Abstract:Deep Reinforcement Learning approaches to Online Portfolio Selection have grown in popularity in recent years. The sensitive nature of training Reinforcement Learning agents implies a need for extensive efforts in market representation, behavior objectives, and training processes, which have often been lacking in previous works. We propose a training and evaluation process to assess the performance of classical DRL algorithms for portfolio management. We found that most Deep Reinforcement Learning algorithms were not robust, with strategies generalizing poorly and degrading quickly during backtesting.
Abstract:Recent advancements in Artificial Intelligence (AI) have brought new capabilities to behavioural analysis (UEBA) for cyber-security consisting in the detection of hostile action based on the unusual nature of events observed on the Information System.In our previous work (presented at C\&ESAR 2018 and FIC 2019), we have associated deep neural networks auto-encoders for anomaly detection and graph-based events correlation to address major limitations in UEBA systems. This resulted in reduced false positive and false negative rates, improved alert explainability, while maintaining real-time performances and scalability. However, we did not address the natural evolution of behaviours through time, also known as concept drift. To maintain effective detection capabilities, an anomaly-based detection system must be continually trained, which opens a door to an adversary that can conduct the so-called "frog-boiling" attack by progressively distilling unnoticed attack traces inside the behavioural models until the complete attack is considered normal. In this paper, we present a solution to effectively mitigate this attack by improving the detection process and efficiently leveraging human expertise. We also present preliminary work on adversarial AI conducting deception attack, which, in term, will be used to help assess and improve the defense system. These defensive and offensive AI implement joint, continual and active learning, in a step that is necessary in assessing, validating and certifying AI-based defensive solutions.
Abstract:This study evaluates the performances of an LSTM network for detecting and extracting the intent and content of com- mands for a financial chatbot. It presents two techniques, sequence to sequence learning and Multi-Task Learning, which might improve on the previous task.
Abstract:This study evaluates the performances of CNN and LSTM for recognizing common charts patterns in a stock historical data. It presents two common patterns, the method used to build the training set, the neural networks architectures and the accuracies obtained.
Abstract:This paper attempts to provide a state of the art in trend prediction using news headlines. We present the research done on predicting DJIA trends using Natural Language Processing. We will explain the different algorithms we have used as well as the various embedding techniques attempted. We rely on statistical and deep learning models in order to extract information from the corpuses.