# Targeted Manipulation: Slope-Based Attacks on Financial Time-Series Data

arXiv: https://arxiv.org/abs/2511.19330 · HTML: https://mlsanity.com/paper/2511.19330/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 10 of its 23 references that are in the map.
- First posted on arXiv 24 Nov 2025.

## Builds on (most cited first, 10 of 10)

- [Explaining and Harnessing Adversarial Examples](https://mlsanity.com/paper/1412.6572/) (2014)
- [Generative Adversarial Networks](https://mlsanity.com/paper/2203.00667/) (2022)
- [Improved Training of Wasserstein GANs](https://mlsanity.com/paper/1704.00028/) (2017)
- [Unsupervised Representation Learning with Deep Convolutional Generative Adversarial Networks](https://mlsanity.com/paper/1511.06434/) (2015)
- [Adversarial examples in the physical world](https://mlsanity.com/paper/1607.02533/) (2016)
- [Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs](https://mlsanity.com/paper/1706.02633/) (2017)
- [N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting](https://mlsanity.com/paper/2201.12886/) (2022)
- [Untargeted, Targeted and Universal Adversarial Attacks and Defenses on Time Series](https://mlsanity.com/paper/2101.05639/) (2021)
- [Adversarial Attacks on Image Classification Models: FGSM and Patch Attacks and their Impact](https://mlsanity.com/paper/2307.02055/) (2023)
- [Are Time-Series Foundation Models Deployment-Ready? A Systematic Study of Adversarial Robustness Across Domains](https://mlsanity.com/paper/2505.19397/) (2025)

## Abstract (arXiv)

A common method of attacking deep learning models is through adversarial attacks, which occur when an attacker specifically modifies the input of a model to produce an incorrect result. Adversarial attacks have been deeply investigated in the image domain; however, there is less research in the time-series domain and very little for forecasting financial data. To address these concerns, this study aims to build upon previous research on adversarial attacks for time-series data by introducing two new slope-based methods aimed to alter the trends of the predicted stock forecast generated by an N-HiTS model. Compared to the normal N-HiTS predictions, the two new slope-based methods, the General Slope Attack and Least-Squares Slope Attack, can manipulate N-HiTS predictions by doubling the slope. These new slope attacks can bypass standard security mechanisms, such as a discriminator that filters real and perturbed inputs, reducing a 4-layered CNN's specificity to 28% and accuracy to 57%. Furthermore, the slope based methods were incorporated into a GAN architecture as a means of generating realistic synthetic data, while simultaneously fooling the model. Finally, this paper also proposes a sample malware designed to inject an adversarial attack in the model inference library, proving that ML-security research should not only focus on making the model safe, but also securing the entire pipeline.