论文标题
使用Shap来解释有关金融股票交易的强化学习
Explainable Reinforcement Learning on Financial Stock Trading using SHAP
论文作者
论文摘要
近年来，可解释的人工智能（XAI）的研究因对用户社区对AI的更高透明度和信任的需求而获得了突出性。这尤其重要，因为AI在金融，医学等敏感领域采用，在这种敏感领域，对社会，道德和安全的影响是巨大的。经过彻底的系统评估，XAI的工作主要集中于机器学习（ML）进行分类，决策或行动。据我们所知，没有任何据报道提供可解释的加固学习方法（XRL）用于交易金融股票的方法。在本文中，我们提议在流行的深层增强学习体系结构，深Q网络（DQN）上采用Shapley添加说明（SHAP），以解释代理商在给定实例中在金融股票交易中的行动。为了证明我们方法的有效性，我们在两个流行的数据集（即Sensex和DJIA）上对其进行了测试，并报告了结果。
Explainable Artificial Intelligence (XAI) research gained prominence in recent years in response to the demand for greater transparency and trust in AI from the user communities. This is especially critical because AI is adopted in sensitive fields such as finance, medicine etc., where implications for society, ethics, and safety are immense. Following thorough systematic evaluations, work in XAI has primarily focused on Machine Learning (ML) for categorization, decision, or action. To the best of our knowledge, no work is reported that offers an Explainable Reinforcement Learning (XRL) method for trading financial stocks. In this paper, we proposed to employ SHapley Additive exPlanation (SHAP) on a popular deep reinforcement learning architecture viz., deep Q network (DQN) to explain an action of an agent at a given instance in financial stock trading. To demonstrate the effectiveness of our method, we tested it on two popular datasets namely, SENSEX and DJIA, and reported the results.
