Our Scientific Publications

A Survey of Explainable AI Methods for Financial Time Series Forecasting

Pierre-Daniel Arsenault, Jean-Marc Patenaude and Shengrui Wang

Published by the IEEE Association for Computing Machinery (ACM 2025)

This survey explores how explainable AI (XAI) techniques—such as SHAP, LIME, and interpretable models like attention-based LSTMs and decision trees—are applied to financial time series forecasting tasks like stock price prediction, volatility analysis, and algorithmic trading. By enhancing transparency and trust, these XAI approaches help financial professionals better understand model decisions, align predictions with market behavior, and support more informed investment strategies