Stock movement prediction has always been a tough but attractive task for researchers in data mining and machine learning. Generally speaking, two challenges for stock time series prediction remain not well-explored. One is the over-fitting of deep learning models due to the limited data availability. The second one is potential domain shifts that may happen during the evolution of the stock time series. In this paper, we present Meta-Adaptive Stock movement prediction with two-StagE Representation learning (MASSER), a framework for stock movement prediction based on self-supervised learning and meta-learning. Specifically, we first design two-stage encoders to learn representations, the first-stage encoder aims to learn unified embeddings, and the second-stage encoder, which is based on the first stage, is used for temporal domain shift detection in the training stage via self-supervised learning. We formalize the problem of stock movement prediction into a standard meta-learning setting. Inspired by importance sampling, we estimate the sampling probability for tasks to balance the domain discrepancy caused by evolving temporal domains. Extensive experiment results on two open source datasets show that our experimental framework with the classical ResNet as backbone achieves improvements of 5% - 9.5% on average accuracy, compared to state-of-the-art baselines. Furthermore, We extend the standard setting of stock movement prediction to a more challenging online paradigm, which is close to the realistic interday trading scenarios. MASSER outperforms baselines in both online setting and backtesting.

Continual Learning (CL) has achieved rapid progress in recent years. However, it is still largely unknown how to determine whether a CL model is trustworthy and how to foster its trustworthiness. This work focuses on evaluating and improving the robustness to corruptions of existing CL models. Our empirical evaluation results show that existing state-of-the-art (SOTA) CL models are particularly vulnerable to various data corruptions during testing. To make them trustworthy and robust to corruptions deployed in safety-critical scenarios, we propose a meta-learning framework of self-adaptive data augmentation to tackle the corruption robustness in CL. The proposed framework, MetaMix, learns to augment and mix data, automatically transforming the new task data or memory data. It directly optimizes the generalization performance against data corruptions during training. To evaluate the corruption robustness of our proposed approach, we construct several CL corruption datasets with different levels of severity. We perform comprehensive experiments on both task- and class-continual learning. Extensive experiments demonstrate the effectiveness of our proposed method compared to SOTA baselines.

Data-Free Model Extraction (DFME) aims to clone a black-box model without knowing its original training data distribution, making it much easier for attackers to steal commercial models. Defense against DFME faces several challenges: (i) effectiveness; (ii) efficiency; (iii) no prior on the attacker's query data distribution and strategy. However, existing defense methods: (1) are highly computation and memory inefficient; or (2) need strong assumptions about attack data distribution; or (3) can only delay the attack or prove a model theft after the model stealing has happened. In this work, we propose a Memory and Computation efficient defense approach, named MeCo, to prevent DFME from happening while maintaining the model utility simultaneously by distributionally robust defensive training on the target victim model. Specifically, we randomize the input so that it: (1) causes a mismatch of the knowledge distillation loss for attackers; (2) disturbs the zeroth-order gradient estimation; (3) changes the label prediction for the attack query data. Therefore, the attacker can only extract misleading information from the black-box model. Extensive experiments on defending against both decision-based and score-based DFME demonstrate that MeCo can significantly reduce the effectiveness of existing DFME methods and substantially improve running efficiency.

Catastrophic forgetting (CF) frequently occurs when learning with non-stationary data distribution. The CF issue remains nearly unexplored and is more challenging when meta-learning on a sequence of domains (datasets), called sequential domain meta-learning (SDML). In this work, we propose a simple yet effective learning to learn approach, i.e., meta optimizer, to mitigate the CF problem in SDML. We first apply the proposed meta optimizer to the simplified setting of SDML, domain-aware meta-learning, where the domain labels and boundaries are known during the learning process. We propose dynamically freezing the network and incorporating it with the proposed meta optimizer by considering the domain nature during meta training. In addition, we extend the meta optimizer to the more general setting of SDML, domain-agnostic meta-learning, where domain labels and boundaries are unknown during the learning process. We propose a domain shift detection technique to capture latent domain change and equip the meta optimizer with it to work in this setting. The proposed meta optimizer is versatile and can be easily integrated with several existing meta-learning algorithms. Finally, we construct a challenging and large-scale benchmark consisting of 10 heterogeneous domains with a super long task sequence consisting of 100K tasks. We perform extensive experiments on the proposed benchmark for both settings and demonstrate the effectiveness of our proposed method, outperforming current strong baselines by a large margin.