SHAP for Trading Models: Opening the Black Box
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SHAP for Trading Models: Opening the Black Box OBSERVED: A NIFTY XGBoost model signals BUY. The desk asks "why?" If the answer is "the model said so," nobody sizes the trade. SHAP (SHapley Additive exPlanations) turns that black box into a per-feature reason: "EMA spread +0.4, GEX +0.3, RVOL −0.1 →…
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- 2026-08-28 17:55 · DEV Community — Machine Learning
SHAP for Trading Models: Opening the Black Box