English
Related papers

Related papers: Gray-box Adversarial Attack of Deep Reinforcement …

200 papers

Reinforcement learning (RL) enables agents to learn optimal behaviors through interaction with their environment and has been increasingly deployed in safety-critical applications, including autonomous driving. Despite its promise, RL is…

Adversarial attacks pose significant challenges for detecting adversarial attacks at an early stage. We propose attack-agnostic detection on reinforcement learning-based interactive recommendation systems. We first craft adversarial…

Machine Learning · Computer Science 2020-06-16 Yuanjiang Cao , Xiaocong Chen , Lina Yao , Xianzhi Wang , Wei Emma Zhang

In recent years, many practitioners in quantitative finance have attempted to use Deep Reinforcement Learning (DRL) to build better quantitative trading (QT) strategies. Nevertheless, many existing studies fail to address several serious…

Portfolio Management · Quantitative Finance 2022-06-14 Zitao Song , Xuyang Jin , Chenliang Li

As deep neural networks (DNNs) have become increasingly important and popular, the robustness of DNNs is the key to the safety of both the Internet and the physical world. Unfortunately, some recent studies show that adversarial examples,…

Computer Vision and Pattern Recognition · Computer Science 2019-06-18 Yifan Ding , Liqiang Wang , Huan Zhang , Jinfeng Yi , Deliang Fan , Boqing Gong

Deep reinforcement learning (DRL) has been proven its efficiency in capturing users' dynamic interests in recent literature. However, training a DRL agent is challenging, because of the sparse environment in recommender systems (RS), DRL…

Information Retrieval · Computer Science 2022-09-20 Xiaocong Chen , Siyu Wang , Lina Yao , Lianyong Qi , Yong Li

Deep learning (DL), despite its enormous success in many computer vision and language processing applications, is exceedingly vulnerable to adversarial attacks. We consider the use of DL for radio signal (modulation) classification tasks,…

Information Theory · Computer Science 2018-08-24 Meysam Sadeghi , Erik G. Larsson

Deep Neural Networks (DNNs) are increasingly applied in the real world in safety critical applications like advanced driver assistance systems. An example for such use case is represented by traffic sign recognition systems. At the same…

Computer Vision and Pattern Recognition · Computer Science 2023-03-10 Fabian Woitschek , Georg Schneider

We present an adversarial active exploration for inverse dynamics model learning, a simple yet effective learning scheme that incentivizes exploration in an environment without any human intervention. Our framework consists of a deep…

Machine Learning · Computer Science 2020-03-18 Zhang-Wei Hong , Tsu-Jui Fu , Tzu-Yun Shann , Yi-Hsiang Chang , Chun-Yi Lee

Although Deep Neural Networks (DNNs) achieve excellent performance on many real-world tasks, they are highly vulnerable to adversarial attacks. A leading defense against such attacks is adversarial training, a technique in which a DNN is…

Computer Vision and Pattern Recognition · Computer Science 2021-11-29 Gilad Cohen , Raja Giryes

Dynamic Portfolio optimization is the process of distribution and rebalancing of a fund into different financial assets such as stocks, cryptocurrencies, etc, in consecutive trading periods to maximize accumulated profits or minimize risks…

Portfolio Management · Quantitative Finance 2021-02-15 Kumar Yashaswi

The vulnerability of the high-performance machine learning models implies a security risk in applications with real-world consequences. Research on adversarial attacks is beneficial in guiding the development of machine learning models on…

Machine Learning · Computer Science 2022-11-16 Yiran Huang , Yexu Zhou , Michael Hefenbrock , Till Riedel , Likun Fang , Michael Beigl

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

Deep Reinforcement Learning (Deep RL) has been explored for a number of applications in finance and stock trading. In this paper, we present a practical implementation of Deep RL for trading natural gas futures contracts. The Sharpe Ratio…

Trading and Market Microstructure · Quantitative Finance 2023-09-12 Yuanrong Wang , Yinsen Miao , Alexander CY Wong , Nikita P Granger , Christian Michler

Existing approaches in reinforcement learning train an agent to learn desired optimal behavior in an environment with rule based surrounding agents. In safety critical applications such as autonomous driving it is crucial that the rule…

Computer Vision and Pattern Recognition · Computer Science 2025-08-22 Arjun Srinivasan , Anubhav Paras , Aniket Bera

Powerful adversarial attack methods are vital for understanding how to construct robust deep neural networks (DNNs) and for thoroughly testing defense techniques. In this paper, we propose a black-box adversarial attack algorithm that can…

Machine Learning · Computer Science 2019-12-11 Yandong Li , Lijun Li , Liqiang Wang , Tong Zhang , Boqing Gong

With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

Computational Finance · Quantitative Finance 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song

The development of reinforced learning methods has extended application to many areas including algorithmic trading. In this paper trading on the stock exchange is interpreted into a game with a Markov property consisting of states,…

Trading and Market Microstructure · Quantitative Finance 2020-02-28 Evgeny Ponomarev , Ivan Oseledets , Andrzej Cichocki

Artificial intelligence (AI) has demonstrated remarkable success across various applications. In light of this trend, the field of automated trading has developed a keen interest in leveraging AI techniques to forecast the future prices of…

Computational Engineering, Finance, and Science · Computer Science 2025-10-29 Dieu-Donne Fangnon , Armandine Sorel Kouyim Meli , Verlon Roel Mbingui , Phanie Dianelle Negho , Regis Konan Marcel Djaha , Lema Logamou Seknewna

In many reinforcement learning applications, the underlying environment reward and transition functions are explicitly known differentiable functions. This enables us to use recent research which applies machine learning tools to stochastic…

Portfolio Management · Quantitative Finance 2022-04-08 Thibault Jaisson

Achieving robust performance is crucial when applying deep reinforcement learning (RL) in safety critical systems. Some of the state of the art approaches try to address the problem with adversarial agents, but these agents often require…

Machine Learning · Computer Science 2022-02-18 Yeeho Song , Jeff Schneider