Related papers: Enhancing Stock Movement Prediction with Adversari…
The rise of deep learning technique has raised new privacy concerns about the training data and test data. In this work, we investigate the model inversion problem in the adversarial settings, where the adversary aims at inferring…
Adversarial training is a popular method to robustify models against adversarial attacks. However, it exhibits much more severe overfitting than training on clean inputs. In this work, we investigate this phenomenon from the perspective of…
Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy…
This paper proposes an attack-independent (non-adversarial training) technique for improving adversarial robustness of neural network models, with minimal loss of standard accuracy. We suggest creating a neighborhood around each training…
Time series analysis is the process of building a model using statistical techniques to represent characteristics of time series data. Processing and forecasting huge time series data is a challenging task. This paper presents Approximation…
Nowadays, machine learning methods have been widely used in stock prediction. Traditional approaches assume an identical data distribution, under which a learned model on the training data is fixed and applied directly in the test data.…
Neural Networks (NNs) are vulnerable to adversarial examples. Such inputs differ only slightly from their benign counterparts yet provoke misclassifications of the attacked NNs. The required perturbations to craft the examples are often…
Random data augmentation is a critical technique to avoid overfitting in training deep neural network models. However, data augmentation and network training are usually treated as two isolated processes, limiting the effectiveness of…
Stock recommendation is vital to investment companies and investors. However, no single stock selection strategy will always win while analysts may not have enough time to check all S&P 500 stocks (the Standard & Poor's 500). In this paper,…
We consider a non-stochastic online learning approach to price financial options by modeling the market dynamic as a repeated game between the nature (adversary) and the investor. We demonstrate that such framework yields analogous…
Adversarial training (AT) is an effective technique for enhancing adversarial robustness, but it usually comes at the cost of a decline in generalization ability. Recent studies have attempted to use clean training to assist adversarial…
Stock price movement prediction is commonly accepted as a very challenging task due to the volatile nature of financial markets. Previous works typically predict the stock price mainly based on its own information, neglecting the cross…
Adversarial training can improve the robustness of neural networks. Previous methods focus on a single adversarial training strategy and do not consider the model property trained by different strategies. By revisiting the previous methods,…
Despite remarkable success in practice, modern machine learning models have been found to be susceptible to adversarial attacks that make human-imperceptible perturbations to the data, but result in serious and potentially dangerous…
The ability to fool deep learning classifiers with tiny perturbations of the input has lead to the development of adversarial training in which the loss with respect to adversarial examples is minimized in addition to the training examples.…
Many studies have been undertaken by using machine learning techniques, including neural networks, to predict stock returns. Recently, a method known as deep learning, which achieves high performance mainly in image recognition and speech…
Technical and fundamental analysis are traditional tools used to analyze individual stocks; however, the finance literature has shown that the price movement of each individual stock correlates heavily with other stocks, especially those…
Adversarial training is a technique of improving model performance by involving adversarial examples in the training process. In this paper, we investigate adversarial training with multiple adversarial examples to benefit the relation…
Traditional classification algorithms assume that training and test data come from similar distributions. This assumption is violated in adversarial settings, where malicious actors modify instances to evade detection. A number of custom…
Despite the high performance achieved by deep neural networks on various tasks, extensive studies have demonstrated that small tweaks in the input could fail the model predictions. This issue of deep neural networks has led to a number of…