Github/Algo-Trade-Adversarial-Examples
1
0
Fork 0
mirror of https://github.com/nehemya/Algo-Trade-Adversarial-Examples synced 2024-11-24 11:34:55 +00:00
Code Issues Projects Releases Wiki Activity

Logo image + credit

Browse Source
This commit is contained in:
Yael Mathov 2021-06-29 15:26:08 +03:00 committed by GitHub
parent dc02417ee4
commit 2868757f87
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 7 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

7
README.md
View File

@ -21,6 +21,10 @@
Crafting a targeted universal adversarial perturbation against the alpha model of an algorithmic trading system.
</p>
<p align="center">
<img width=80% src="https://github.com/nehemya/Algo-Trade-Adversarial-Examples/blob/main/git_logo.jpeg">
</p>
## About the Project
This repository contains the code for the ECML PKDD 2021 manuscript [Taking Over the Stock Market: Adversarial Perturbations Against Algorithmic Traders](https://arxiv.org/abs/2010.09246). Our study presents a realistic scenario in which an attacker influences algorithmic trading systems using adversarial learning techniques to manipulate the input data stream in real-time.
The attacker creates a targeted universal adversarial perturbation (TUAP) that is agnostic to the target model and time of use, which remains imperceptible when added to the input stream.
@ -37,3 +41,6 @@ Our code reads and processes the data from the [S&P 500 Intraday](https://www.ka
}
```
## Acknowledgments
The logo was created using [Lorenzo's image from Pexels](https://www.pexels.com/photo/turned-on-monitor-displaying-frequency-graph-241544/).