@unpublished{hue:hal-03897380, TITLE = {{Explainable Performance}}, AUTHOR = {Hu{\'e}, Sullivan and Hurlin, Christophe and P{\'e}rignon, Christophe and Saurin, S{\'e}bastien}, URL = {https://hec.hal.science/hal-03897380}, NOTE = {working paper or preprint}, HAL_LOCAL_REFERENCE = {FIN-2022-1463}, YEAR = {2022}, MONTH = Dec, DOI = {10.2139/ssrn.4280563}, KEYWORDS = {Machine learning ; Explainability ; Performance metric ; Shapley value}, HAL_ID = {hal-03897380}, HAL_VERSION = {v1}, }