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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/143783


    Title: 探討社群媒體對抗式攻擊與防禦對股市交易影響:以Twitter情感分析為範例
    Exploring Social Media Adversarial Attack and Defense on Stock Trading Effect: Twitter Sentiment Analysis as an Example
    Authors: 溫永靖
    Wen, Yung-Ching
    Contributors: 胡毓忠
    Hu, Yuh-Jong
    溫永靖
    Wen, Yung-Ching
    Keywords: 情感分析
    深度學習
    社群媒體
    對抗式攻擊
    對抗式防禦
    Sentiment analysis
    Deep learning
    Social media
    Adversarial attack
    Adversarial defense
    Date: 2023
    Issue Date: 2023-03-09 18:25:40 (UTC+8)
    Abstract: 近年來文字對抗式攻擊廣泛研究,在文字上進行微幅的調整,即會讓機器學習模型辨識錯誤。本文將模擬股票程式交易的情境,探討程式交易模型使用基於BERT模型的FinBERT受到文字對抗式攻擊影響情感辨識時,交易策略的變化,並探討如何因應文字對抗式攻擊。實驗結果發現:(1)使用Twitter討論SPY ETF貼文輔助價格預測,並執行布林通道交易策略,模擬日中交易進行回測,可獲得報酬率20.25%(2)當Twitter貼文受到攻擊者文字對抗式攻擊時,降低情感分析準確率整體下降24.1%與報酬率2.09%。(3)當Twitter受到文字對抗式攻擊時,使用Spark-NLP模型進行對抗式防禦,情感分析準確率會回升1.1%,但對於報酬率回復無影響。
    The adversarial attack on the text has been extensively studied in recent years. A little perturbed on the text will let the machine model classify errors. This paper simulates the scenario of the stock program trading, exploring when the program trading model based on the BERT model`s FinBERT was attacked against adversarial attack on the text and was affected the sentiment analysis, the change of trading strategy, and exploring how to solve adversarial attack on text. The experimental results found that(1)We use the Twitter posts which discuss SPY ETF to assist price forecasting and execute Bollinger Band trading strategies, simulate intraday-trading, it can get a 20.25% return rate (2) When Twitter posts were attacked by an adversarial attack, it will reduce sentiment analysis accurate rate 24.1% and return rate will reduce 2.09% (3)When Twitter posts were attacked by an adversarial attack, we use Spark-NLP model can recover sentiment analysis accurate rate 1.1% but no effect on transaction results.
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    Description: 碩士
    國立政治大學
    資訊科學系碩士在職專班
    109971016
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0109971016
    Data Type: thesis
    Appears in Collections:[資訊科學系碩士在職專班] 學位論文

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