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Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

This paper presents the first model extraction attack against Deep Reinforcement Learning (DRL), which enables an external adversary to precisely recover a black-box DRL model only from its interaction with the environment. Model extraction…

Machine Learning · Computer Science 2020-12-23 Kangjie Chen , Shangwei Guo , Tianwei Zhang , Xiaofei Xie , Yang Liu

Deep reinforcement learning (DRL) policies are vulnerable to unauthorized replication attacks, where an adversary exploits imitation learning to reproduce target policies from observed behavior. In this paper, we propose Constrained…

Machine Learning · Computer Science 2021-10-01 Nancirose Piazza , Vahid Behzadan

Deep reinforcement learning models are vulnerable to adversarial attacks that can decrease a victim's cumulative expected reward by manipulating the victim's observations. Despite the efficiency of previous optimization-based methods for…

Machine Learning · Computer Science 2023-02-28 You Qiaoben , Chengyang Ying , Xinning Zhou , Hang Su , Jun Zhu , Bo Zhang

Artificial Intelligence (AI) and Machine Learning (ML) are transforming the domain of Quantitative Trading (QT) through the deployment of advanced algorithms capable of sifting through extensive financial datasets to pinpoint lucrative…

Trading and Market Microstructure · Quantitative Finance 2023-12-27 Maochun Xu , Zixun Lan , Zheng Tao , Jiawei Du , Zongao Ye

Adversarial attacks, e.g., adversarial perturbations of the input and adversarial samples, pose significant challenges to machine learning and deep learning techniques, including interactive recommendation systems. The latent embedding…

Machine Learning · Computer Science 2021-12-03 Siyu Wang , Yuanjiang Cao , Xiaocong Chen , Lina Yao , Xianzhi Wang , Quan Z. Sheng

Machine learning systems based on deep neural networks (DNNs) have gained mainstream adoption in many applications. Recently, however, DNNs are shown to be vulnerable to adversarial example attacks with slight perturbations on the inputs.…

Machine Learning · Computer Science 2018-12-10 Bo Luo , Min Li , Yu Li , Qiang Xu

Adversarial attacks can generate adversarial inputs by applying small but intentionally worst-case perturbations to samples from the dataset, which leads to even state-of-the-art deep neural networks outputting incorrect answers with high…

Machine Learning · Computer Science 2024-01-08 Shorya Sharma

While Goal-Conditioned Reinforcement Learning (GCRL) has gained attention, its algorithmic robustness against adversarial perturbations remains unexplored. The attacks and robust representation training methods that are designed for…

Machine Learning · Computer Science 2023-12-21 Xiangyu Yin , Sihao Wu , Jiaxu Liu , Meng Fang , Xingyu Zhao , Xiaowei Huang , Wenjie Ruan

Malicious adversaries can attack machine learning models to infer sensitive information or damage the system by launching a series of evasion attacks. Although various work addresses privacy and security concerns, they focus on individual…

Machine Learning · Computer Science 2024-01-22 Janvi Thakkar , Giulio Zizzo , Sergio Maffeis

Deep learning has been a popular topic and has achieved success in many areas. It has drawn the attention of researchers and machine learning practitioners alike, with developed models deployed to a variety of settings. Along with its…

Machine Learning · Computer Science 2022-11-08 Daniel Steinberg , Paul Munro

Recent research showed that deep neural networks are highly sensitive to so-called adversarial perturbations, which are tiny perturbations of the input data purposely designed to fool a machine learning classifier. Most classification…

Machine Learning · Computer Science 2018-01-15 Akram Erraqabi , Aristide Baratin , Yoshua Bengio , Simon Lacoste-Julien

Deep Reinforcement Learning (DRL) policies have been shown to be vulnerable to small adversarial noise in observations. Such adversarial noise can have disastrous consequences in safety-critical environments. For instance, a self-driving…

Machine Learning · Computer Science 2024-03-28 Roman Belaire , Pradeep Varakantham , Thanh Nguyen , David Lo

The successful emergence of deep learning (DL) in wireless system applications has raised concerns about new security-related challenges. One such security challenge is adversarial attacks. Although there has been much work demonstrating…

Machine Learning · Computer Science 2022-06-15 B. R. Manoj , Meysam Sadeghi , Erik G. Larsson

Trajectory prediction using deep neural networks (DNNs) is an essential component of autonomous driving (AD) systems. However, these methods are vulnerable to adversarial attacks, leading to serious consequences such as collisions. In this…

Machine Learning · Computer Science 2022-08-02 Yulong Cao , Danfei Xu , Xinshuo Weng , Zhuoqing Mao , Anima Anandkumar , Chaowei Xiao , Marco Pavone

In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours…

Trading and Market Microstructure · Quantitative Finance 2021-12-17 Koya Ishikawa , Kazuhide Nakata

The digital transformation is pushing the existing network technologies towards new horizons, enabling new applications (e.g., vehicular networks). As a result, the networking community has seen a noticeable increase in the requirements of…

Networking and Internet Architecture · Computer Science 2021-09-01 Paul Almasan , José Suárez-Varela , Bo Wu , Shihan Xiao , Pere Barlet-Ros , Albert Cabellos-Aparicio

Deep neural networks have been shown to be vulnerable to adversarial examples---maliciously crafted examples that can trigger the target model to misbehave by adding imperceptible perturbations. Existing attack methods for k-nearest…

Computer Vision and Pattern Recognition · Computer Science 2019-12-02 Xiaodan Li , Yuefeng Chen , Yuan He , Hui Xue

Deep reinforcement learning (DRL) algorithms can suffer from modeling errors between the simulation and the real world. Many studies use adversarial learning to generate perturbation during training process to model the discrepancy and…

Machine Learning · Computer Science 2024-05-21 Qianmei Liu , Yufei Kuang , Jie Wang

This study investigates behavior-targeted attacks on reinforcement learning and their countermeasures. Behavior-targeted attacks aim to manipulate the victim's behavior as desired by the adversary through adversarial interventions in state…

Machine Learning · Computer Science 2026-02-18 Shojiro Yamabe , Kazuto Fukuchi , Jun Sakuma