Publications
Below you may find a list of featured publications. For a full list, see my Google Scholar profile.
| Title | Year | Venue | Description |
|---|---|---|---|
| Faithful Model Explanations through Energy-Constrained Conformal Counterfactuals | 2024 | The 38th Annual AAAI Conference on Artificial Intelligence | We present a novel framework for generating faithful counterfactual explanations that solely on properties defining the black-box model itself by leveraging recent advances in energy-based modelling and conformal prediction. |
| Explaining Black-Box Models through Counterfactuals | 2023 | JuliaCon Proceedings | We present CounterfactualExplanations.jl: a package for generating Counterfactual Explanations (CE) and Algorithmic Recourse (AR) for black-box models in Julia. |
| Yield curve sensitivity to investor positioning around economic shocks | 2023 | Bank of England Staff Working Paper | Using granular, daily EMIR Trade Repository data on short sterling futures, we investigate the interaction of speculative trading and macroeconomic shocks on UK yield curve pricing. |
| Endogenous Macrodynamics in Algorithmic Recourse | 2023 | IEEE Conference on Secure and Trustworthy Machine Learning (SaTML) | We present evidence suggesting that state-of-the-art applications of Algorithmic Recourse to groups of individuals induce large domain and model shifts and propose ways to mitigate this. |
No matching items