31 citations · 32 across the 6 of their papers we have counts for
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cs.LG2020
Adversarial Attacks on Deep Algorithmic Trading Policies
Yaser Faghan, Nancirose Piazza, Vahid Behzadan +1
Deep Reinforcement Learning (DRL) has become an appealing solution to algorithmic trading such as high frequency trading of stocks and cyptocurrencies. However, DRL have been shown…
stat.ML2020★ 31 cited
PermuteAttack: Counterfactual Explanation of Machine Learning Credit Scorecards
Masoud Hashemi, Ali Fathi
This paper is a note on new directions and methodologies for validation and explanation of Machine Learning (ML) models employed for retail credit scoring in finance. Our proposed…