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.
New method defends RL agents from poisoning attacks without MDP knowledge.
Minimalistic attacks reveal deep RL policies' vulnerabilities with little perturbation.
Machine learning classifiers are known to be vulnerable to inputs maliciously constructed by adversaries to force misclassification. Such adversarial examples have been extensively studied in the context of computer vision applications. In this work, we show adversarial attacks are also effective when targeting neural …
Adversarial policies beat superhuman Go AI systems.
Study on adversarial training's impact on deep neural reinforcement learning policies.
Preschool attendance correlates with lower developmental vulnerabilities in Queensland, Australia.
Recent work has identified that classification models implemented as neural networks are vulnerable to data-poisoning and Trojan attacks at training time. In this work, we show that these training-time vulnerabilities extend to deep reinforcement learning (DRL) agents and can be exploited by an adversary with access to…
The study evaluates how prediction helps identify the worst-off in welfare programs.
New split rules improve subpopulation targeting in policy-making.
Analyzes valuation of derivative claims with asymmetric funding costs and WWR.
This paper investigates the resilience and robustness of Deep Reinforcement Learning (DRL) policies to adversarial perturbations in the state space. We first present an approach for the disentanglement of vulnerabilities caused by representation learning of DRL agents from those that stem from the sensitivity of the DR…
Survival analysis models predict economic convergence across Americas.
Paper proposes MCTSPO for better reinforcement learning policy optimization.
Deep reinforcement learning (RL) policies are known to be vulnerable to adversarial perturbations to their observations, similar to adversarial examples for classifiers. However, an attacker is not usually able to directly modify another agent's observations. This might lead one to wonder: is it possible to attack an R…
Deep RL policies are vulnerable to adversarial perturbations, but vanilla training yields more robust policies.
Recent developments have established the vulnerability of deep reinforcement learning to policy manipulation attacks via intentionally perturbed inputs, known as adversarial examples. In this work, we propose a technique for mitigation of such attacks based on addition of noise to the parameter space of deep reinforcem…
Face recognition systems are vulnerable to composite face reconstruction attacks.
Model-based reinforcement learning has the potential to be more sample efficient than model-free approaches. However, existing model-based methods are vulnerable to model bias, which leads to poor generalization and asymptotic performance compared to model-free counterparts. In addition, they are typically based on the…
This paper analyzes how banking risks spread through sentiment and policy shocks.
A new framework for offline RL improves policy flexibility and regularity.
The policy objective of safeguarding financial stability has stimulated a wave of research on systemic risk analytics, yet it still faces challenges in measurability. This paper models systemic risk by tapping into expert knowledge of financial supervisors. We decompose systemic risk into a number of interconnected seg…
This paper investigates a class of attacks targeting the confidentiality aspect of security in Deep Reinforcement Learning (DRL) policies. Recent research have established the vulnerability of supervised machine learning models (e.g., classifiers) to model extraction attacks. Such attacks leverage the loosely-restricte…
Model for optimal cybersecurity investment considering clustered cyberattacks.
Reinforcement learning (RL) has advanced greatly in the past few years with the employment of effective deep neural networks (DNNs) on the policy networks. With the great effectiveness came serious vulnerability issues with DNNs that small adversarial perturbations on the input can change the output of the network. Sev…
This paper proposes non-stationary factor models for financial stress in the UK.
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 …
The 2008 financial crisis revealed banking consolidation paradoxically increased systemic fragility and global financial contagion with negligible spatial decay.
In this paper, we have discussed initial findings and results of our experiment to predict sexual and reproductive health vulnerabilities of migrants in a data-constrained environment. Notwithstanding the limited research and data about migrants and migration cities, we propose a solution that simultaneously focuses on…
Optimal policies identified for learning systems with a malicious expert.
New method optimizes ambiguity sets for robust MDPs, improving policy robustness.
The detection of software vulnerabilities (or vulnerabilities for short) is an important problem that has yet to be tackled, as manifested by the many vulnerabilities reported on a daily basis. This calls for machine learning methods for vulnerability detection. Deep learning is attractive for this purpose because it a…
New method improves DRL robustness against adversarial state observations.
Optimizes control interventions in real-world networks using deep-learning and network science.
Each year, thousands of software vulnerabilities are discovered and reported to the public. Unpatched known vulnerabilities are a significant security risk. It is imperative that software vendors quickly provide patches once vulnerabilities are known and users quickly install those patches as soon as they are available…
Despite the remarkable performance of deep neural networks on various computer vision tasks, they are known to be susceptible to adversarial perturbations, which makes it challenging to deploy them in real-world safety-critical applications. In this paper, we conjecture that the leading cause of adversarial vulnerabili…
A membership inference attack (MIA) against a machine-learning model enables an attacker to determine whether a given data record was part of the model's training data or not. In this paper, we provide an in-depth study of the phenomenon of disparate vulnerability against MIAs: unequal success rate of MIAs against diff…
Machine learning has been widely applied to various applications, some of which involve training with privacy-sensitive data. A modest number of data breaches have been studied, including credit card information in natural language data and identities from face dataset. However, most of these studies focus on supervise…
Increasing numbers of software vulnerabilities are discovered every year whether they are reported publicly or discovered internally in proprietary code. These vulnerabilities can pose serious risk of exploit and result in system compromise, information leaks, or denial of service. We leveraged the wealth of C and C++ …
Over the past few years, neural networks were proven vulnerable to adversarial images: targeted but imperceptible image perturbations lead to drastically different predictions. We show that adversarial vulnerability increases with the gradients of the training objective when viewed as a function of the inputs. Surprisi…
Study examines Trump's crypto influence on markets, revealing conflicts and vulnerabilities.
Study cyber-attacks on RL algorithms, focusing on cost signal manipulation.
Single autoregressive model outperforms ensemble methods in offline reinforcement learning.
New risk measures assess cryptocurrency market vulnerabilities during financial distress.
Paper introduces a simulator-free approach to reinforcement learning policy distillation.
Hybrid model prices vulnerable options with stochastic volatility.
Study on measuring vulnerability of neural network parameters via corruption.
Emerging economies use countercyclical policies to manage crises and dominant currencies.
The price volatility of cryptocurrencies is often cited as a major hindrance to their wide-scale adoption. Consequently, during the last two years, multiple so called stablecoins have surfaced---cryptocurrencies focused on maintaining stable exchange rates. In this paper, we systematically explore and analyze the stabl…