When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging

Rui Ma

Papers from arXiv.org

Abstract: 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.

Date: 2026-02, Revised 2026-02
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