Interpreting Interpretability in Algorithmic Trading
This article was written by Talia Shakhnovsky, a Financial Analyst at I Know First.
Interpreting Interpretability in Algorithmic Trading
“If a machine learning model performs well, why [don’t] we just trust the model and ignore why it made a certain decision?” – Christoph Molnar, author of Interpretable Machine Learning
Summary:
- An Anecdote on Algorithmic Interpretability
- What is Machine Learning?
- Interpreting Interpretability
- Is Interpretability Ever Insignificant?
- The Importance of Algorithmic Interpretability
- Algorithmic Trading: Interpretability in I Know First’s Forecasts
An Anecdote on Algorithmic Interpretability
Envision the near future. Self-driving vehicles roam the roads, and car accidents are a nightmare from the past. Society questions how people could have driven such dangerous machines they weren’t qualified to control.
Until, one day, a headline reads, “BREAKING: Bicyclist Dead in Hit-and-Run”. Shock
