
arXiv: 2101.03128
Adversarial samples have drawn a lot of attention from the Machine Learning community in the past few years. An adverse sample is an artificial data point coming from an imperceptible modification of a sample point aiming at misleading. Surprisingly, in financial research, little has been done in relation to this topic from a concrete trading point of view. We show that those adversarial samples can be implemented in a trading environment and have a negative impact on certain market participants. This could have far reaching implications for financial markets either from a trading or a regulatory point of view.
FOS: Economics and business, FOS: Computer and information sciences, Computer Science - Machine Learning, Quantitative Finance - Trading and Market Microstructure, Trading and Market Microstructure (q-fin.TR), Machine Learning (cs.LG)
FOS: Economics and business, FOS: Computer and information sciences, Computer Science - Machine Learning, Quantitative Finance - Trading and Market Microstructure, Trading and Market Microstructure (q-fin.TR), Machine Learning (cs.LG)
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