C.A. Micchelli, W.L. Miranker
Journal of the ACM
Large language models (LLMs) play a vital role in almost every domain in today’s organizations. In the context of this work, we highlight the use of LLMs for sentiment analysis (SA) and explainability. Specifically, we contribute a novel technique to leverage LLMs as a post-hoc model-independent tool for the explainability of SA. We applied our technique in the financial domain for currency-pair price predictions using open news feed data merged with market prices. Our application shows that the developed technique is not only a viable alternative to using conventional eXplainable AI but can also be fed back to enrich the input to the machine learning (ML) model to better predict future currency-pair values. We envision our results could be generalized to employing explainability as a conventional enrichment for ML input for better ML predictions in general.
C.A. Micchelli, W.L. Miranker
Journal of the ACM
Saurabh Paul, Christos Boutsidis, et al.
JMLR
Joxan Jaffar
Journal of the ACM
Cristina Cornelio, Judy Goldsmith, et al.
JAIR