中文
相关论文

相关论文: Conditional Adversarial Fragility in Financial Mac…

200 篇论文

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,…

数据分析、统计与概率 · 物理学 2022-09-20 Annika Stein , Xavier Coubez , Spandan Mondal , Andrzej Novak , Alexander Schmidt

In finance, sequential decision problems are often faced, for which reinforcement learning (RL) emerges as a promising tool for optimisation without the need of analytical tractability. However, the objective of classical RL is the expected…

计算金融 · 定量金融 2026-02-13 Federico Cacciamani , Roberto Daluiso , Marco Pinciroli , Michele Trapletti , Edoardo Vittori

Deep Neural Networks, despite their great success in diverse domains, are provably sensitive to small perturbations on correctly classified examples and lead to erroneous predictions. Recently, it was proposed that this behavior can be…

机器学习 · 计算机科学 2020-09-29 Nan Xu , Oluwaseyi Feyisetan , Abhinav Aggarwal , Zekun Xu , Nathanael Teissier

Contextual question-answering models are susceptible to adversarial perturbations to input context, commonly observed in real-world scenarios. These adversarial noises are designed to degrade the performance of the model by distorting the…

计算与语言 · 计算机科学 2025-11-18 Asir Saadat , Nahian Ibn Asad

The use of machine learning and intelligent systems has become an established practice in the realm of malware detection and cyber threat prevention. In an environment characterized by widespread accessibility and big data, the feasibility…

机器学习 · 计算机科学 2019-07-09 Sean M. Devine , Nathaniel D. Bastian

We study budget-constrained contextual bandits with adversarial contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context, rewards and…

机器学习 · 计算机科学 2026-05-08 Dhruv Sarkar , Abhishek Sinha

Reinforcement learning (RL) has achieved remarkable success in fields like robotics and autonomous driving, but adversarial attacks designed to mislead RL systems remain challenging. Existing approaches often rely on modifying the…

机器学习 · 计算机科学 2025-07-25 Junyong Jiang , Buwei Tian , Chenxing Xu , Songze Li , Lu Dong

Motivated by safety-critical classification problems, we investigate adversarial attacks against cost-sensitive classifiers. We use current state-of-the-art adversarially-resistant neural network classifiers [1] as the underlying models.…

机器学习 · 统计学 2019-10-08 Gavin S. Hartnett , Andrew J. Lohn , Alexander P. Sedlack

We introduce a novel machine learning model for credit risk by combining tree-boosting with a latent spatio-temporal Gaussian process model accounting for frailty correlation. This allows for modeling non-linearities and interactions among…

风险管理 · 定量金融 2025-12-19 Pascal Kündig , Fabio Sigrist

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…

机器学习 · 计算机科学 2021-07-15 Huan Zhang , Hongge Chen , Chaowei Xiao , Bo Li , Mingyan Liu , Duane Boning , Cho-Jui Hsieh

Tracking the build-up of financial vulnerabilities is a key component of financial stability policy. Due to the complexity of the financial system, this task is daunting, and there have been several proposals on how to manage this goal. One…

统计金融 · 定量金融 2024-12-19 Katalin Varga , Tibor Szendrei

The incremental diffusion of machine learning algorithms in supporting cybersecurity is creating novel defensive opportunities but also new types of risks. Multiple researches have shown that machine learning methods are vulnerable to…

密码学与安全 · 计算机科学 2021-06-18 Giovanni Apruzzese , Mauro Andreolini , Luca Ferretti , Mirco Marchetti , Michele Colajanni

We provide two methodological insights on \emph{ex ante} policy evaluation for macro models of economic development. First, we show that the problems of parameter instability and lack of behavioral constancy can be overcome by considering…

综合经济学 · 经济学 2019-02-04 Gonzalo Castaeda , Omar A. Guerrero

In the context of aircraft system performance assessment, deep learning technologies allow to quickly infer models from experimental measurements, with less detailed system knowledge than usually required by physics-based modeling. However,…

机器学习 · 计算机科学 2022-09-09 Houssem Ben Braiek , Thomas Reid , Foutse Khomh

It has been consistently reported that many machine learning models are susceptible to adversarial attacks i.e., small additive adversarial perturbations applied to data points can cause misclassification. Adversarial training using…

机器学习 · 统计学 2021-07-15 Hossein Taheri , Ramtin Pedarsani , Christos Thrampoulidis

The vulnerability of deep neural networks (DNNs) to adversarial examples has attracted great attention in the machine learning community. The problem is related to non-flatness and non-smoothness of normally obtained loss landscapes.…

机器学习 · 计算机科学 2023-02-13 Qizhang Li , Yiwen Guo , Wangmeng Zuo , Hao Chen

Robust optimization has been widely used in nowadays data science, especially in adversarial training. However, little research has been done to quantify how robust optimization changes the optimizers and the prediction losses comparing to…

机器学习 · 计算机科学 2020-10-06 Zhun Deng , Cynthia Dwork , Jialiang Wang , Linjun Zhang

Adversarial training is a computationally expensive task and hence searching for neural network architectures with robustness as the criterion can be challenging. As a step towards practical automation, this work explores the efficacy of a…

机器学习 · 计算机科学 2021-09-07 Ambrish Rawat , Mathieu Sinn , Beat Buesser

Despite breakthrough performance, modern learning models are known to be highly vulnerable to small adversarial perturbations in their inputs. While a wide variety of recent \emph{adversarial training} methods have been effective at…

机器学习 · 计算机科学 2020-02-26 Adel Javanmard , Mahdi Soltanolkotabi , Hamed Hassani

Reinforcement learning policies based on deep neural networks are vulnerable to imperceptible adversarial perturbations to their inputs, in much the same way as neural network image classifiers. Recent work has proposed several methods to…

机器学习 · 计算机科学 2021-08-31 Ezgi Korkmaz