English

When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging

Machine Learning 2026-02-26 v2 Statistical Finance

Abstract

We study same-source multi-view learning and adversarial robustness for next-day direction prediction using two deterministic, window-aligned image views derived from the same time series: an OHLCV-rendered chart (ohlcv) and a technical-indicator matrix (indic). To control label ambiguity from near-zero moves, we use an ex-post minimum-movement threshold min_move (tau) based on realized absolute next-day return, defining an offline benchmark on the subset where the absolute next-day return is at least tau. Under leakage-resistant time-block splits with embargo, we compare early fusion (channel stacking) and dual-encoder late fusion with optional cross-branch consistency. We then evaluate pixel-space L-infinity evasion attacks (FGSM/PGD) under view-constrained and joint threat models. We find that fusion is regime dependent: early fusion can suffer negative transfer under noisier settings, whereas late fusion is a more reliable default once labels stabilize. Robustness degrades sharply under tiny budgets with stable view-dependent vulnerabilities; late fusion often helps under view-constrained attacks, but joint perturbations remain challenging.

Keywords

Cite

@article{arxiv.2602.11020,
  title  = {When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging},
  author = {Rui Ma},
  journal= {arXiv preprint arXiv:2602.11020},
  year   = {2026}
}

Comments

Added sensitivity analysis at tau=0.008 for adversarial robustness; corrected the author affiliation

R2 v1 2026-07-01T10:32:09.483Z