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We investigate the performance of the Deep Hedging framework under training paths beyond the (finite dimensional) Markovian setup. In particular we analyse the hedging performance of the original architecture under rough volatility models…

Computational Finance · Quantitative Finance 2021-02-04 Blanka Horvath , Josef Teichmann , Zan Zuric

Despite its popularity, deep neural networks are easily fooled. To alleviate this deficiency, researchers are actively developing new training strategies, which encourage models that are robust to small input perturbations. Several…

Machine Learning · Computer Science 2021-10-28 Jingyue Lu , M. Pawan Kumar

In this paper we explore the challenges and strategies for enhancing the robustness of $k$-means clustering algorithms against adversarial manipulations. We evaluate the vulnerability of clustering algorithms to adversarial attacks,…

Machine Learning · Computer Science 2024-02-14 Rollin Omari , Junae Kim , Paul Montague

Recent research studies revealed that neural networks are vulnerable to adversarial attacks. State-of-the-art defensive techniques add various adversarial examples in training to improve models' adversarial robustness. However, these…

Machine Learning · Computer Science 2019-09-13 Chang Song , Zuoguan Wang , Hai Li

It is well known that deep neural networks (DNNs) are vulnerable to adversarial attacks, which are implemented by adding crafted perturbations onto benign examples. Min-max robust optimization based adversarial training can provide a notion…

Computer Vision and Pattern Recognition · Computer Science 2021-06-23 Shaokai Ye , Kaidi Xu , Sijia Liu , Jan-Henrik Lambrechts , Huan Zhang , Aojun Zhou , Kaisheng Ma , Yanzhi Wang , Xue Lin

Recent works have shown the effectiveness of randomized smoothing as a scalable technique for building neural network-based classifiers that are provably robust to $\ell_2$-norm adversarial perturbations. In this paper, we employ…

Machine Learning · Computer Science 2020-01-13 Hadi Salman , Greg Yang , Jerry Li , Pengchuan Zhang , Huan Zhang , Ilya Razenshteyn , Sebastien Bubeck

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 availability of deep hedging has opened new horizons for solving hedging problems under a large variety of realistic market conditions. At the same time, any model - be it a traditional stochastic model or a market generator - is at…

Computational Finance · Quantitative Finance 2025-02-07 Yannick Limmer , Blanka Horvath

Adversarial attacks on deep-learning models pose a serious threat to their reliability and security. Existing defense mechanisms are narrow addressing a specific type of attack or being vulnerable to sophisticated attacks. We propose a new…

Machine Learning · Computer Science 2023-06-22 Mouna Rabhi , Roberto Di Pietro

Neural networks are vulnerable to adversarial examples, i.e. inputs that are imperceptibly perturbed from natural data and yet incorrectly classified by the network. Adversarial training, a heuristic form of robust optimization that…

Machine Learning · Computer Science 2019-11-12 Ruiqi Gao , Tianle Cai , Haochuan Li , Liwei Wang , Cho-Jui Hsieh , Jason D. Lee

Adversarial examples are inevitable on the road of pervasive applications of deep neural networks (DNN). Imperceptible perturbations applied on natural samples can lead DNN-based classifiers to output wrong prediction with fair confidence…

Machine Learning · Computer Science 2020-11-04 Tao Bai , Jinqi Luo , Jun Zhao

State-of-the-art deep neural networks are known to be vulnerable to adversarial examples, formed by applying small but malicious perturbations to the original inputs. Moreover, the perturbations can \textit{transfer across models}:…

Machine Learning · Statistics 2018-02-28 Lei Wu , Zhanxing Zhu , Cheng Tai , Weinan E

Deep neural networks are vulnerable to adversarial examples, which becomes one of the most important research problems in the development of deep learning. While a lot of efforts have been made in recent years, it is of great significance…

Computer Vision and Pattern Recognition · Computer Science 2019-12-30 Yinpeng Dong , Qi-An Fu , Xiao Yang , Tianyu Pang , Hang Su , Zihao Xiao , Jun Zhu

The forecast of electrical loads is essential for the planning and operation of the power system. Recently, advances in deep learning have enabled more accurate forecasts. However, deep neural networks are prone to adversarial attacks.…

Machine Learning · Computer Science 2023-01-06 Wangkun Xu , Fei Teng

Delusive attacks aim to substantially deteriorate the test accuracy of the learning model by slightly perturbing the features of correctly labeled training examples. By formalizing this malicious attack as finding the worst-case training…

Machine Learning · Computer Science 2021-12-14 Lue Tao , Lei Feng , Jinfeng Yi , Sheng-Jun Huang , Songcan Chen

Deep learning is a standard tool in the field of high-energy physics, facilitating considerable sensitivity enhancements for numerous analysis strategies. In particular, in identification of physics objects, such as jet flavor tagging,…

Data Analysis, Statistics and Probability · Physics 2022-09-20 Annika Stein , Xavier Coubez , Spandan Mondal , Andrzej Novak , Alexander Schmidt

In this paper, we propose a defence strategy to improve adversarial robustness by incorporating hidden layer representation. The key of this defence strategy aims to compress or filter input information including adversarial perturbation.…

Machine Learning · Computer Science 2022-06-24 Haojing Shen , Sihong Chen , Ran Wang , Xizhao Wang

It has been demonstrated that deep neural networks are prone to noisy examples particular adversarial samples during inference process. The gap between robust deep learning systems in real world applications and vulnerable neural networks…

Machine Learning · Computer Science 2018-07-03 Xinhan Di , Pengqian Yu , Meng Tian

The vulnerability of deep neural networks (DNNs) to adversarial attack, which is an attack that can mislead state-of-the-art classifiers into making an incorrect classification with high confidence by deliberately perturbing the original…

Machine Learning · Computer Science 2021-06-18 Lina Wang , Rui Tang , Yawei Yue , Xingshu Chen , Wei Wang , Yi Zhu , Xuemei Zeng

There is an increasing interest in analyzing the behavior of machine learning systems against adversarial attacks. However, most of the research in adversarial machine learning has focused on studying weaknesses against evasion or poisoning…

Machine Learning · Statistics 2025-06-12 Pablo G. Arce , Roi Naveiro , David Ríos Insua