Aneesh Sreevallabh Chivukula

h-index10
2papers
248citations

2 Papers

2.6LGNov 24, 2024
ExAL: An Exploration Enhanced Adversarial Learning Algorithm

A Vinil, Aneesh Sreevallabh Chivukula, Pranav Chintareddy

Adversarial learning is critical for enhancing model robustness, aiming to defend against adversarial attacks that jeopardize machine learning systems. Traditional methods often lack efficient mechanisms to explore diverse adversarial perturbations, leading to limited model resilience. Inspired by game-theoretic principles, where adversarial dynamics are analyzed through frameworks like Nash equilibrium, exploration mechanisms in such setups allow for the discovery of diverse strategies, enhancing system robustness. However, existing adversarial learning methods often fail to incorporate structured exploration effectively, reducing their ability to improve model defense comprehensively. To address these challenges, we propose a novel Exploration-enhanced Adversarial Learning Algorithm (ExAL), leveraging the Exponentially Weighted Momentum Particle Swarm Optimizer (EMPSO) to generate optimized adversarial perturbations. ExAL integrates exploration-driven mechanisms to discover perturbations that maximize impact on the model's decision boundary while preserving structural coherence in the data. We evaluate the performance of ExAL on the MNIST Handwritten Digits and Blended Malware datasets. Experimental results demonstrate that ExAL significantly enhances model resilience to adversarial attacks by improving robustness through adversarial learning.

2.3STJun 23, 2021
Stock Market Analysis with Text Data: A Review

Kamaladdin Fataliyev, Aneesh Chivukula, Mukesh Prasad et al.

Stock market movements are influenced by public and private information shared through news articles, company reports, and social media discussions. Analyzing these vast sources of data can give market participants an edge to make profit. However, the majority of the studies in the literature are based on traditional approaches that come short in analyzing unstructured, vast textual data. In this study, we provide a review on the immense amount of existing literature of text-based stock market analysis. We present input data types and cover main textual data sources and variations. Feature representation techniques are then presented. Then, we cover the analysis techniques and create a taxonomy of the main stock market forecast models. Importantly, we discuss representative work in each category of the taxonomy, analyzing their respective contributions. Finally, this paper shows the findings on unaddressed open problems and gives suggestions for future work. The aim of this study is to survey the main stock market analysis models, text representation techniques for financial market prediction, shortcomings of existing techniques, and propose promising directions for future research.