Comprehending machine learning explainability: deep neural networks and automated trading

Paris Tung, Associate (London)

Post feature

We summarise a recent paper based on a high-frequency trading firm that adopts deep neural network (DNN) machine learning systems for trading functions. The paper considers how we can begin to explain the decisions of DNNs, despite their opacity.

LITERATURE

This Literature Review discusses the findings from a longitudinal, qualitative study of a machine learning-powered trading company.