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We evaluate adversarial robustness in tabular machine learning models used in financial decision making. Using credit scoring and fraud detection data, we apply gradient based attacks and measure impacts on discrimination, calibration, and…
Algorithms are increasingly common components of high-impact decision-making, and a growing body of literature on adversarial examples in laboratory settings indicates that standard machine learning models are not robust. This suggests that…
Algorithmic trading relies on machine learning models to make trading decisions. Despite strong in-sample performance, these models often degrade when confronted with evolving real-world market regimes, which can shift dramatically due to…
This work introduces a regime-aware in-context learning framework that leverages large language models (LLMs) for financial volatility forecasting under nonstationary market conditions. The proposed approach deploys pretrained LLMs to…
Recent tabular Foundational Models (FM) such as TabPFN and TabICL, leverage in-context learning to achieve strong performance without gradient updates or fine-tuning. However, their robustness to adversarial manipulation remains largely…
We demonstrate the use of Adaptive Stress Testing to detect and address potential vulnerabilities in a financial environment. We develop a simplified model for credit card fraud detection that utilizes a linear regression classifier based…
Algorithmic trading systems are often completely automated, and deep learning is increasingly receiving attention in this domain. Nonetheless, little is known about the robustness properties of these models. We study valuation models for…
Learning models capable of providing reliable predictions in the face of adversarial actions has become a central focus of the machine learning community in recent years. This challenge arises from observing that data encountered at…
Despite extraordinary progress, current machine learning systems have been shown to be brittle against adversarial examples: seemingly innocuous but carefully crafted perturbations of test examples that cause machine learning predictors to…
Machine learning models are usually evaluated according to the average case performance on the test set. However, this is not always ideal, because in some sensitive domains (e.g. autonomous driving), it is the worst case performance that…
Adversarial examples are inputs to machine learning models that an attacker has intentionally designed to confuse the model into making a mistake. Such examples pose a serious threat to the applicability of machine-learning-based systems,…
This paper explores reinforcement learning (RL) policy robustness by systematically analyzing network parameters under internal and external stresses. \textcolor{black}{We apply synaptic filtering methods using high-pass, low-pass, and…
While deep learning has led to remarkable results on a number of challenging problems, researchers have discovered a vulnerability of neural networks in adversarial settings, where small but carefully chosen perturbations to the input can…
The existence of adversarial examples has led to considerable uncertainty regarding the trust one can justifiably put in predictions produced by automated systems. This uncertainty has, in turn, lead to considerable research effort in…
Adversarial examples pose a unique challenge for deep learning systems. Despite recent advances in both attacks and defenses, there is still a lack of clarity and consensus in the community about the true nature and underlying properties of…
Adversarially robust training has been shown to reduce the susceptibility of learned models to targeted input data perturbations. However, it has also been observed that such adversarially robust models suffer a degradation in accuracy when…
Neural networks are known to be highly sensitive to adversarial examples. These may arise due to different factors, such as random initialization, or spurious correlations in the learning problem. To better understand these factors, we…
Adversarial robustness studies the worst-case performance of a machine learning model to ensure safety and reliability. With the proliferation of deep-learning-based technology, the potential risks associated with model development and…
Despite many proposed algorithms to provide robustness to deep learning (DL) models, DL models remain susceptible to adversarial attacks. We hypothesize that the adversarial vulnerability of DL models stems from two factors. The first…
Adversarial machine learning challenges the assumption that the underlying distribution remains consistent throughout the training and implementation of a prediction model. In particular, adversarial evasion considers scenarios where…