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.
Secure SMMD enables data privacy in federated learning.
Machine learning relies on the availability of a vast amount of data for training. However, in reality, most data are scattered across different organizations and cannot be easily integrated under many legal and practical constraints. In this paper, we introduce a new technique and framework, known as federated transfe…
Survey on negative transfer in machine learning.
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…
Due to insufficient training data and the high computational cost to train a deep neural network from scratch, transfer learning has been extensively used in many deep-neural-network-based applications. A commonly used transfer learning approach involves taking a part of a pre-trained model, adding a few layers at the …
We propose the development of a prediction market for forecasting prices for "toxic assets" to be transferred from Irish banks to the National Asset Management Agency (NAMA). Such a market allows market participants to assume a stake in a security whose value is tied to a future event. We propose that securities are cr…
Skip connections are an essential component of current state-of-the-art deep neural networks (DNNs) such as ResNet, WideResNet, DenseNet, and ResNeXt. Despite their huge success in building deeper and more powerful DNNs, we identify a surprising security weakness of skip connections in this paper. Use of skip connectio…
Paper tackles robustness in adversarial noise with a meta-optimizer.
Fine-tuning through knowledge transfer from a pre-trained model on a large-scale dataset is a widely spread approach to effectively build models on small-scale datasets. In this work, we show that a recent adversarial attack designed for transfer learning via re-training the last linear layer can successfully deceive m…
Nowadays, machine learning based Automatic Speech Recognition (ASR) technique has widely spread in smartphones, home devices, and public facilities. As convenient as this technology can be, a considerable security issue also raises -- the users' speech content might be exposed to malicious ASR monitoring and cause seve…
Quantum theory is used to model secondary financial markets. Contrary to stochastic descriptions, the formalism emphasizes the importance of trading in determining the value of a security. All possible realizations of investors holding securities and cash is taken as the basis of the Hilbert space of market states. The…
The paper analyzes and minimizes transferability of adversarial attacks between models in an ensemble.
We propose to apply deep transfer learning from computer vision to static malware classification. In the transfer learning scheme, we borrow knowledge from natural images or objects and apply to the target domain of static malware detection. As a result, training time of deep neural networks is accelerated while high c…
Collaborative (federated) learning enables multiple parties to train a model without sharing their private data, but through repeated sharing of the parameters of their local models. Despite its advantages, this approach has many known privacy and security weaknesses and performance overhead, in addition to being limit…
Bullseye Polytope improves clean-label poisoning attacks in transfer learning.
Extends micro-price concept to RFQ markets for fair pricing.
Model improves fraud detection for new scenes with limited data.
State-of-the-art deep neural networks are known to be vulnerable to adversarial examples, formed by applying small but malicious perturbations to the original inputs. Moreover, the perturbations can \textit{transfer across models}: adversarial examples generated for a specific model will often mislead other unseen mode…
The study models and values CAT bonds across multiple regions.
FlexServe simplifies deployment of PyTorch models as REST endpoints.
Paper evaluates membership inference attacks on transfer learning models.
Tensor factorization models offer an effective approach to convert massive electronic health records into meaningful clinical concepts (phenotypes) for data analysis. These models need a large amount of diverse samples to avoid population bias. An open challenge is how to derive phenotypes jointly across multiple hospi…
When applying machine learning to sensitive data, one has to find a balance between accuracy, information security, and computational-complexity. Recent studies combined Homomorphic Encryption with neural networks to make inferences while protecting against information leakage. However, these methods are limited by the…
Bitcoin mining costs remain stable despite increased activity.
The scarcity of data and isolated data islands encourage different organizations to share data with each other to train machine learning models. However, there are increasing concerns on the problems of data privacy and security, which urges people to seek a solution like Federated Transfer Learning (FTL) to share trai…
We introduce the Speculative Influence Network (SIN) to decipher the causal relationships between sectors (and/or firms) during financial bubbles. The SIN is constructed in two steps. First, we develop a Hidden Markov Model (HMM) of regime-switching between a normal market phase represented by a geometric Brownian moti…
We survey distributed deep learning models for training or inference without accessing raw data from clients. These methods aim to protect confidential patterns in data while still allowing servers to train models. The distributed deep learning methods of federated learning, split learning and large batch stochastic gr…
Machine Learning (ML) and Deep Learning (DL) models have achieved state-of-the-art performance on multiple learning tasks, from vision to natural language modelling. With the growing adoption of ML and DL to many areas of computer science, recent research has also started focusing on the security properties of these mo…
FLaPS improves scalability and privacy in federated learning.
FinEAS models financial sentiment using BERT embeddings.
Optimizes a portfolio for an investor preferring accepted securities over a reference security.
Unified DNN-based precoder for MIMO networks with multiple objectives.
Study reveals strong price correlations between major and alt-coins.
Study shows Bitcoin security tied to mining rewards and prices.
Model infers functions for attributes using multi-aggregate datasets with knowledge transfer.
Morpheo is a transparent and secure machine learning platform collecting and analysing large datasets. It aims at building state-of-the art prediction models in various fields where data are sensitive. Indeed, it offers strong privacy of data and algorithm, by preventing anyone to read the data, apart from the owner an…
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.
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.