Search Results for author: Ali Fathi

Found 3 papers, 0 papers with code

Adversarial Attacks on Deep Algorithmic Trading Policies

no code implementations22 Oct 2020 Yaser Faghan, Nancirose Piazza, Vahid Behzadan, Ali Fathi

Deep Reinforcement Learning (DRL) has become an appealing solution to algorithmic trading such as high frequency trading of stocks and cyptocurrencies.

Algorithmic Trading

PermuteAttack: Counterfactual Explanation of Machine Learning Credit Scorecards

no code implementations24 Aug 2020 Masoud Hashemi, Ali Fathi

We propose a model criticism and explanation framework based on adversarially generated counterfactual examples for tabular data.

Counterfactual Explanation

Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft)

no code implementations5 Jun 2018 Greg Kirczenow, Ali Fathi, Matt Davison

This paper studies the application of machine learning in extracting the market implied features from historical risk neutral corporate bond yields.

Denoising

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