Deep learning is increasingly used in financial modeling, but its lack of transparency raises risks. Using the well-known Heston option pricing model as a benchmark, researchers show that global ...

This talk will attempt to demystify, for a non-technical audience, the current state of neural network explainability and interpretability, as well as trace the boundaries of what is in principle ...

By demonstrating that global interpretability methods can meaningfully reduce the black-box nature of deep learning in finance, the study provides a pathway toward more transparent, trustworthy, and ...