XAI algorithms for deep learning models in asset pricing
Presaghi, Giulio (A.A. 2024/2025) XAI algorithms for deep learning models in asset pricing. Tesi di Laurea in Finance and financial technologies, Luiss Guido Carli, relatore Michela Altieri, pp. 59. [Bachelor's Degree Thesis]
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Abstract/Index
Literature review. Theoretical foundations. Asset pricing and machine learning. Explainable artificial intelligence. LIME. SHAP. LIME vs SHAP. Methodology, data and models. Results. R2 comparison between machine learning models. Insights from LIME analysis. Insights from SHAP analysis. Performance improvement after using XAI.
References
Bibliografia: pp. 51-54.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18) |
| Chair: | Finance and financial technologies |
| Thesis Supervisor: | Altieri, Michela |
| Academic Year: | 2024/2025 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 20 Apr 2026 15:57 |
| Last Modified: | 20 Apr 2026 15:57 |
| URI: | https://tesi.luiss.it/id/eprint/45507 |
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