3i1.166

Opening the Black Box of Financial AI with CLEAR-Trade: A CLass-Enhanced Attentive Response Approach for Explaining and Visualizing Deep Learning-Driven Stock Market Prediction

2017· preprint· en· W2753913847 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.
venuePublished in a venue whose home country is Canada.

Bibliographic record

VenueJournal of Computational Vision and Imaging Systems · 2017
Typepreprint
Languageen
FieldComputer Science
TopicExplainable Artificial Intelligence (XAI)
Canadian institutionsUniversity of GuelphVector InstituteCanadian Institute for Advanced ResearchUniversity of Waterloo
FundersNatural Sciences and Engineering Research Council of CanadaCanada Research Chairs
KeywordsInterpretabilityDeep learningArtificial intelligenceMachine learningComputer scienceFinancial marketStock marketStock (firearms)FinanceEconomicsEngineering

Abstract

fetched live from OpenAlex

Deep learning has been shown to outperform traditional machinelearning algorithms across a wide range of problem domains. However,current deep learning algorithms have been criticized as uninterpretable"black-boxes" which cannot explain their decision makingprocesses. This is a major shortcoming that prevents the widespreadapplication of deep learning to domains with regulatoryprocesses such as finance. As such, industries such as financehave to rely on traditional models like decision trees that are muchmore interpretable but less effective than deep learning for complexproblems. In this paper, we propose CLEAR-Trade, a novelfinancial AI visualization framework for deep learning-driven stockmarket prediction that mitigates the interpretability issue of deeplearning methods. In particular, CLEAR-Trade provides a effectiveway to visualize and explain decisions made by deep stock marketprediction models. We show the efficacy of CLEAR-Trade in enhancingthe interpretability of stock market prediction by conductingexperiments based on S&P 500 stock index prediction. The resultsdemonstrate that CLEAR-Trade can provide significant insightinto the decision-making process of deep learning-driven financialmodels, particularly for regulatory processes, thus improving theirpotential uptake in the financial industry.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesScholarly communication
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.843
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0010.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.023
GPT teacher head0.315
Teacher spread0.292 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it