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Although neural networks can achieve very high predictive performance on various different tasks such as image recognition or natural language processing, they are often considered as opaque "black boxes".
A nonparametric approach to pricing and hedging derivative securities via learning networks
James M Hutchinson, Andrew W Lo, and Tomaso Poggio · 1994
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Feature saliency measures
JM Steppe and KW Bauer Jr · 1997
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Neural networks for classification: a survey
Guoqiang Peter Zhang · 2000
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Analysis of regression in game theory approach
Stan Lipovetsky and Michael Conklin · 2001
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Comparison of artificial neural network and logistic regression models for prediction of mortality in head trauma based on initial clinical data
Behzad Eftekhar, Kazem Mohammad, Hassan Eftekhar Ardebili, Mohammad Ghodsi, and Ebrahim Ketabchi · 2005
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Interpretable credit model development via artificial neural networks
Brad S Trinkle and Amelia A Baldwin · 2007
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The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients
I-Cheng Yeh and Che-hui Lien · 2009
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Natural language processing (almost) from scratch
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Deep neural networks for acoustic modeling in speech recognition: The shared views of four research groups
Geoffrey Hinton, Li Deng, Dong Yu, George E Dahl, Abdel-rahman Mohamed, Navdeep Jaitly, Andrew Senior, Vincent Vanhoucke, Patrick Nguyen, Tara N Sainath, et al · 2012
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Imagenet classification with deep convolutional neural networks
Alex Krizhevsky, Ilya Sutskever, and Geoffrey E Hinton · 2012
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Intelligible models for healthcare: Predicting pneumonia risk and hospital 30-day readmission
Rich Caruana, Yin Lou, Johannes Gehrke, Paul Koch, Marc Sturm, and Noemie Elhadad · 2015
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The human splicing code reveals new insights into the genetic determinants of disease
Hui Y Xiong, Babak Alipanahi, Leo J Lee, Hannes Bretschneider, Daniele Merico, Ryan KC Yuen, Yimin Hua, Serge Gueroussov, Hamed S Najafabadi, Timothy R Hughes, et al · 2015
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Deep learning for limit order books
Justin Sirignano · 2016
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Deep learning for mortgage risk
Justin Sirignano, Apaar Sadhwani, and Kay Giesecke · 2016
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Default of credit card clients, 2016
UCI · 2016
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Deep hedging
Hans Buehler, Lukas Gonon, Josef Teichmann, and Ben Wood · 2018
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Deep learning in asset pricing
Luyang Chen, Jason Zhu, and Markus Pelger · 2018
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Empirical asset pricing via machine learning
Shihao Gu, Bryan T Kelly, and Dacheng Xiu · 2018
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JB Heaton, NG Polson, and Jan Hendrik Witte · 2016
Cited alongside, same era.
Why should i trust you?: Explaining the predictions of any classifier
Marco Tulio Ribeiro, Sameer Singh, and Carlos Guestrin · 2016
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Enguerrand Horel and Kay Giesecke · 2018
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