Many efforts have been made to use various forms of domain knowledge in malware detection. Currently there exist two common approaches to malware detection without domain knowledge, namely byte n-grams and strings. In this work we explore the feasibility of applying neural networks to malware detection and feature lear…
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48 results for “portable executable”
This work presents MeKDDaM-SAGA, computer-aided automation software for implementing a novel knowledge discovery and data mining process model that was designed for performing justifiable, traceable and reproducible metabolomics data analysis. The process model focuses on achieving metabolomics analytical objectives an…
Method generates adversarial examples to improve classifier robustness.
problem Addressing adversarial examples in machine learning.
method MDL principle for generating adversarial examples.
result Evasion rate of 78.24% for adversarial examples compared to 8.16% for original malware.
We present a framework for autonomously learning a portable representation that describes a collection of low-level continuous environments. We show that these abstract representations can be learned in a task-independent egocentric space specific to the agent that, when grounded with problem-specific information, are …
Malware is constantly adapting in order to avoid detection. Model based malware detectors, such as SVM and neural networks, are vulnerable to so-called adversarial examples which are modest changes to detectable malware that allows the resulting malware to evade detection. Continuous-valued methods that are robust to a…
Measuring the similarity of two files is an important task in malware analysis, with fuzzy hash functions being a popular approach. Traditional fuzzy hash functions are data agnostic: they do not learn from a particular dataset how to determine similarity; their behavior is fixed across all datasets. In this paper, we …
CodeReef enables sharing ML models across platforms efficiently.
problem Sharing and deploying ML models across different systems efficiently.
method Developed an open platform to share ML components, automate deployment, and benchmark models.
result Demonstrated efficient deployment and benchmarking of ML models across diverse platforms.
Ithemal: Accurate, Portable and Fast Basic Block Throughput Estimation using Deep Neural Networkscs.DC
Predicting the number of clock cycles a processor takes to execute a block of assembly instructions in steady state (the throughput) is important for both compiler designers and performance engineers. Building an analytical model to do so is especially complicated in modern x86-64 Complex Instruction Set Computer (CISC…
Frameworks for writing, compiling, and optimizing deep learning (DL) models have recently enabled progress in areas like computer vision and natural language processing. Extending these frameworks to accommodate the rapidly diversifying landscape of DL models and hardware platforms presents challenging tradeoffs betwee…
Smartphones and portable devices have become ubiquitous and part of everyone's life. Due to the fact of its portability, these devices are perfect to record individuals' traces and life-logging generating vast amounts of data at low costs. These data is emerging as a new source for studies in human mobility patterns ra…
A method distills GANs for mobile devices, reducing computation and storage.
problem Heavy computation and storage cost of GANs on mobile devices.
method Knowledge distillation to train a smaller generator with inherited information from a larger teacher generator, including a discriminator.
result Portable GAN models with strong performance achieved.
Deep Convolutional Neural Networks (DCNNs) are currently popular in human activity recognition applications. However, in the face of modern artificial intelligence sensor-based games, many research achievements cannot be practically applied on portable devices. DCNNs are typically resource-intensive and too large to be…
Malware detection is a popular application of Machine Learning for Information Security (ML-Sec), in which an ML classifier is trained to predict whether a given file is malware or benignware. Parameters of this classifier are typically optimized such that outputs from the model over a set of input samples most closely…
Rapid point-of-care Hemoglobin measurement through low-cost optics and Convolutional Neural Network based validationphysics.med-ph
A low-cost, robust, and simple mechanism to measure hemoglobin would play a critical role in the modern health infrastructure. Consistent sample acquisition has been a long-standing technical hurdle for photometer-based portable hemoglobin detectors which rely on micro cuvettes and dry chemistry. Any particulates (e.g.…
We provide complete source code for building a fundamental industry classification based on publically available and freely downloadable data. We compare various fundamental industry classifications by running a horserace of short-horizon trading signals (alphas) utilizing open source heterotic risk models (https://ssr…
This paper presents the results of an automated volatile organic compound (VOC) classification process implemented by embedding a machine learning algorithm into an Arduino Uno board. An electronic nose prototype is constructed to detect VOCs from three different fruits. The electronic nose is constructed using an arra…
Deep convolutional neural networks have been widely used in numerous applications, but their demanding storage and computational resource requirements prevent their applications on mobile devices. Knowledge distillation aims to optimize a portable student network by taking the knowledge from a well-trained heavy teache…
LEMs extend transformer-based architectures for complex execution problems.
problem Handling flexible time boundaries and multiple execution constraints in deep learning.
method Decouples market information processing from execution allocation decisions using TKANs, VSNs, and multi-head attention mechanisms.
result LEMs achieve superior execution performance compared to traditional benchmarks.
Proposes a method to allocate time budgets in mixed criticality systems.
problem Managing execution time variability in mixed criticality systems.
method Quantifies execution time variability using statistical dispersion parameters and proposes a heuristic to allocate time budgets.
result The proposed heuristic reduces the probability of exceeding allocated budgets.
Optimal crypto order execution using cross-exchange signals.
problem Maximizing order execution efficiency in cryptocurrency markets.
method Reinforcement learning applied to cross-exchange data.
result Cross-exchange signals improve optimal execution outcomes.
The paper uses machine learning to detect malicious executable files.
problem Detecting malicious executable files using static analysis.
method Pre-processing, cleaning, encoding, feature selection, and ensemble training of classifiers.
result An ensemble of classifiers effectively detects malicious executable files.
We demonstrate an application of risk-sensitive reinforcement learning to optimizing execution in limit order book markets. We represent taking order execution decisions based on limit order book knowledge by a Markov Decision Process; and train a trading agent in a market simulator, which emulates multi-agent interact…
We design a classifier for transactional datasets with application in malware detection. We build the classifier based on the minimum description length (MDL) principle. This involves selecting a model that best compresses the training dataset for each class considering the MDL criterion. To select a model for a datase…
New method reduces fine-tuning cost for reused models.
problem Repeating fine-tuning costs with outdated foundation models.
method Portable Reward Tuning (PRT) trains a reward model to maximize the same loss function as fine-tuning.
result PRT achieves comparable accuracy to inference-time tuning with less inference cost.
The paper analyzes trade execution strategies for large traders in a stochastic market environment.
problem Analyzing trade execution strategies in a stochastic market with price impact.
method Formulated a Markov game model and used backward induction method of dynamic programming.
result Explicit closed-form execution strategy at Markov perfect equilibrium.
Optimized execution model using interbank and internal liquidity.
problem Minimizing market impact in trading.
method Integrates interbank limit and market orders with internal market-making liquidity.
result Reduces market impact and improves execution efficiency.
Framework simplifies AI access for all.
problem AI's concentration of power leads to inequalities.
method Develops a Python framework for democratizing AI.
result Single interface for various AI solutions.
Low precision operations can provide scalability, memory savings, portability, and energy efficiency. This paper proposes SWALP, an approach to low precision training that averages low-precision SGD iterates with a modified learning rate schedule. SWALP is easy to implement and can match the performance of full-precisi…
Paper uses DDPG to learn optimal execution strategies in dynamic markets.
problem Learning non-Markovian optimal execution strategies in dynamic financial markets.
method Introduces a novel actor-critic algorithm based on DDPG for transient price impact modeling.
result Successfully approximates optimal execution strategy through numerical experiments.
Develops a new model to optimize trading in markets.
problem Optimal execution of market securities with transaction costs.
method Introduces a utility function balancing market impact and transaction costs, incorporating existing optimal trading strategies.
result Demonstrates a new approach to balancing market impact and transaction costs.
Paper proposes a novel policy distillation method for better order execution in noisy markets.
problem Effective order execution in noisy and imperfect market conditions.
method Policy distillation method to guide reinforcement learning towards optimal trading strategies.
result Significant improvements over various baselines in order execution.
Unified theory for optimal execution through signal-adaptive quotes in limit order books.
problem Optimal execution in limit order books with signal-dependent factors.
method Develops a unified solution theory for four execution criteria, incorporating signal-dependent drift, price impact, inventory risk, and execution risk.
result Explicit formulas reveal optimal quoting strategies and show signal-dependent drift can significantly affect execution.
Dynamic VWAP execution improves by 10-15% in liquid markets.
problem Improving VWAP execution in dynamic markets.
method Recurrent Neural Networks (RNNs) for capturing temporal market dynamics, dynamic adjustment mechanism.
result Significant performance gains in liquid markets (10-15%) over traditional methods.
Develops a new framework for perpetual futures on binary prediction markets.
problem Lack of effective risk management in perpetual futures on binary prediction markets.
method PIRAP framework with six components: index estimator, margin sizing, leverage, funding rule, halt protocol, and eligibility framework.
result Mixed results from empirical evaluation, with some pre-registered floors passing and others failing.
In portable, 3-D, or ultra-fast ultrasound (US) imaging systems, there is an increasing demand to reconstruct high quality images from limited number of data. However, the existing solutions require either hardware changes or computationally expansive algorithms. To overcome these limitations, here we propose a novel d…
Deep Reinforcement Learning for Optimum Order Execution: Mitigating Risk and Maximizing Returnsq-fin.CP
Paper uses DRL to optimize trade execution, outperforming VWAP and TWAP.
problem Optimizing returns while minimizing risk in order execution.
method Deep Reinforcement Learning (DRL) for holistic optimization.
result DRL-based approach outperforms VWAP and TWAP in ROI and risk management.
Optimal trading strategies in fluctuating financial markets are analyzed using complex mathematical models.
problem Optimal execution of trades in markets with fluctuating liquidity and order book depth.
method Continuous-time limit order book model with càdlàg semimartingale strategies, quadratic BSDEs.
result Characterization of minimal execution costs and existence of optimal strategies.
It is shown that certain diffeomorphism or homeomorphism groups with no restriction on support of an open manifold with finite number of ends are bounded. It follows that these groups are uniformly perfect. In order to characterize the boundedness several conditions on automorphism groups of an open manifold are introd…
Many learning agents impact a financial market model, showing complex dynamics.
problem Understanding the dynamics of financial markets with multiple learning agents.
method Agent-based model of financial market with multiple reinforcement learning agents interacting.
result Inclusion of learning agents changes market dynamics to match empirical data.
RL agents optimize order execution in a realistic market simulation.
problem Optimal order execution challenges in a complex market.
method Multi-agent RL in a historical order book simulation.
result RL agents converge to TWAP strategies in some scenarios.
The volume weighted average price (VWAP) execution strategy is well known and widely used in practice. In this study, we explicitly introduce a trading volume process into the Almgren-Chriss model, which is a standard model for optimal execution. We then show that the VWAP strategy is the optimal execution strategy for…
Forward inference techniques such as sequential Monte Carlo and particle Markov chain Monte Carlo for probabilistic programming can be implemented in any programming language by creative use of standardized operating system functionality including processes, forking, mutexes, and shared memory. Exploiting this we have …
Sunshine trading theory predicts lower execution costs and liquidity provision through explicit preannouncements, but evidence is scarce in traditional markets.
problem Adverse selection on liquidity provision
method Reconstructing metaorders and comparing them with visible TWAP executions
result Visible TWAPs face lower execution costs and leave a smaller permanent price impact compared to hidden metaorders.
Optimal trade execution in a fluctuating market with stochastic liquidity.
problem Minimizing costs in a market with unpredictable liquidity.
method Developed a recursion to find the least costly trade execution strategy.
result Explicit recursion characterizes the least costly trade execution.
Paper optimizes broker performance by estimating execution costs.
problem Minimizing execution costs for large trades.
method Intraday modeling of execution cost components (linear and quadratic).
result Substantial improvements in estimating execution costs.
Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systemscs.AI
LLM-based trading systems vary in execution realism and reproducibility.
problem LLM-based trading systems vary in execution realism and reproducibility.
method Reproducibility audit of 30 trade-relevant primary studies.
result LLM-based trading systems vary in execution realism and reproducibility.
This paper develops a method to select a reference contract for multi-contract quoting to minimize execution risk.
problem Minimizing execution risk in multi-contract quoting sequences.
method Develops a diagnostic framework using order-flow Hawkes forecasts and CLF to select a stable reference contract.
result Event-history and LOB-state signals offer complementary views for reference-contract selection.
The Great Deception: A Comprehensive Study of Execution Strategies in Corporate Share Buy-Backsq-fin.GN
This study examines the execution phase of corporate share buy-backs, highlighting inefficiencies and costs.
problem Lack of research on share buy-back execution practices and associated costs.
method Comparative analysis of execution practices and fees charged to corporations and investors.
result Uncovered inefficiencies and frictional costs in share buy-back executions, advocating for transparency and fairness.