When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging
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arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| _version_ | 1866915815191740416 |
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| author | Ma, Rui |
| author_facet | Ma, Rui |
| contents | We study same-source multi-view learning and adversarial robustness for next-day direction prediction using two deterministic, window-aligned image views derived from the same time series: an OHLCV-rendered chart (ohlcv) and a technical-indicator matrix (indic). To control label ambiguity from near-zero moves, we use an ex-post minimum-movement threshold min_move (tau) based on realized absolute next-day return, defining an offline benchmark on the subset where the absolute next-day return is at least tau. Under leakage-resistant time-block splits with embargo, we compare early fusion (channel stacking) and dual-encoder late fusion with optional cross-branch consistency. We then evaluate pixel-space L-infinity evasion attacks (FGSM/PGD) under view-constrained and joint threat models. We find that fusion is regime dependent: early fusion can suffer negative transfer under noisier settings, whereas late fusion is a more reliable default once labels stabilize. Robustness degrades sharply under tiny budgets with stable view-dependent vulnerabilities; late fusion often helps under view-constrained attacks, but joint perturbations remain challenging. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_11020 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging Ma, Rui Machine Learning Statistical Finance We study same-source multi-view learning and adversarial robustness for next-day direction prediction using two deterministic, window-aligned image views derived from the same time series: an OHLCV-rendered chart (ohlcv) and a technical-indicator matrix (indic). To control label ambiguity from near-zero moves, we use an ex-post minimum-movement threshold min_move (tau) based on realized absolute next-day return, defining an offline benchmark on the subset where the absolute next-day return is at least tau. Under leakage-resistant time-block splits with embargo, we compare early fusion (channel stacking) and dual-encoder late fusion with optional cross-branch consistency. We then evaluate pixel-space L-infinity evasion attacks (FGSM/PGD) under view-constrained and joint threat models. We find that fusion is regime dependent: early fusion can suffer negative transfer under noisier settings, whereas late fusion is a more reliable default once labels stabilize. Robustness degrades sharply under tiny budgets with stable view-dependent vulnerabilities; late fusion often helps under view-constrained attacks, but joint perturbations remain challenging. |
| title | When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging |
| topic | Machine Learning Statistical Finance |
| url | https://arxiv.org/abs/2602.11020 |