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Adversarial Robustness of Deep Convolutional Candlestick Learner

2020-05-29 · Jun-Hao Chen, Samuel Yen-Chi Chen, Yun-Cheng Tsai, Chih-Shiang Shur

Deep learning (DL) has been applied extensively in a wide range of fields. However, it has been shown that DL models are susceptible to a certain kinds of perturbations called \emph{adversarial attacks}. To fully unlock the power of DL in critical fields such as financial trading, it is necessary to address such issues. In this paper, we present a method of constructing perturbed examples and use these examples to boost the robustness of the model. Our algorithm increases the stability of DL models for candlestick classification with respect to perturbations in the input data.

📄 PDF Abstract BibTeX arXiv:2006.03686

Code (2)

pecu/FinancialVision 공식 구현 tf
RogerDeng/FinancialVision mxnet

Tasks

Adversarial Robustness

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