When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging
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Abstract (arXiv)
We study same-source multi-view learning and adversarial robustness for next-day direction prediction using two deterministic, window-aligned image views derived from the same time series: an OHLCV-rendered chart (ohlcv) and a technical-indicator matrix (indic). To control label ambiguity from near-zero moves, we use an ex-post minimum-movement threshold min_move (tau) based on realized absolute next-day return, defining an offline benchmark on the subset where the absolute next-day return is at least tau. Under leakage-resistant time-block splits with embargo, we compare early fusion (channel stacking) and dual-encoder late fusion with optional cross-branch consistency. We then evaluate pixel-space L-infinity evasion attacks (FGSM/PGD) under view-constrained and joint threat models. We find that fusion is regime dependent: early fusion can suffer negative transfer under noisier settings, whereas late fusion is a more reliable default once labels stabilize. Robustness degrades sharply under tiny budgets with stable view-dependent vulnerabilities; late fusion often helps under view-constrained attacks, but joint perturbations remain challenging.
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References · 15
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- 2019Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networkscited by 3
- 2019Encoding Candlesticks as Images for Patterns Classification Using Convolutional Neural Networkscited by 2
- 2020Adversarial Robustness of Deep Convolutional Candlestick Learnercited by 2
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