Adversarial Attacks Against Reinforcement Learning-Based Portfolio Management Strategy

Adversarial Attacks Against Reinforcement Learning-Based Portfolio Management Strategy

Many researchers have incorporated deep neural networks (DNNs) with reinforcement learning (RL) in automatic trading systems. However, such methods result in complicated algorithmic trading models with several defects, especially when a DNN model is vulnerable to malicious adversarial samples. Resea...

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Bibliographic Details
Main Authors: Yu-Ying Chen, Chiao-Ting Chen, Chuan-Yun Sang, Yao-Chun Yang, Szu-Hao Huang
Format: Article
Language:English
Published: IEEE 2021-01-01
Series:IEEE Access
Subjects:
Reinforcement learning
adversarial attack
Online Access:https://ieeexplore.ieee.org/document/9386090/

Internet

https://ieeexplore.ieee.org/document/9386090/

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