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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.

168,742 papers · 148 categories

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48 results for Synthetic Securities

To accommodate heterogeneous tasks in Internet of Things (IoT), a new communication and computing paradigm termed mobile edge computing emerges that extends computing services from the cloud to edge, but at the same time exposes new challenges on security. The present paper studies online security-aware edge computing …

2018-05-09abs ↗pdf ↗

Paper revisits PCA for anomaly detection in network security.

problem Understanding and improving anomaly detection in network security.
method Revisit probabilistic PCA model and its connection to MSNM framework.
result Mathematical model connects PCA to MSNM for anomaly detection.

Differentially private method for synthetic data generation from vertically partitioned data.

problem Generating synthetic data from vertically partitioned data while preserving privacy.
method Differentially private stochastic gradient descent (DP-SGD) algorithm combined with secure multiparty computation (MPC).
result Comparable accuracy to non-partitioned data, demonstrating privacy-preserving synthetic data generation.

Synthetic data improves credit scoring models' performance without compromising borrower privacy.

problem Scarcity of real data for credit scoring models due to privacy concerns.
method Privacy-preserving training with synthetic data.
result Credit scoring models trained with synthetic data show a reduction of 3% in AUC and 6% in KS compared to real data models.

The rapid digital transformation without security considerations has resulted in the rise of global-scale cyberattacks. The first line of defense against these attacks are Network Intrusion Detection Systems (NIDS). Once deployed, however, these systems work as blackboxes with a high rate of false positives with no mea…

2019-08-26abs ↗pdf ↗

DP-FedTabDiff generates private synthetic tabular data using diffusion models and differential privacy.

problem Privacy-preserving synthetic data generation for tabular data in regulated domains.
method Combines Differential Privacy, Federated Learning, and Denoising Diffusion Probabilistic Models.
result Achieves significant privacy improvements without compromising data quality.

DSLOB creates synthetic LOB data for benchmarking forecasting algorithms under distributional shifts.

problem Challenges in dealing with out-of-distribution limit order book data.
method Multi-agent market simulator to create labeled synthetic LOB dataset with and without market stress.
result Demonstrates the need for robust forecasting algorithms to handle distributional shifts.

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.

Study on how many queries an adversary needs to make to match the best attack in white-box model.

problem Query complexity of adversarial attacks in machine learning models.
method Investigates the number of queries required for an adversary to match the best possible attack in the white-box model, using entropy of decision boundaries as a measure.
result Lower bound on the number of queries required for an adversary to match the best possible attack in the white-box model.

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.

Study quantized models' privacy against membership inference attacks.

problem Privacy risk in quantized machine learning models.
method Proposed a new MIS indicator for post-training quantization procedures, minimizing empirical loss.
result Demonstrated effectiveness of new MIS indicator in assessing and ranking privacy risk.

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.