Ke Tang

Jiahao Wu, Ning Lu, Zeiyu Dai et al.

Graph condensation has recently emerged as a prevalent technique to improve the training efficiency for graph neural networks (GNNs). It condenses a large graph into a small one such that a GNN trained on this small synthetic graph can achieve comparable performance to a GNN trained on the large graph. However, while existing graph condensation studies mainly focus on the best trade-off between graph size and the GNNs' performance (model utility), they overlook the security issues of graph condensation. To bridge this gap, we first explore backdoor attack against the GNNs trained on the condensed graphs. We introduce an effective backdoor attack against graph condensation, termed BGC. This attack aims to (1) preserve the condensed graph quality despite trigger injection, and (2) ensure trigger efficacy through the condensation process, achieving a high attack success rate. Specifically, BGC consistently updates triggers during condensation and targets representative nodes for poisoning. Extensive experiments demonstrate the effectiveness of our attack. BGC achieves a high attack success rate (close to 1.0) and good model utility in all cases. Furthermore, the results against multiple defense methods demonstrate BGC's resilience under their defenses. Finally, we analyze the key hyperparameters that influence the attack performance. Our code is available at: https://github.com/JiahaoWuGit/BGC.

Jingyuan Wang, Yang Zhang, Ke Tang et al.

Recent years have witnessed the successful marriage of finance innovations and AI techniques in various finance applications including quantitative trading (QT). Despite great research efforts devoted to leveraging deep learning (DL) methods for building better QT strategies, existing studies still face serious challenges especially from the side of finance, such as the balance of risk and return, the resistance to extreme loss, and the interpretability of strategies, which limit the application of DL-based strategies in real-life financial markets. In this work, we propose AlphaStock, a novel reinforcement learning (RL) based investment strategy enhanced by interpretable deep attention networks, to address the above challenges. Our main contributions are summarized as follows: i) We integrate deep attention networks with a Sharpe ratio-oriented reinforcement learning framework to achieve a risk-return balanced investment strategy; ii) We suggest modeling interrelationships among assets to avoid selection bias and develop a cross-asset attention mechanism; iii) To our best knowledge, this work is among the first to offer an interpretable investment strategy using deep reinforcement learning models. The experiments on long-periodic U.S. and Chinese markets demonstrate the effectiveness and robustness of AlphaStock over diverse market states. It turns out that AlphaStock tends to select the stocks as winners with high long-term growth, low volatility, high intrinsic value, and being undervalued recently.