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.
Optimizes a portfolio for an investor preferring accepted securities over a reference security.
We study the pricing and hedging of derivative securities with uncertainty about the volatility of the underlying asset. Rather than taking all models from a prespecified class equally seriously, we penalise less plausible ones based on their "distance" to a reference local volatility model. In the limit for small unce…
Adversarial weight perturbations can inject backdoors into trained neural models.
Cryptocurrencies use blockchain tech for secure transactions, offering new research opportunities.
Financial markets are exposed to systemic risk, the risk that a substantial fraction of the system ceases to function and collapses. Systemic risk can propagate through different mechanisms and channels of contagion. One important form of financial contagion arises from indirect interconnections between financial insti…
Energy policy in Europe has been driven by the three goals of security of supply, economic competitiveness and environmental sustainability, referred to as the energy trilemma. Although there are clear conflicts within the trilemma, member countries have acted to facilitate a fully integrated European electricity marke…
Preventing organizations from Cyber exploits needs timely intelligence about Cyber vulnerabilities and attacks, referred as threats. Cyber threat intelligence can be extracted from various sources including social media platforms where users publish the threat information in real time. Gathering Cyber threat intelligen…
New attack strategy circumvents CC framework's defences in federated learning.
Post-quantum cryptography needed for blockchain security.
As the Securities and Exchange Commission(SEC) has implemented a new regulation on short-sellings, short-sellers are required to repurchase stocks once the clearing risk rises to a certain level. Avellaneda and Lipkin proposed a fully coupled SDE system to describe the mechanism which is referred as Hard-To-Borrow(HTB)…
Develops risk measures for markets with constraints and costs.
Study shows Bitcoin security tied to mining rewards and prices.
Recently, image forensics community has paied attention to the research on the design of effective algorithms based on deep learning technology and facts proved that combining the domain knowledge of image forensics and deep learning would achieve more robust and better performance than the traditional schemes. Instead…
A pair of points in a riemannian manifold makes a secure configuration if the totality of geodesics connecting them can be blocked by a finite set. The manifold is secure if every configuration is secure. We investigate the security of compact, locally symmetric spaces.
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…
Sparse oblique decision tree improves security rules for renewable power systems.
RL models improve target control in SSGs for security applications.
The exponential increase in dependencies between the cyber and physical world leads to an enormous amount of data which must be efficiently processed and stored. Therefore, computing paradigms are evolving towards machine learning (ML)-based systems because of their ability to efficiently and accurately process the eno…
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…
New model values equity-linked securities with guaranteed return.
Securely trains regression models with secret sharing for data collaboration.
Future Connected and Automated Vehicles (CAV), and more generally ITS, will form a highly interconnected system. Such a paradigm is referred to as the Internet of Vehicles (herein Internet of CAVs) and is a prerequisite to orchestrate traffic flows in cities. For optimal decision making and supervision, traffic centres…
Paper proposes a secure protocol for federated learning.
Proposes a secure communication method independent of eavesdropper's decoder.
Most of the existing solutions to enterprise threat management are preventive approaches prescribing means to prevent policy violations with varying degrees of success. In this paper we consider the complementary scenario where a number of security violations have already occurred, or security threats, or vulnerabiliti…
Explores security challenges of machine learning in real-world 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…
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 …
This paper discusses adversarial attacks on cyber security systems using machine learning.
Unified market-based description of returns and variances of trades.
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…
Investigates the cost-effectiveness of security features in smart card chips.
We develop a secure aggregation protocol for federated learning that reduces communication and computation costs.
Contextual bandit framework improves revenue optimization in securities lending market.
Study assesses how much security restaking protocols need to pay for.
Paper improves DNS typo-squatting detection with ensemble model.
The future Internet of Things (IoT) will have a deep economical, commercial and social impact on our lives. The participating nodes in IoT networks are usually resource-constrained, which makes them luring targets for cyber attacks. In this regard, extensive efforts have been made to address the security and privacy is…
Survey examines ML for IoT security, addressing new challenges.
Study finds risk sharing without convexity assumptions.
The paper explores how mining costs, rewards, and blockchain security are interconnected.
The study calculates securities lending haircuts and indemnification costs.
Secure XGB for privacy-preserving machine learning in federated learning.
Securely trains neural networks remotely with deep learning's flaws.
Study reveals holiday effect on China's time-honored brands, especially alcoholic beverages.
The paper analyzes security issues in blockchain ecosystems with multiple SSPs and proposes two models for better stake management.
We present cyber-security problems of high importance. We show that in order to solve these cyber-security problems, one must cope with certain machine learning challenges. We provide novel data sets representing the problems in order to enable the academic community to investigate the problems and suggest methods to c…
Securely share encrypted data for machine learning training.
The emph{securities market} is the fundamental theoretical framework in economics and finance for resource allocation under uncertainty. Securities serve both to reallocate risk and to disseminate probabilistic information. emph{Complete} securities markets - which contain one security for every possible state of natur…