Investigating machine learning attacks on financial time series models

نویسندگان

چکیده

Machine learning and Artificial Intelligence (AI) already support human decision-making complement professional roles, are expected in the future to be sufficiently trusted make autonomous decisions. To trust AI systems with such tasks, a high degree of confidence their behaviour is needed. However, can drastically different decisions if input data modified, way that would imperceptible humans. The field Adversarial Learning studies how this feature could exploited by an attacker countermeasures defend against them. This work examines Fast Gradient Signed Method (FGSM) attack, novel Single Value attack Label Flip on trending architecture, namely 1-Dimensional Convolutional Neural Network model used for time series classification. results show architecture was susceptible these attacks that, face, classifier accuracy significantly impacted.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Machine learning algorithms for time series in financial markets

This research is related to the usefulness of different machine learning methods in forecasting time series on financial markets. The main issue in this field is that economic managers and scientific society are still longing for more accurate forecasting algorithms. Fulfilling this request leads to an increase in forecasting quality and, therefore, more profitability and efficiency. In this pa...

متن کامل

Financial Series Prediction: Comparison Between Precision of Time Series Models and Machine Learning Methods

Investors collect information from trading market and make investing decision based on collected information, i.e. belief of future trend of security’s price. Therefore, several mainstream trend analysis methodology come into being and develop gradually. However, precise trend predicting has long been a difficult problem because of overwhelming market information. Although traditional time seri...

متن کامل

Financial time series forecasting with machine learning techniques: a survey

Stock index forecasting is vital for making informed investment decisions. This paper surveys recent literature in the domain of machine learning techniques and artificial intelligence used to forecast stock market movements. The publications are categorised according to the machine learning technique used, the forecasting timeframe, the input variables used, and the evaluation techniques emplo...

متن کامل

Financial Time Series Forecasting – a Machine Learning Approach

The Stock Market is known for its volatile and unstable nature. A particular stock could be thriving in one period and declining in the next. Stock traders make money from buying equity when they are at their lowest and selling when they are at their highest. The logical question would be: "What Causes Stock Prices To Change?". At the most fundamental level, the answer to this would be the dema...

متن کامل

Time series forecasting of Bitcoin price based on ARIMA and machine learning approaches

Bitcoin as the current leader in cryptocurrencies is a new asset class receiving significant attention in the financial and investment community and presents an interesting time series prediction problem. In this paper, some forecasting models based on classical like ARIMA and machine learning approaches including Kriging, Artificial Neural Network (ANN), Bayesian method, Support Vector Machine...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Computers & Security

سال: 2022

ISSN: ['0167-4048', '1872-6208']

DOI: https://doi.org/10.1016/j.cose.2022.102933