Utilizing Macroeconomic Factors for Sector Rotation based on Interpretable Machine Learning and Explainable AI

Ye Zhu, Chao Yi, Yixin Chen. Utilizing Macroeconomic Factors for Sector Rotation based on Interpretable Machine Learning and Explainable AI. In Xintao Wu, Chris Jermaine, Li Xiong 0001, Xiaohua Hu 0001, Olivera Kotevska, Siyuan Lu, Weija Xu, Srinivas Aluru, ChengXiang Zhai, Eyhab Al-Masri, Zhiyuan Chen 0003, Jeff Saltz 0001, editors, IEEE International Conference on Big Data, Big Data 2020, Atlanta, GA, USA, December 10-13, 2020. pages 5505-5510, IEEE, 2020. [doi]

Abstract

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