Machine Learning Based Explainable Financial Forecasting

Mandeep · Abhishek Agarwal · Amrita Bhatia · Avleen Kaur Malhi · Priyal Kaler · Husanbir Singh Pannu

25 citations0/0 files storedInternational Conference on Computer Communication and the Internet (ICCCI)

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Stock Market Forecasting Methods Financial Markets and Investment Strategies Explainable Artificial Intelligence (XAI)

Abstract

The non-linear nature of the stock market prices and trends make it one of the most highly researched areas in the financial domain. People invest in the stock market based on multiple prediction techniques, classified into two main categories: classic methods like fundamental and technical analysis and AI-based prediction models. Both these techniques have their benefits and shortcomings. While the classical methods provide high interpretability, they may not be able to predict the complex trends of the stock market. AI-based models like random forests and neural networks can predict the trends with higher accuracy but provide little to no interpretability for their predictions, making them an uncertain tool for investment advice. In this paper, we use explainable artificial intelligence XAI to predict stock market trends and explain the predictions using two of the most prominent XAI tools, LIME and SHAP. The proof of concept and the experimental results are presented which show the promising application of machine learning in financial forecasting.

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2020COVID-19 and the march 2020 stock market crash. Evidence from S&P1500 2020Stock Closing Price Prediction using Machine Learning Techniques 2017Natural language based financial forecasting: a survey 2019Indian stock market prediction using artificial neural networks on tick data 2020Evaluation of Tree-Based Ensemble Machine Learning Models in Predicting Stock Price Direction of Movement 2017Survey of stock market prediction using machine learning approach 2018A novel hybrid method of forecasting crude oil prices using complex network science and artificial intelligence algorithms 2018Which Artificial Intelligence Algorithm Better Predicts the Chinese Stock Market?

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