Leveraging Explainable AI to Support Cryptocurrency Investors

【Author】 Fior, Jacopo; Cagliero, Luca; Garza, Paolo

【Source】FUTURE INTERNET

【影响因子】0.000

【Abstract】In the last decade, cryptocurrency trading has attracted the attention of private and professional traders and investors. To forecast the financial markets, algorithmic trading systems based on Artificial Intelligence (AI) models are becoming more and more established. However, they suffer from the lack of transparency, thus hindering domain experts from directly monitoring the fundamentals behind market movements. This is particularly critical for cryptocurrency investors, because the study of the main factors influencing cryptocurrency prices, including the characteristics of the blockchain infrastructure, is crucial for driving experts' decisions. This paper proposes a new visual analytics tool to support domain experts in the explanation of AI-based cryptocurrency trading systems. To describe the rationale behind AI models, it exploits an established method, namely SHapley Additive exPlanations, which allows experts to identify the most discriminating features and provides them with an interactive and easy-to-use graphical interface. The simulations carried out on 21 cryptocurrencies over a 8-year period demonstrate the usability of the proposed tool.

【Keywords】quantitative trading; cryptocurrencies; blockchain

【发表时间】2022 SEP

【收录时间】2022-10-02

【文献类型】实验仿真

【主题类别】

区块链技术-协同技术-人工智能