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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…

Machine Learning · Computer Science 2022-10-11 Lue Tao , Lei Feng , Hongxin Wei , Jinfeng Yi , Sheng-Jun Huang , Songcan Chen

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…

Statistical Finance · Quantitative Finance 2011-10-25 Federico Garzarelli , Matthieu Cristelli , Andrea Zaccaria , Luciano Pietronero

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…

Statistical Finance · Quantitative Finance 2024-04-09 Lifan Zhao , Shuming Kong , Yanyan Shen

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…

Artificial Intelligence · Computer Science 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

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 · Computer Science 2024-11-28 Tian Ye , Rajgopal Kannan , Viktor Prasanna

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…

Cryptography and Security · Computer Science 2022-02-22 Cato Pauling , Michael Gimson , Muhammed Qaid , Ahmad Kida , Basel Halak

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…

Statistical Finance · Quantitative Finance 2023-12-19 Inga Ivanova

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…

Machine Learning · Computer Science 2019-10-22 Dan Hendrycks , Kimin Lee , Mantas Mazeika

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…

Portfolio Management · Quantitative Finance 2024-11-22 Wee Ling Tan , Stephen Roberts , Stefan Zohren

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…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 James Aspnes , David F. Fischer , Michael J. Fischer , Ming-Yang Kao , Alok Kumar

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…

Machine Learning · Computer Science 2018-10-16 Xi Wu , Uyeong Jang , Jiefeng Chen , Lingjiao Chen , Somesh Jha

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,…

Machine Learning · Computer Science 2020-02-19 Minhao Cheng , Qi Lei , Pin-Yu Chen , Inderjit Dhillon , Cho-Jui Hsieh

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…

Machine Learning · Computer Science 2020-10-27 Masahiro Kato , Zhenghang Cui , Yoshihiro Fukuhara

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…

Statistical Finance · Quantitative Finance 2024-09-02 Aayush Shah , Mann Doshi , Meet Parekh , Nirmit Deliwala , Pramila M. Chawan

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…

Computer Vision and Pattern Recognition · Computer Science 2025-03-21 Fatemeh Amerehi , Patrick Healy

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…

Machine Learning · Statistics 2022-10-21 Antônio H. Ribeiro , Dave Zachariah , Thomas B. Schön

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…

Machine Learning · Computer Science 2021-12-24 Zhiwen Yan , Teck Khim Ng

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…

Machine Learning · Computer Science 2023-08-01 Rajdeep Haldar , Qifan Song

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…

Machine Learning · Computer Science 2024-12-02 Heejeong Nam , Jihyun Kim , Jimin Yeom