XFinInsight-VolRisk: A Human-in-the-Loop Explainable Artificial Intelligence Framework for Multi-Asset Portfolio Volatility Forecasting
DOI:
https://doi.org/10.48047/hnhfw375Keywords:
Explainable Portfolio Artificial Volatility Forecasting, Human-in-the-Loop Learning, SHAP, GARCH, Walk-Forward Validation, Financial Risk Management.Abstract
Accurate forecasting of portfolio-level volatility is central to risk budgeting, margin setting, and regulatory capital calculation, yet the artificial intelligence (AI) models that increasingly support this task remain difficult for risk managers to interrogate and trust. Building on the XFinInsight paradigm for interpretable financial artificialintelligence, this paper introduces XFinInsight-VolRisk, a Humanin-the-Loop Explainable Artificial Intelligence framework for forecasting
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