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Tue 10 Nov 2020 08:37 - 08:38 at Virtual room 1 - Security

Credit scoring systems are critical FinTech applications that concern the analysis of the creditworthiness of a person or organization. While decisions were previously based on human expertise, they are now increasingly relying on data analysis and machine learning. In this paper, we assess the ability of state-of-the-art adversarial machine learning to craft attacks on a real-world credit scoring system. Interestingly, we find that, while these techniques can generate large numbers of adversarial data, these are practically useless as they all violate domain-specific constraints. In other words, the generated examples are all false positives as they cannot occur in practice. To circumvent this limitation, we propose CoEvA2, a search-based method that generates valid adversarial examples (satisfying the domain constraints). CoEvA2 utilizes multi-objective search in order to simultaneously handle constraints, perform the attack and maximize the overdraft amount requested. We evaluate CoEvA2 on a major bank's real-world system by checking its ability to craft valid attacks. CoEvA2 generates thousands of valid adversarial examples, revealing a high risk for the banking system.
Fortunately, by improving the system through adversarial training (based on the produced examples), we increase its robustness and make our attack fail.

Tue 10 Nov
Times are displayed in time zone: (UTC) Coordinated Universal Time change

08:30 - 08:32
Talk
Research Papers
Kripa ShankerIndian Institute of Science, Bangalore, Arun JosephIndian Institute of Science, India, Vinod GanapathyIndian Institute of Science, India
DOI Pre-print File Attached
08:33 - 08:34
Talk
Journal First
Chaima AbidUniversity of Michigan, Marouane KessentiniUniversity of Michigan, Vahid AlizadehDePaul University, Mouna DhaouadiUniversity of Michigan, Rick KazmanUniversity of Hawai‘i at Mānoa
08:35 - 08:36
Talk
Industry Papers
Frederico AraujoIBM T.J. Watson Research Center, New York, USA, Teryl TaylorIBM Research, n.n.
DOI
08:37 - 08:38
Talk
Research Papers
Salah GhamiziUniversity of Luxembourg, Luxembourg, Maxime CordyUniversity of Luxembourg, Luxembourg, Martin GubriUniversity of Luxembourg, Luxembourg, Mike PapadakisUniversity of Luxembourg, Luxembourg, Andrey BoystovUniversity of Luxembourg, Luxembourg, Yves Le TraonUniversity of Luxembourg, Luxembourg, Anne GoujonBGL BNP Paribas, Luxembourg
DOI Pre-print
08:39 - 08:40
Talk
Research Papers
Pan BianRenmin University of China, China, Bin LiangRenmin University of China, China, Jianjun HuangRenmin University of China, China, Wenchang ShiRenmin University of China, China, Xidong WangRenmin University of China, China, Jian ZhangInstitute of Software at Chinese Academy of Sciences, China
DOI
08:41 - 08:42
Talk
Journal First
Tamara LopezThe Open University, Thein Tun, Arosha K BandaraThe Open University, Mark LevineLancaster University, Bashar NuseibehThe Open University (UK) & Lero (Ireland), Helen SharpThe Open University
08:43 - 09:00
Talk
Research Papers
Frederico AraujoIBM T.J. Watson Research Center, New York, USA, Kripa ShankerIndian Institute of Science, Bangalore, Pan BianRenmin University of China, China, Salah GhamiziSntT - University of Luxembourg, Tamara LopezThe Open University, Chaima AbidUniversity of Michigan, M: Ben HermannTechnical University Dortmund