New Trend in Fintech: Research on Artificial Intelligence Model Interpretability in Financial Fields

作     者：Han Yan Sheng Lin 

作者机构：International Institute of China Construction Bank Beijing China Postdoctoral Workstation of China Construction Bank Beijing China Guangzhou Digital Finance R&D Business Group of China Construction Bank Fintech Guangzhou China 

出 版 物：《Open Journal of Applied Sciences》 (应用科学（英文）)

年 卷 期：2019年第9卷第10期

页      面：761-773页

学科分类：0502[文学-外国语言文学] 050201[文学-英语语言文学] 05[文学] 

主　　题：Fintech Regtech AI Model Interpretability LIMER 

摘      要：With the development of Fintech, applying artificial intelligence (AI) technologies to the financial field is a general trend. However, there are some inappropriate conditions, for instance, the AI model is always treated as a black box and cannot be interpreted. This paper studies the AI model interpretability when the models are applied in the financial field. We analyze the reasons of black box problem and explore the effective solutions. We propose a new kind of automatic Regtech tool—LIMER, and put forward policy suggestions, thereby continuously promoting the development of Fintech to a higher level.