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Stock trading is one of the popular ways for financial management. However, the market and the environment of economy is unstable and usually not predictable. Furthermore, engaging in stock trading requires time and effort to analyze,…

Machine Learning · Computer Science 2025-05-20 Yunfei Luo , Zhangqi Duan

Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with…

Trading and Market Microstructure · Quantitative Finance 2021-06-17 Ali Hirsa , Joerg Osterrieder , Branka Hadji-Misheva , Jan-Alexander Posth

Robustness of Deep Reinforcement Learning (DRL) algorithms towards adversarial attacks in real world applications such as those deployed in cyber-physical systems (CPS) are of increasing concern. Numerous studies have investigated the…

Machine Learning · Computer Science 2019-11-20 Xian Yeow Lee , Sambit Ghadai , Kai Liang Tan , Chinmay Hegde , Soumik Sarkar

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

Growing at a fast pace, modern autonomous systems will soon be deployed at scale, opening up the possibility for cooperative multi-agent systems. Sharing information and distributing workloads allow autonomous agents to better perform tasks…

Machine Learning · Computer Science 2021-10-13 James Tu , Tsunhsuan Wang , Jingkang Wang , Sivabalan Manivasagam , Mengye Ren , Raquel Urtasun

The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It…

Trading and Market Microstructure · Quantitative Finance 2025-06-06 Jędrzej Maskiewicz , Paweł Sakowski

With further development in the fields of computer vision, network security, natural language processing and so on so forth, deep learning technology gradually exposed certain security risks. The existing deep learning algorithms cannot…

Cryptography and Security · Computer Science 2020-11-18 Rui Zhao

Deep neural network (DNN) as a popular machine learning model is found to be vulnerable to adversarial attack. This attack constructs adversarial examples by adding small perturbations to the raw input, while appearing unmodified to human…

Machine Learning · Computer Science 2018-09-14 Pengcheng Li , Jinfeng Yi , Lijun Zhang

We tackle the blackbox issue of deep neural networks in the settings of reinforcement learning (RL) where neural agents learn towards maximizing reward gains in an uncontrollable way. Such learning approach is risky when the interacting…

Machine Learning · Computer Science 2018-11-13 John Yang , Gyujeong Lee , Minsung Hyun , Simyung Chang , Nojun Kwak

We study the problem of universal black-boxed reward poisoning attacks against general offline reinforcement learning with deep neural networks. We consider a black-box threat model where the attacker is entirely oblivious to the learning…

Machine Learning · Computer Science 2024-10-25 Yinglun Xu , Rohan Gumaste , Gagandeep Singh

Despite the successful application of machine learning (ML) in a wide range of domains, adaptability---the very property that makes machine learning desirable---can be exploited by adversaries to contaminate training and evade…

Machine learning has seen tremendous advances in the past few years, which has lead to deep learning models being deployed in varied applications of day-to-day life. Attacks on such models using perturbations, particularly in real-life…

Machine Learning · Computer Science 2020-02-10 Siddhant Bhambri , Sumanyu Muku , Avinash Tulasi , Arun Balaji Buduru

Reinforcement Learning (RL) is a popular machine learning paradigm where intelligent agents interact with the environment to fulfill a long-term goal. Driven by the resurgence of deep learning, Deep RL (DRL) has witnessed great success over…

Machine Learning · Computer Science 2025-09-01 Yunpeng Qing , Shunyu Liu , Jie Song , Yang Zhou , Kaixuan Chen , Huiqiong Wang , Mingli Song

Deep neural networks are susceptible to adversarial inputs and various methods have been proposed to defend these models against adversarial attacks under different perturbation models. The robustness of models to adversarial attacks has…

Machine Learning · Computer Science 2022-11-01 Jian Vora , Pranay Reddy Samala

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

Deep Reinforcement Learning (RL) agents are susceptible to adversarial noise in their observations that can mislead their policies and decrease their performance. However, an adversary may be interested not only in decreasing the reward,…

Machine Learning · Computer Science 2022-12-13 Dennis Gross , Thiago D. Simao , Nils Jansen , Guillermo A. Perez

We study black-box reward poisoning attacks against reinforcement learning (RL), in which an adversary aims to manipulate the rewards to mislead a sequence of RL agents with unknown algorithms to learn a nefarious policy in an environment…

Machine Learning · Computer Science 2021-02-18 Amin Rakhsha , Xuezhou Zhang , Xiaojin Zhu , Adish Singla

In the last decade, deep neural networks have proven to be very powerful in computer vision tasks, starting a revolution in the computer vision and machine learning fields. However, deep neural networks, usually, are not robust to…

Computer Vision and Pattern Recognition · Computer Science 2021-05-03 Hao Qiu , Leonardo Lucio Custode , Giovanni Iacca

Manipulating the interaction trajectories between the intelligent agent and the environment can control the agent's training and behavior, exposing the potential vulnerabilities of reinforcement learning (RL). For example, in Cyber-Physical…

Machine Learning · Computer Science 2024-11-21 Zhi Luo , Xiyuan Yang , Pan Zhou , Di Wang

Deep Reinforcement Learning solutions have been applied to different control problems with outperforming and promising results. In this research work we have applied Proximal Policy Optimization, Soft Actor-Critic and Generative Adversarial…

Trading and Market Microstructure · Quantitative Finance 2022-01-19 Mohsen Asgari , Seyed Hossein Khasteh