A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Deep learning detects APT attacks with high accuracy and low false positives.
Malware allegedly developed by nation-states, also known as advanced persistent threats (APT), are becoming more common. The task of attributing an APT to a specific nation-state or classifying it to the correct APT family is challenging for several reasons. First, each nation-state has more than a single cyber unit th…
In recent years numerous advanced malware, aka advanced persistent threats (APT) are allegedly developed by nation-states. The task of attributing an APT to a specific nation-state is extremely challenging for several reasons. Each nation-state has usually more than a single cyber unit that develops such advanced malwa…
We generalize the Arbitrage Pricing Theory (APT) to include the contribution of virtual arbitrage opportunities. We model the arbitrage return by a stochastic process. The latter is incorporated in the APT framework to calculate the correction to the APT due to the virtual arbitrage opportunities. The resulting relatio…
Study on time-varying APT validity in Japanese stock market.
"Feint Attack", as a new type of APT attack, has become the focus of attention. It adopts a multi-stage attacks mode which can be concluded as a combination of virtual attacks and real attacks. Under the cover of virtual attacks, real attacks can achieve the real purpose of the attacker, as a result, it often caused hu…
How can one perform Bayesian inference on stochastic simulators with intractable likelihoods? A recent approach is to learn the posterior from adaptively proposed simulations using neural network-based conditional density estimators. However, existing methods are limited to a narrow range of proposal distributions or r…
APT-Gen generates tasks to help RL learn in hard problems.
We contrast Arbitrage Pricing Theory (APT), the theoretical basis for the development of financial instruments, with a dynamical picture of an interacting market, in a simple setting. The proliferation of financial instruments apparently provides more means for risk diversification, making the market more efficient and…
Paper proposes nested MLMC for SNPE with intractable likelihoods.
Study uses APT and QR to identify risk factors affecting crude oil returns.
We consider infinite dimensional optimization problems motivated by the financial model called Arbitrage Pricing Theory. Using probabilistic and functional analytic tools, we provide a dual characterization of the super-replication cost. Then, we show the existence of optimal strategies for investors maximizing their e…
Two proofs of Kalman Theorem using flows of vector fields.
Study proposes local effective dimension to measure model capacity and generalization error.
This paper studies adversarial attacks on Gaussian process bandits.
Subpopulation attacks poison data to misclassify naturally distributed points.
Reward-poisoning attacks can force RL agents to learn bad policies, and we categorize and quantify their feasibility.
Investigates methods to regularize quantile regression for accurate predictions.
Spanning attack improves black-box attacks with unlabeled data.
Headless attacks bypass classification heads to fool transfer learning models.
This paper explores evasion attacks against Bayesian models.
Adversarial attacks pose a threat to deep neural networks, especially in safety-critical applications.
RayS attack improves hard-label adversarial attacks by reducing query complexity and identifying false robust models.
Depending on how much information an adversary can access to, adversarial attacks can be classified as white-box attack and black-box attack. For white-box attack, optimization-based attack algorithms such as projected gradient descent (PGD) can achieve relatively high attack success rates within moderate iterates. How…
Due to the broad range of applications of stochastic multi-armed bandit model, understanding the effects of adversarial attacks and designing bandit algorithms robust to attacks are essential for the safe applications of this model. In this paper, we introduce a new class of attack named action-manipulation attack. In …
Control policies, trained using the Deep Reinforcement Learning, have been recently shown to be vulnerable to adversarial attacks introducing even very small perturbations to the policy input. The attacks proposed so far have been designed using heuristics, and build on existing adversarial example crafting techniques …
There has been an ongoing cycle where stronger defenses against adversarial attacks are subsequently broken by a more advanced defense-aware attack. We present a new approach towards ending this cycle where we "deflect'' adversarial attacks by causing the attacker to produce an input that semantically resembles the att…
New attacks reveal membership in label-only ML models.
Adversarial attacks for image classification are small perturbations to images that are designed to cause misclassification by a model. Adversarial attacks formally correspond to an optimization problem: find a minimum norm image perturbation, constrained to cause misclassification. A number of effective attacks have b…
This paper proposes multi-view attack strategies for deep models.
MTRGL learns temporal correlations from multi-modal data for improved pair trading.
New attacks can infer model training membership using only label predictions, not confidence.
Pixle attacks images by rearranging pixels, bypassing neural networks.
Efficiently attacks large-scale graphs without using the whole graph.
Most state-of-the-art machine learning (ML) classification systems are vulnerable to adversarial perturbations. As a consequence, adversarial robustness poses a significant challenge for the deployment of ML-based systems in safety- and security-critical environments like autonomous driving, disease detection or unmann…
We introduce two tactics to attack agents trained by deep reinforcement learning algorithms using adversarial examples, namely the strategically-timed attack and the enchanting attack. In the strategically-timed attack, the adversary aims at minimizing the agent's reward by only attacking the agent at a small subset of…
A new method uses adversarial attacks to detect other adversarial attacks.
Study on reward poisoning attacks on CMAB, revealing attackability depends on adversary's knowledge.
Many machine learning algorithms are vulnerable to almost imperceptible perturbations of their inputs. So far it was unclear how much risk adversarial perturbations carry for the safety of real-world machine learning applications because most methods used to generate such perturbations rely either on detailed model inf…
New black-box attack method improves GNN defense without needing training data.
Robustness of Deep Reinforcement Learning (DRL) algorithms towards adversarial attacks in real world applications such as those deployed in cyber-physical systems (CPS) are of increasing concern. Numerous studies have investigated the mechanisms of attacks on the RL agent's state space. Nonetheless, attacks on the RL a…
Gradient-based adversarial attacks on neural networks can be crafted in a variety of ways by varying either how the attack algorithm relies on the gradient, the network architecture used for crafting the attack, or both. Most recent work has focused on defending classifiers in a case where there is no uncertainty about…
Transferability captures the ability of an attack against a machine-learning model to be effective against a different, potentially unknown, model. Empirical evidence for transferability has been shown in previous work, but the underlying reasons why an attack transfers or not are not yet well understood. In this paper…
Recent studies show that Deep Reinforcement Learning (DRL) models are vulnerable to adversarial attacks, which attack DRL models by adding small perturbations to the observations. However, some attacks assume full availability of the victim model, and some require a huge amount of computation, making them less feasible…
This paper improves attacks on recommender systems by solving optimization problems more precisely.
First robust bandit algorithm for contextual bandits with sub-linear regret.
As machine learning (ML) becomes more and more powerful and easily accessible, attackers increasingly leverage ML to perform automated large-scale inference attacks in various domains. In such an ML-equipped inference attack, an attacker has access to some data (called public data) of an individual, a software, or a sy…
In this paper we propose a new membership attack method called co-membership attacks against deep generative models including Variational Autoencoders (VAEs) and Generative Adversarial Networks (GANs). Specifically, membership attack aims to check whether a given instance x was used in the training data or not. A co-me…