A Word is Worth A Thousand Dollars: Adversarial Attack on Tweets Fools Stock Prediction

Yong Xie, Dakuo Wang, Pin Yu Chen, Jinjun Xiong, Sijia Liu, Sanmi Koyejo

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

More and more investors and machine learning models rely on social media (e.g., Twitter and Reddit) to gather real-time information and sentiment to predict stock price movements. Although text-based models are known to be vulnerable to adversarial attacks, whether stock prediction models have similar vulnerability is underexplored. In this paper, we experiment with a variety of adversarial attack configurations to fool three stock prediction victim models. We address the task of adversarial generation by solving combinatorial optimization problems with semantics and budget constraints. Our results show that the proposed attack method can achieve consistent success rates and cause significant monetary loss in trading simulation by simply concatenating a perturbed but semantically similar tweet.

Original languageEnglish (US)
Title of host publicationNAACL 2022 - 2022 Conference of the North American Chapter of the Association for Computational Linguistics
Subtitle of host publicationHuman Language Technologies, Proceedings of the Conference
PublisherAssociation for Computational Linguistics (ACL)
Pages587-599
Number of pages13
ISBN (Electronic)9781955917711
StatePublished - 2022
Event2022 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, NAACL 2022 - Seattle, United States
Duration: Jul 10 2022Jul 15 2022

Publication series

NameNAACL 2022 - 2022 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, Proceedings of the Conference

Conference

Conference2022 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, NAACL 2022
Country/TerritoryUnited States
CitySeattle
Period7/10/227/15/22

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Hardware and Architecture
  • Information Systems
  • Software

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