Trading Devil Final: Backdoor attack via Stock market and Bayesian Optimization

2024/07/21 by Orson Mengara, Mengara, Orson
Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Cryptography and Security (cs.CR) #FOS: Computer and information sciences #FOS: Economics and business #Financial Markets and Investment Strategies #Machine Learning (cs.LG) #Pricing of Securities (q-fin.PR) #Statistical Finance (q-fin.ST)

paper · pdf · doi:10.48550/arxiv.2407.14573

openalex publication_date 2024/07/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Since the advent of generative artificial intelligence, every company and researcher has been rushing to develop their own generative models, whether commercial or not. Given the large number of users of these powerful new tools, there is currently no intrinsically verifiable way to explain from the ground up what happens when LLMs (large language models) learn. For example, those based on automatic speech recognition systems, which have to rely on huge and astronomical amounts of data collected from all over the web to produce fast and efficient results, In this article, we develop a backdoor attack called MarketBackFinal 2.0, based on acoustic data poisoning, MarketBackFinal 2.0 is mainly based on modern stock market models. In order to show the possible vulnerabilities of speech-based transformers that may rely on LLMs.

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