arXiv Machine Learning By Batuhan Ata\c{s}, Nur\c{s}en Ayd{\i}n, E. Mehmet K{\i}ral, \c{S}. \.Ilker Birbil

Generating Input Distributions for Explaining Portfolio Optimization Pipelines

Read the original on arXiv Machine Learning →

arXiv:2606. 25808v1 Announce Type: cross Abstract: We propose a predict-optimize-explain framework that uses gradient-based sample generation to interpret various portfolio models by identifying macroeconomic conditions that induce specified portfolio outcomes.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

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