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- W4382201042 abstract "We will discuss the notions of explainability and interpretability when using agent based modeling to approximate market indexes. As working context we will use the L-FABS system [22, 28] where agent based modeling, whose parameters are learned by simulated annealing, is used to explain and predict financial time series like: SP500, DJIA, GLD, SLV, etc. We will assume the following definitions for interpretability: being able to make sense of system output, and explainability: understanding how that output was generated as in [18]. Novelty of the paper: the discussion of explainability and interpretability in agent based modelling as implemented in L-FABS. An empirical case study will be discussed. Please note that the goal of this paper is not to describe how L-FABS works." @default.
- W4382201042 created "2023-06-28" @default.
- W4382201042 creator A5064499030 @default.
- W4382201042 date "2023-03-10" @default.
- W4382201042 modified "2023-09-25" @default.
- W4382201042 title "Explainability and Interpretability in Agent based Modelling to Approximate Market Indexes" @default.
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- W4382201042 doi "https://doi.org/10.1145/3589883.3589904" @default.
- W4382201042 hasPublicationYear "2023" @default.
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