English

Targeted Manipulation: Slope-Based Attacks on Financial Time-Series Data

Machine Learning 2025-11-25 v1

Abstract

A common method of attacking deep learning models is through adversarial attacks, which occur when an attacker specifically modifies the input of a model to produce an incorrect result. Adversarial attacks have been deeply investigated in the image domain; however, there is less research in the time-series domain and very little for forecasting financial data. To address these concerns, this study aims to build upon previous research on adversarial attacks for time-series data by introducing two new slope-based methods aimed to alter the trends of the predicted stock forecast generated by an N-HiTS model. Compared to the normal N-HiTS predictions, the two new slope-based methods, the General Slope Attack and Least-Squares Slope Attack, can manipulate N-HiTS predictions by doubling the slope. These new slope attacks can bypass standard security mechanisms, such as a discriminator that filters real and perturbed inputs, reducing a 4-layered CNN's specificity to 28% and accuracy to 57%. Furthermore, the slope based methods were incorporated into a GAN architecture as a means of generating realistic synthetic data, while simultaneously fooling the model. Finally, this paper also proposes a sample malware designed to inject an adversarial attack in the model inference library, proving that ML-security research should not only focus on making the model safe, but also securing the entire pipeline.

Keywords

Cite

@article{arxiv.2511.19330,
  title  = {Targeted Manipulation: Slope-Based Attacks on Financial Time-Series Data},
  author = {Dominik Luszczynski},
  journal= {arXiv preprint arXiv:2511.19330},
  year   = {2025}
}

Comments

13 pages, 6 figures, 4 tables, preprint; Total including Appendix: 21 pages, 11 figures, 7 tables

R2 v1 2026-07-01T07:52:33.659Z