Related papers: Enhancing Stock Movement Prediction with Adversari…
Adversarial training, originally designed to resist test-time adversarial examples, has shown to be promising in mitigating training-time availability attacks. This defense ability, however, is challenged in this paper. We identify a novel…
Technical trading represents a class of investment strategies for Financial Markets based on the analysis of trends and recurrent patterns of price time series. According standard economical theories these strategies should not be used…
Stock trend forecasting is a fundamental task of quantitative investment where precise predictions of price trends are indispensable. As an online service, stock data continuously arrive over time. It is practical and efficient to…
One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…
Adversarial training has emerged as an effective approach to train robust neural network models that are resistant to adversarial attacks, even in low-label regimes where labeled data is scarce. In this paper, we introduce a novel…
Machine learning algorithms are used to construct a mathematical model for a system based on training data. Such a model is capable of making highly accurate predictions without being explicitly programmed to do so. These techniques have a…
Adversarial training was introduced as a way to improve the robustness of deep learning models to adversarial attacks. This training method improves robustness against adversarial attacks, but increases the models vulnerability to privacy…
The paper presents a step forward into the development of the theory of meaning. Stock and financial markets are examined from communication-theoretical perspective on the dynamics of information and meaning. This study focuses on the link…
He et al. (2018) have called into question the utility of pre-training by showing that training from scratch can often yield similar performance to pre-training. We show that although pre-training may not improve performance on traditional…
We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…
This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…
In this paper we study leveraging confidence information induced by adversarial training to reinforce adversarial robustness of a given adversarially trained model. A natural measure of confidence is $\|F({\bf x})\|_\infty$ (i.e. how…
Adversarial training has become one of the most effective methods for improving robustness of neural networks. However, it often suffers from poor generalization on both clean and perturbed data. In this paper, we propose a new algorithm,…
This paper proposes a classification framework with a rejection option to mitigate the performance deterioration caused by adversarial examples. While recent machine learning algorithms achieve high prediction performance, they are…
The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…
Efforts to address declining accuracy as a result of data shifts often involve various data-augmentation strategies. Adversarial training is one such method, designed to improve robustness to worst-case distribution shifts caused by…
State-of-the-art machine learning models can be vulnerable to very small input perturbations that are adversarially constructed. Adversarial training is an effective approach to defend against such examples. It is formulated as a min-max…
Adversarial training, the process of training a deep learning model with adversarial data, is one of the most successful adversarial defense methods for deep learning models. We have found that the robustness to white-box attack of an…
Adversarial attacks are usually expressed in terms of a gradient-based operation on the input data and model, this results in heavy computations every time an attack is generated. In this work, we solidify the idea of representing…
Forecasting irregular time series presents significant challenges due to two key issues: the vulnerability of models to mean regression, driven by the noisy and complex nature of the data, and the limitations of traditional error-based…