English
Related papers

Related papers: Adversarial Attacks on Deep Algorithmic Trading Po…

200 papers

Advances in computing resources have resulted in the increasing complexity of cyber-physical systems (CPS). As the complexity of CPS evolved, the focus has shifted from traditional control methods to deep reinforcement learning-based (DRL)…

Machine Learning · Computer Science 2021-02-23 Xian Yeow Lee , Yasaman Esfandiari , Kai Liang Tan , Soumik Sarkar

The scale of Internet-connected systems has increased considerably, and these systems are being exposed to cyber attacks more than ever. The complexity and dynamics of cyber attacks require protecting mechanisms to be responsive, adaptive,…

Cryptography and Security · Computer Science 2021-11-03 Thanh Thi Nguyen , Vijay Janapa Reddi

A deep reinforcement learning (DRL) agent observes its states through observations, which may contain natural measurement errors or adversarial noises. Since the observations deviate from the true states, they can mislead the agent into…

Machine Learning · Computer Science 2021-07-15 Huan Zhang , Hongge Chen , Chaowei Xiao , Bo Li , Mingyan Liu , Duane Boning , Cho-Jui Hsieh

Machine learning classifiers are known to be vulnerable to inputs maliciously constructed by adversaries to force misclassification. Such adversarial examples have been extensively studied in the context of computer vision applications. In…

Machine Learning · Computer Science 2017-02-09 Sandy Huang , Nicolas Papernot , Ian Goodfellow , Yan Duan , Pieter Abbeel

In today's forex market traders increasingly turn to algorithmic trading, leveraging computers to seek more profits. Deep learning techniques as cutting-edge advancements in machine learning, capable of identifying patterns in financial…

Computational Engineering, Finance, and Science · Computer Science 2024-08-31 Davoud Sarani , Parviz Rashidi-Khazaee

Neural network policies trained using Deep Reinforcement Learning (DRL) are well-known to be susceptible to adversarial attacks. In this paper, we consider attacks manifesting as perturbations in the observation space managed by the…

Machine Learning · Computer Science 2022-06-16 Zikang Xiong , Joe Eappen , He Zhu , Suresh Jagannathan

Adversarial attacks against conventional Deep Learning (DL) systems and algorithms have been widely studied, and various defenses were proposed. However, the possibility and feasibility of such attacks against Deep Reinforcement Learning…

Cryptography and Security · Computer Science 2020-05-15 Jianwen Sun , Tianwei Zhang , Xiaofei Xie , Lei Ma , Yan Zheng , Kangjie Chen , Yang Liu

Recent deep neural networks based techniques, especially those equipped with the ability of self-adaptation in the system level such as deep reinforcement learning (DRL), are shown to possess many advantages of optimizing robot learning…

Machine Learning · Computer Science 2021-10-11 Chao-Han Huck Yang , Jun Qi , Pin-Yu Chen , Yi Ouyang , I-Te Danny Hung , Chin-Hui Lee , Xiaoli Ma

Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…

Portfolio Management · Quantitative Finance 2023-05-19 Alessio Brini , Daniele Tantari

Recent work has identified that classification models implemented as neural networks are vulnerable to data-poisoning and Trojan attacks at training time. In this work, we show that these training-time vulnerabilities extend to deep…

Cryptography and Security · Computer Science 2019-03-18 Panagiota Kiourti , Kacper Wardega , Susmit Jha , Wenchao Li

In recent years, Deep Reinforcement Learning (DRL) has become a popular paradigm in machine learning due to its successful applications to real-world and complex systems. However, even the state-of-the-art DRL models have been shown to…

Machine Learning · Computer Science 2026-05-05 Davide Corsi , Guy Amir , Guy Katz , Alessandro Farinelli

Deep learning classifiers are known to be inherently vulnerable to manipulation by intentionally perturbed inputs, named adversarial examples. In this work, we establish that reinforcement learning techniques based on Deep Q-Networks (DQNs)…

Machine Learning · Computer Science 2017-01-17 Vahid Behzadan , Arslan Munir

The rapid increase in the number of cyber-attacks in recent years raises the need for principled methods for defending networks against malicious actors. Deep reinforcement learning (DRL) has emerged as a promising approach for mitigating…

Machine Learning · Computer Science 2024-09-30 Gregory Palmer , Chris Parry , Daniel J. B. Harrold , Chris Willis

The ever-growing big data and emerging artificial intelligence (AI) demand the use of machine learning (ML) and deep learning (DL) methods. Cybersecurity also benefits from ML and DL methods for various types of applications. These methods…

Machine Learning · Computer Science 2019-07-18 Arif Siddiqi

Adversarial examples are firstly investigated in the area of computer vision: by adding some carefully designed ''noise'' to the original input image, the perturbed image that cannot be distinguished from the original one by human, can fool…

Machine Learning · Computer Science 2020-06-02 Pengyue Wang , Yan Li , Shashi Shekhar , William F. Northrop

Reinforcement learning (RL) has been an important machine learning paradigm for solving long-horizon sequential decision-making problems under uncertainty. By integrating deep neural networks (DNNs) into the RL framework, deep reinforcement…

Machine Learning · Computer Science 2025-10-14 Qizhou Peng , Yang Zheng , Yu Wen , Yanna Wu , Yingying Du

Deep reinforcement learning (DRL) is vulnerable to adversarial perturbations. Adversaries can mislead the policies of DRL agents by perturbing the state of the environment observed by the agents. Existing attacks are feasible in principle,…

Machine Learning · Computer Science 2022-09-26 Buse G. A. Tekgul , Shelly Wang , Samuel Marchal , N. Asokan

This paper focuses on the impact of leveraging autonomous offensive approaches in Deep Reinforcement Learning (DRL) to train more robust agents by exploring the impact of applying adversarial learning to DRL for autonomous security in…

Cryptography and Security · Computer Science 2023-08-15 Luke Borchjes , Clement Nyirenda , Louise Leenen

Algorithmic trading has gained attention due to its potential for generating superior returns. This paper investigates the effectiveness of deep reinforcement learning (DRL) methods in algorithmic commodities trading. It formulates the…

Trading and Market Microstructure · Quantitative Finance 2023-09-06 Jonas Hanetho

Deep reinforcement learning has shown promising results in learning control policies for complex sequential decision-making tasks. However, these neural network-based policies are known to be vulnerable to adversarial examples. This…

Computer Vision and Pattern Recognition · Computer Science 2017-10-04 Yen-Chen Lin , Ming-Yu Liu , Min Sun , Jia-Bin Huang