Type:

Bachelor Thesis Business Information Systems

Status:

in process

Tutor:

• M.Sc. Luca Gemballa

Abstract

Unlike in high-stakes decision-making contexts like medicine or law enforcement, where tabular data is prevalent and commonly available, stock market analysis relies on transparent access to the associated longitudinal data. Similar to the development in different domains, researchers are also attempting to increase predictive performance through the use of artificial intelligence (AI) in the detection of anomalies in time series, thereby reducing the risk of erroneous decisions by human end users. However, the low interpretability of the underlying AI models, if not properly addressed, can also lead to problematic outcomes. If end users cannot detect erroneous reasoning within an AI model’s anomaly detection process, they either tend not to use the system due to their low confidence, or they tend to put too much trust into the system due to not being able to question its outputs. To mitigate both of these problems, researchers have developed Explainable AI (XAI) methods that aim to make AI models scrutable and understandable to human end users. A majority of these methods, though, are intended for use on tabular data.

This thesis project reviews existing XAI methods for time series data in a systematic literature review (SLR). Based on these insights and interviews to elicit requirements for the project, the student develops an AI-based anomaly detection system for stock market data that utilizes a selection of XAI methods found in the SLR. The student evaluates their developed system by conducting a series of expert interviews. These will be recorded, transcribed, and analyzed (e.g., via tools like MAXQDA).