Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction

The remarkable achievements and rapid advancements of Large Language Models (LLMs) such as ChatGPT and GPT-4 have showcased their immense potential in quantitative investment. Traders can effectively leverage these LLMs to analyze financial news and predict stock returns accurately. However, integrating LLMs into existing quantitative models presents two primary challenges: the insufficient utilization of semantic information embedded within LLMs and the difficulties in aligning the latent information within LLMs with pre-existing quantitative stock features. We propose a novel framework consisting of two components to surmount these challenges. The first component, the Local-Global (LG) model, introduces three distinct strategies for modeling global information. These approaches are grounded respectively on stock features, the capabilities of LLMs, and a hybrid method combining the two paradigms. The second component, Self-Correlated Reinforcement Learning (SCRL), focuses on aligning the embeddings of financial news generated by LLMs with stock features within the same semantic space. By implementing our framework, we have demonstrated superior performance in Rank Information Coefficient and returns, particularly compared to models relying only on stock features in the China A-share market.

Adv-Attribute: Inconspicuous and Transferable Adversarial Attack on Face Recognition

Deep learning models have shown their vulnerability when dealing with adversarial attacks. Existing attacks almost perform on low-level instances, such as pixels and super-pixels, and rarely exploit semantic clues. For face recognition attacks, existing methods typically generate the l_p-norm perturbations on pixels, however, resulting in low attack transferability and high vulnerability to denoising defense models. In this work, instead of performing perturbations on the low-level pixels, we propose to generate attacks through perturbing on the high-level semantics to improve attack transferability. Specifically, a unified flexible framework, Adversarial Attributes (Adv-Attribute), is designed to generate inconspicuous and transferable attacks on face recognition, which crafts the adversarial noise and adds it into different attributes based on the guidance of the difference in face recognition features from the target. Moreover, the importance-aware attribute selection and the multi-objective optimization strategy are introduced to further ensure the balance of stealthiness and attacking strength. Extensive experiments on the FFHQ and CelebA-HQ datasets show that the proposed Adv-Attribute method achieves the state-of-the-art attacking success rates while maintaining better visual effects against recent attack methods.

Exploring Frequency Adversarial Attacks for Face Forgery Detection

Various facial manipulation techniques have drawn serious public concerns in morality, security, and privacy. Although existing face forgery classifiers achieve promising performance on detecting fake images, these methods are vulnerable to adversarial examples with injected imperceptible perturbations on the pixels. Meanwhile, many face forgery detectors always utilize the frequency diversity between real and fake faces as a crucial clue. In this paper, instead of injecting adversarial perturbations into the spatial domain, we propose a frequency adversarial attack method against face forgery detectors. Concretely, we apply discrete cosine transform (DCT) on the input images and introduce a fusion module to capture the salient region of adversary in the frequency domain. Compared with existing adversarial attacks (e.g. FGSM, PGD) in the spatial domain, our method is more imperceptible to human observers and does not degrade the visual quality of the original images. Moreover, inspired by the idea of meta-learning, we also propose a hybrid adversarial attack that performs attacks in both the spatial and frequency domains. Extensive experiments indicate that the proposed method fools not only the spatial-based detectors but also the state-of-the-art frequency-based detectors effectively. In addition, the proposed frequency attack enhances the transferability across face forgery detectors as black-box attacks.

IoU Attack: Towards Temporally Coherent Black-Box Adversarial Attack for Visual Object Tracking

Adversarial attack arises due to the vulnerability of deep neural networks to perceive input samples injected with imperceptible perturbations. Recently, adversarial attack has been applied to visual object tracking to evaluate the robustness of deep trackers. Assuming that the model structures of deep trackers are known, a variety of white-box attack approaches to visual tracking have demonstrated promising results. However, the model knowledge about deep trackers is usually unavailable in real applications. In this paper, we propose a decision-based black-box attack method for visual object tracking. In contrast to existing black-box adversarial attack methods that deal with static images for image classification, we propose IoU attack that sequentially generates perturbations based on the predicted IoU scores from both current and historical frames. By decreasing the IoU scores, the proposed attack method degrades the accuracy of temporal coherent bounding boxes (i.e., object motions) accordingly. In addition, we transfer the learned perturbations to the next few frames to initialize temporal motion attack. We validate the proposed IoU attack on state-of-the-art deep trackers (i.e., detection based, correlation filter based, and long-term trackers). Extensive experiments on the benchmark datasets indicate the effectiveness of the proposed IoU attack method. The source code is available at https://github.com/VISION-SJTU/IoUattack.

Robust Tracking against Adversarial Attacks

While deep convolutional neural networks (CNNs) are vulnerable to adversarial attacks, considerably few efforts have been paid to construct robust deep tracking algorithms against adversarial attacks. Current studies on adversarial attack and defense mainly reside in a single image. In this work, we first attempt to generate adversarial examples on top of video sequences to improve the tracking robustness against adversarial attacks. To this end, we take temporal motion into consideration when generating lightweight perturbations over the estimated tracking results frame-by-frame. On one hand, we add the temporal perturbations into the original video sequences as adversarial examples to greatly degrade the tracking performance. On the other hand, we sequentially estimate the perturbations from input sequences and learn to eliminate their effect for performance restoration. We apply the proposed adversarial attack and defense approaches to state-of-the-art deep tracking algorithms. Extensive evaluations on the benchmark datasets demonstrate that our defense method not only eliminates the large performance drops caused by adversarial attacks, but also achieves additional performance gains when deep trackers are not under adversarial attacks.