English

Trading Devil RL: Backdoor attack via Stock market, Bayesian Optimization and Reinforcement Learning

Machine Learning 2025-04-23 v3 Computational Engineering, Finance, and Science Computational Physics Physics and Society

Abstract

With the rapid development of generative artificial intelligence, particularly large language models a number of sub-fields of deep learning have made significant progress and are now very useful in everyday applications. For example,financial institutions simulate a wide range of scenarios for various models created by their research teams using reinforcement learning, both before production and after regular operations. In this work, we propose a backdoor attack that focuses solely on data poisoning and a method of detection by dynamic systems and statistical analysis of the distribution of data. This particular backdoor attack is classified as an attack without prior consideration or trigger, and we name it FinanceLLMsBackRL. Our aim is to examine the potential effects of large language models that use reinforcement learning systems for text production or speech recognition, finance, physics, or the ecosystem of contemporary artificial intelligence models.

Keywords

Cite

@article{arxiv.2412.17908,
  title  = {Trading Devil RL: Backdoor attack via Stock market, Bayesian Optimization and Reinforcement Learning},
  author = {Orson Mengara},
  journal= {arXiv preprint arXiv:2412.17908},
  year   = {2025}
}

Comments

End of data poisoning research!: Navier-stokes equations (3D; update); Reinforcement Learning (RL); HFT (High Frequency Trading); Limit Order Markets and backdoor attack detection

R2 v1 2026-06-28T20:47:20.355Z