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Author:

Chakraborty, Karmabir

Title:

When Milliseconds Matter: Evaluating the Vulnerability of High Frequency Trading Models to Adversarial Manipulation

Graduate Program:

Data Analytics

Keywords:

High-Frequency Trading (HFT)
Deep Learning
Adversarial Attacks
Algorithmic Trading
Limit Order Book (LOB)
FI-2010 Dataset
Convolutional Neural Networks (CNNs)
Long Short-Term Memory (LSTM)
Fast Gradient Sign Method (FGSM)
Projected Gradient Descent (PGD).
High Frequency Trading
Limit Order Books
FI-2010
Convolutional Neural Networks
Long Short-Term Memory
Fast Gradient Sign Method
Projected Gradient Descent
Finance
DeepLOB

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Committee Members:

Hajime Shimao, Thesis Advisor/Co-Advisor
Chengfei Wang, Committee Member
Raghu Sangwan, Program Head/Chair
Warut Khern-am-nuai, Committee Member