When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging
- URL: http://arxiv.org/abs/2602.11020v1
- Date: Wed, 11 Feb 2026 16:45:23 GMT
- Title: When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging
- Abstract summary: We study same-source multi-view learning and adversarial robustness for next-day direction prediction with financial image representations.<n>We construct two window-aligned views from each rolling window: an OHLCV-rendered price/volume chart and a technical-indicator matrix.<n>We evaluate test-time L-infinity perturbations using FGSM and PGD under two threat scenarios: view-constrained attacks that perturb one view and joint attacks that perturb both.
- Score: 4.857561672498819
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study same-source multi-view learning and adversarial robustness for next-day direction prediction with financial image representations. On Shanghai Gold Exchange (SGE) spot gold data (2005-2025), we construct two window-aligned views from each rolling window: an OHLCV-rendered price/volume chart and a technical-indicator matrix. To ensure reliable evaluation, we adopt leakage-resistant time-block splits with embargo and use Matthews correlation coefficient (MCC). We find that results depend strongly on the label-noise regime: we apply an ex-post minimum-movement filter that discards samples with realized next-day absolute return below tau to define evaluation subsets with reduced near-zero label ambiguity. This induces a non-monotonic data-noise trade-off that can reveal predictive signal but eventually increases variance as sample size shrinks; the filter is used for offline benchmark construction rather than an inference-time decision rule. In the stabilized subsets, fusion is regime dependent: early fusion by channel stacking can exhibit negative transfer, whereas late fusion with dual encoders and a fusion head provides the dominant clean-performance gains; cross-view consistency regularization has secondary, backbone-dependent effects. We further evaluate test-time L-infinity perturbations using FGSM and PGD under two threat scenarios: view-constrained attacks that perturb one view and joint attacks that perturb both. We observe severe vulnerability at tiny budgets with strong view asymmetry. Late fusion consistently improves robustness under view-constrained attacks, but joint attacks remain challenging and can still cause substantial worst-case degradation.
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