van der Schaar Lab

Workshop on Explainable AI in Finance 

Event details

Mihaela van der Schaar will deliver a talk as part of the Workshop on Explainable AI in Finance hosted by ICAIF2022.


Interpretable Machine Learning for Time-Series Forecasting 


In this talk I will present two approaches for making machine learning for time-series forecasting interpretable and actionable.

The first approach uses post-hoc interpretability to turn black-box machine learning into interpretable insights. I will describe here the first methods for feature-based and for example-based interpretability of machine learning for time-series forecasting – Dynamask (ICML 2021) and Simplex (NeurIPS 2021), respectively.

The second approach directly discovers interpretable closed-form ordinary differential equations (ODEs) from data using machine learning. I will describe here the first automated tool to distill closed-form ODEs from observed trajectories, D-CODE (ICLR 2022), which we believe will accelerate the modeling process of dynamical systems in finance, in healthcare, and beyond. 

Location and local date/time

This event will take place in person on November 2 at 19:30 GMT.

About the event

This workshop aims to bring together academic researchers, industry practitioners and financial experts to discuss the key opportunities and focus areas within XAI – both in general and to face the unique challenges in the financial sector.

The event is finished.


Nov 02 2022


19:30 - 20:10
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