arXiv Machine Learning
Adversarial Training for Deep Hedging in Nonstationary Markets
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Brenier Meets Adversarial Training: Optimal Transport Geometry for Robust Learning
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arXiv Machine Learning
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Adversarially Robust Control of Conditional Value-at-Risk via Rockafellar-Uryasev Conformal Inference
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arXiv AI
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Distributionally Robust Schr\"odinger Bridge
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arXiv Machine Learning
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Statistical Properties of Robust Learning under Distributional Shifts
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arXiv Machine Learning
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Robust Market Making with Hawkes Order Flow and Price Impact via Adversarial Reinforcement Learning
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arXiv Machine Learning
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How Learning Dynamics Drive Adversarially Robust Generalization?
arXiv:2410. 07719v4 Announce Type: replace Abstract: Despite being widely adopted as a canonical framework for learning robust models, adversarial training suffers from robust overfitting.