The purpose of this grant for a short-term scientific mission is to collaborate on a joint project called Measuring and evaluating the efficiency of financial performance and financial risk management using XAI. The case of Lithuanian pension funds. By utilizing the strengths of neural network prediction and feature importance, we can gain insights on both risk and investment performance, and use XAI in an effective manner. The collaborative project outcomes will be presented in a paper addressing the goals of both WG1 and WG2. The planning visit will involve creating an outline for the joint paper and participating in the STAT of ML (Statistics of Machine Learning) conference, which will take place from October 5 to October 6, 2023, in Prague, Czech Republic. The conference is hosted by the Czech Science Foundation and COST Action 19130, with support from COST.