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Adversarial Attacks Against Reinforcement Learning-Based Portfolio Management Strategy
Yu-Ying Chen, Chiao-Ting Chen, Chuan-Yun Sang, Yao-Chun Yang,
Szu-Hao Huang
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資訊管理與財務金融學系
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引文 斯高帕斯(Scopus)
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Keyphrases
Learning-based
100%
Reinforcement Learning
100%
Portfolio Strategy
100%
Adversarial Attack
100%
Independent Evaluator
100%
Attack Strategy
40%
Deep Neural Network
40%
Trading Agents
40%
Fast Gradient Sign Method
40%
Adversary
20%
Trading Model
20%
Portfolio Performance
20%
Trading System
20%
Algorithmic Trading
20%
Automatic Trading Systems
20%
Portfolio Values
20%
Adversarial Agents
20%
Unconventional Attacks
20%
Adversarial Samples
20%
Computer Science
Reinforcement Learning
100%
Portfolio Management
100%
Adversarial Machine Learning
100%
Deep Neural Network
50%
Trading System
50%
Neural Network Model
25%
Relative Performance
25%
Relative Value
25%