Re:Attacks against machine learning – an overview
by taurine on Monday June 11, 2018 @05:06AM
(#17282851)
There are not any, since there are no public stock market models worth copying, and no stock market model takes external input. But if they did (you could give a time-series to a model in the cloud, and it would give you predictions) then it would be possible.
Copying models is a problem for cloud-hosted pay-per-prediction image classification, not for constantly retrained stock market models that don't take external input.
Re:Attacks against machine learning – an overview
by Bromskloss on Monday June 11, 2018 @07:55AM
(#17283496)
I thought it would be about observing the behaviour of a system that is trading on the market. The input to the system would consist, for example, of other people's trades.
Re:Attacks against machine learning – an overview
by taurine on Wednesday June 13, 2018 @12:13PM
(#17304423)
It is referring to https://arxiv.org/abs/1609.02943
What you are referring to is possible, but is not "copying" per se, just trying to infer what the system is doing (inverse RL), and then exploit that/make it do mistakes. If you are not HFT it is very difficult to distinguish bots from humans, so you'd have a hard time even finding a target.
I would like to hear stories about such attacks on stock market models.