Counterfactual explanations for forex prediction using deep learning methods

• Main Author: Vinod, Vinay Krishnaa
• Other Authors: Fan Xiuyi
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Computer and Information Science; Counterfactual explanations; Forex trading prediction
• Online Access: https://hdl.handle.net/10356/175238
• Institution: Nanyang Technological University

Fund managers and traders in the Forex trading market have increasingly moved to electronification of their trade execution which provides an opportunity and incentive to perform time series forecasting. However, black-box models lack explainability in their decision-making, especially in the domain...