Trading Devil: Robust backdoor attack via Stochastic investment models and Bayesian approach
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- David Rios Insua & Roi Naveiro & Víctor Gallego & Jason Poulos, 2023. "Adversarial Machine Learning: Bayesian Perspectives," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 2195-2206, July.
- L. Z.J. Liang & D. Lemmens & J. Tempere, 2010. "Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 75(3), pages 335-342, June.
- L. Z. J. Liang & D. Lemmens & J. Tempere, 2010. "Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model," Papers 1011.1175, arXiv.org.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Salazar Celis, Oliver & Liang, Lingzhi & Lemmens, Damiaan & Tempère, Jacques & Cuyt, Annie, 2015. "Determining and benchmarking risk neutral distributions implied from option prices," Applied Mathematics and Computation, Elsevier, vol. 258(C), pages 372-387.
- Son-Nan Chen & Pao-Peng Hsu & Chang-Yi Li, 2016. "Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion," Quantitative Finance, Taylor & Francis Journals, vol. 16(4), pages 573-592, April.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2024-07-29 (Big Data)
- NEP-CMP-2024-07-29 (Computational Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2406.10719. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.