Workshop Programme

Explainable Artificial Intelligence in Finance Workshop

Wednesday, November 2nd, 2022 (EST)

Registration 12:30-13:00

13:00 – 13:05

Kick-off for XAI in Finance Workshop

Andreas Joseph

13:05 – 13:45

Invited Talk: Do Simpler Machine Learning Models Exist and How Can We Find Them?

Speaker: Cynthia Rudin

Chair: Andreas Joseph

13:45 – 14:40

Contributed Talks: Session 1

Chair: Saumitra Misha

Talks

  • Timur Sattarov: Explaining Anomalies using Denoising Autoencoders for Financial Tabular Data

  • Junqi Jiang: Formalising the Robustness of Counterfactual Explanations for Neural Networks

  • Mattia Jacopo Villani: Feature Importance for Time Series Data: Improving KernelSHAP

  • Hamed Ayoobi: Structurally Faithful Argumentative Explanations for Neural Networks

14:40 – 15:20

Panel Discussion: XAI in Finance: bridging the gap between industry, regulators and academia

Panelists: Freddy Lecue & Paul Robinson

Moderator: Francesca Toni

Coffee Break 15:20 – 15:30

15:30 – 16:10

Invited Talk: Interpretable Machine Learning for Time-Series Forecasting

Speaker: Mihaela van der Schaar

Chair: Andreas Joseph

16:10 – 16:55

Contributed Talks: Session 2

Chair: Xia Hu

Talks:

  • Luyao Zhang: Cryptocurrency Valuation: An Explainable AI Approach

  • Natraj Raman: Bayesian Hierarchical Models for Counterfactual Estimation

  • Federico Sabbatini: Evaluation Metrics for Symbolic Knowledge Extracted from Machine Learning Black Boxes: A Discussion Paper

16:55 – 17:00

Concluding Remarks

Francesca Toni