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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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48 results for Security Metrics

A pair of points in a riemannian manifold MM is secure if the geodesics between the points can be blocked by a finite number of point obstacles; otherwise the pair of points is insecure. A manifold is secure if all pairs of points in MM are secure. A manifold is insecure if there exists an insecure point pair, and to…

2009-08-08abs ↗pdf ↗

As neural networks revolutionize many applications, significant privacy conflicts between model users and providers emerge. The cryptography community developed a variety of techniques for secure computation to address such privacy issues. As generic techniques for secure computation are typically prohibitively ineffec…

2019-11-27abs ↗pdf ↗

New method uses model's generalization gap to predict membership inference attacks.

problem Predicting membership inference attacks on machine learning models.
method Uses the model's generalization gap as a metric to estimate the vulnerability to membership inference attacks.
result Demonstrates that the model's generalization gap provides an upper bound on MIA security.

A strategy to beat benchmarks by investing in heavily shorted but fundamentally sound securities.

problem Overcoming behavioral biases in investing, particularly the 'rebound effect'.
method Quantitative metrics, historical data, and securities lending modeling.
result The Bounce Basket strategy can outperform market returns during market downturns.

Optimizes a portfolio for an investor preferring accepted securities over a reference security.

problem Investor preference for a set of securities over a reference security with constraints.
method Mean-variance optimization with Sharpe Ratio performance measurement.
result Derives an optimal portfolio that maximizes returns while minimizing risk.

Novel algorithm for privacy-preserving distributed learning in analog domain.

problem Privacy-preserving distributed learning over analog data.
method Proposes a novel algorithm for analog data, leveraging real/complex number representation and information-theoretic security metrics.
result Demonstrates a fundamental trade-off between privacy and accuracy in analog domain distributed learning.

Recent changes to greenhouse gas emission policies are catalyzing the electric vehicle (EV) market making it readily accessible to consumers. While there are challenges that arise with dense deployment of EVs, one of the major future concerns is cyber security threat. In this paper, cyber security threats in the form o…

2018-06-07abs ↗pdf ↗

This study evaluates Algorand and Ethereum 2.0 for blockchain trilemma challenges.

problem Balancing decentralization, security, and scalability in blockchain systems.
method Comparative analysis of Algorand and Ethereum 2.0 using metrics for decentralization, scalability, and security.
result Each system has strengths in addressing the blockchain trilemma, providing insights for other blockchain technologies.

We say that a pair of points x and y is secure if there exist a finite set of blocking points such that any geodesic between x and y passes through one of the blocking points. The main point of this paper is to exhibit new examples of blocking phenomena both in the manifold and the billiard table setting. As an approac…

2007-07-03abs ↗pdf ↗

Sparse oblique decision tree improves security rules for renewable power systems.

problem Identifying secure operating conditions in power systems with high renewable energy.
method Sparse weighted oblique decision tree to learn and embed linear security rules.
result The method significantly increases secure states and reduces solution time.

A riemannian manifold is secure if the geodesics between any pair of points in the manifold can be blocked by a finite number of point obstacles. Compact, flat manifolds are secure. A standing conjecture says that these are the only secure, compact riemannian manifolds. The conjecture claims, in particular, that a riem…

2008-06-22abs ↗pdf ↗

Securely trains regression models with secret sharing for data collaboration.

problem Balancing data collaboration for technological improvements with security concerns.
method Secret sharing scheme for scalable and efficient secure multiparty training.
result Scalable and efficient protocols for training linear and logistic regression models.

Auto..gov uses RL to automate DeFi governance, improving security and profitability.

problem Manual DeFi governance is prone to human bias and financial risks.
method Auto..gov employs a deep Q-network reinforcement learning strategy for semi-automated parameter adjustments.
result Auto..gov outperforms traditional governance methods by at least 14% in terms of protocol profitability.

This paper analyzes how training data can be leaked from gradients in neural networks and proposes a metric for measuring model security.

problem Training data leakage from gradients in neural networks for image classification.
method Formulated the problem as an optimisation problem for each layer, involving weights, gradients, and constraints from preceding layers.
result Attributed training data leakage to the architecture of the deep network and proposed a metric for measuring model security.

Explores security challenges of machine learning in real-world systems.

problem Vulnerabilities in machine learning models deployed in safety-critical systems.
method Broadens systems security view of ML vulnerabilities, identifies novel challenges, proposes mitigation suggestions.
result Highlights novel challenges and proposes mitigation strategies for securing ML systems.

Deep learning is increasingly used as a building block of security systems. Unfortunately, neural networks are hard to interpret and typically opaque to the practitioner. The machine learning community has started to address this problem by developing methods for explaining the predictions of neural networks. While sev…

2019-06-05abs ↗pdf ↗

In this paper are presented methods of impact analysis on informatics system security accidents, qualitative and quantitative methods, starting with risk and informational system security definitions. It is presented the relationship between the risks of exploiting vulnerabilities of security system, security level of …

2013-03-07abs ↗pdf ↗

This paper discusses adversarial attacks on cyber security systems using machine learning.

problem Adversarial attacks limit the use of machine learning in cyber security.
method Characterizes adversarial attack methods and their applications in cyber security.
result Highlights unique challenges and future research directions for adversarial attacks in cyber security.

Unified market-based description of returns and variances of trades.

problem Market-based variance of trades and market portfolio.
method Unified market-based approach to describe returns and variances of trades and market portfolio.
result Market-based variance accounts for random volumes of trades and differs from Markowitz's portfolio variance.

We propose a new randomized ensemble technique with a provable security guarantee against black-box transfer attacks. Our proof constructs a new security problem for random binary classifiers which is easier to empirically verify and a reduction from the security of this new model to the security of the ensemble classi…

2019-06-07abs ↗pdf ↗

We develop a secure aggregation protocol for federated learning that reduces communication and computation costs.

problem Expensive communication and privacy concerns in federated learning.
method Adapting compression-based federated techniques to additive secret sharing.
result Our protocol achieves high accuracy with low communication costs and is more efficient than prior work.

Contextual bandit framework improves revenue optimization in securities lending market.

problem Optimizing revenue for agent lenders in a dynamic securities lending market.
method Utilized contextual bandit frameworks to address dynamic pricing problems in an e-commerce-like securities lending market.
result Contextual bandit approach consistently outperforms traditional methods by at least 15% in total revenue generated.

Study assesses how much security restaking protocols need to pay for.

problem Determining the optimal security level for restaking protocols using token incentives.
method Expanding a model by Durvasula and Roughgarden to include strategic attackers and node operators, constructing an approximation algorithm for token-based incentives.
result Restaking protocols can be secure with proper incentive management, even against strategic adversaries.

The paper explores how mining costs, rewards, and blockchain security are interconnected.

problem Understanding the interdependencies between mining costs, mining rewards, and blockchain security.
method Theoretical derivation and empirical analysis using daily crypto market data and autoregressive distributed lag approach.
result Cryptocurrency price and mining rewards are intrinsically linked to blockchain security outcomes.

The study calculates securities lending haircuts and indemnification costs.

problem Managing borrower default risk in securities markets.
method Repo haircut model applied to securities lending transactions; quantifies haircuts and indemnification costs.
result Computed borrower-dependent haircuts and indemnification costs for US Treasuries and equities.

Secure XGB for privacy-preserving machine learning in federated learning.

problem Privacy-preserving machine learning in federated learning with practical gradient tree boosting models.
method Secure multi-party computation, distributed model storage, secure permutation protocols.
result Our XGB models provide competitive accuracy and practical performance.

This paper optimizes cybersecurity resource allocation in networks with heterogeneous attacker and defender valuations.

problem Optimizing cybersecurity resource allocation in networks with heterogeneous attacker and defender valuations.
method Combining strategic behavior of players with contagion dynamics, a method is extended to determine optimal resource allocation based on simple network metrics weighted by risk profiles.
result The asymmetry between attacker and defender valuations drives optimal attack and defense strategies, shaping system resilience.