The paper studies derivative asset analysis in structural credit risk models where the asset value of the firm is not fully observable. It is shown that in order to compute the price dynamics of traded securities one needs to solve a stochastic filtering problem for the asset value. We transform this problem to a filte…
On-device research index
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.
168,657 papers · 148 categories
Trend · papers per month
48 results for “security filters”
Research shows filtering reduces predictability of cyber-attacks.
problem Predicting cyber-attacks from incomplete data.
method Combining external data with machine learning algorithms to learn indicators of cyber-attacks.
result The process of filtering reduces the predictability of cyber-attacks.
In this paper, we introduce a novel technique based on the Secure Selective Convolutional (SSC) techniques in the training loop that increases the robustness of a given DNN by allowing it to learn the data distribution based on the important edges in the input image. We validate our technique on Convolutional DNNs agai…
New attacks reduce bad queries in black-box classifiers, improving effectiveness.
problem Evasion attacks often issue many bad queries, which are costly.
method Design new attacks that minimize bad queries while increasing non-bad queries.
result Reduces the number of bad queries by 1.5-7.3 times, improving attack effectiveness.
We consider the problem of maximizing expected utility for a power investor who can allocate his wealth in a stock, a defaultable security, and a money market account. The dynamics of these security prices are governed by geometric Brownian motions modulated by a hidden continuous time finite state Markov chain. We red…
A one-factor asset pricing model with an Ornstein--Uhlenbeck process as its state variable is studied under partial information: the mean-reverting level and the mean-reverting speed parameters are modeled as hidden/unobservable stochastic variables. No-arbitrage pricing formulas for derivative securities written on a …
New security patch for object tracking in self-driving cars mitigates vulnerabilities.
problem Vulnerability of object tracking in self-driving cars, especially Kalman Filter-based trackers.
method Adaptive strategy to balance focus on observations and predictions based on deviation anomaly index.
result Certified effectiveness against a generalized hijacking attack model.
Federated learning was proposed with an intriguing vision of achieving collaborative machine learning among numerous clients without uploading their private data to a cloud server. However, the conventional framework requires each client to leverage the full model for learning, which can be prohibitively inefficient fo…
Action detection and recognition tasks have been the target of much focus in the computer vision community due to their many applications, namely, security, robotics and recommendation systems. Recently, datasets like AVA, provide multi-person, multi-label, spatiotemporal action detection and recognition challenges. Be…
In this work, we study a dynamic portfolio optimization problem related to pairs trading, which is an investment strategy that matches a long position in one security with a short position in another security with similar characteristics. The relationship between pairs, called a spread, is modeled by a Gaussian mean-re…
FAdeML: Understanding the Impact of Pre-Processing Noise Filtering on Adversarial Machine Learningcs.LG
Deep neural networks (DNN)-based machine learning (ML) algorithms have recently emerged as the leading ML paradigm particularly for the task of classification due to their superior capability of learning efficiently from large datasets. The discovery of a number of well-known attacks such as dataset poisoning, adversar…
We propose a federated learning framework to handle heterogeneous client devices which do not conform to the population data distribution. The approach hinges upon a parameterized superquantile-based objective, where the parameter ranges over levels of conformity. We present an optimization algorithm and establish its …
Machine learning models have been widely used in security applications such as intrusion detection, spam filtering, and virus or malware detection. However, it is well-known that adversaries are always trying to adapt their attacks to evade detection. For example, an email spammer may guess what features spam detection…
Machine learning has become an important component for many systems and applications including computer vision, spam filtering, malware and network intrusion detection, among others. Despite the capabilities of machine learning algorithms to extract valuable information from data and produce accurate predictions, it ha…
Statistical learning is the process of estimating an unknown probabilistic input-output relationship of a system using a limited number of observations. A statistical learning machine (SLM) is the algorithm, function, model, or rule, that learns such a process; and machine learning (ML) is the conventional name of this…
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.
In this paper we propose a novel observer-based method to improve the safety and security of connected and automated vehicle (CAV) transportation. The proposed method combines model-based signal filtering and anomaly detection methods. Specifically, we use adaptive extended Kalman filter (AEKF) to smooth sensor reading…
Study shows Bitcoin security tied to mining rewards and prices.
problem Understanding Bitcoin security's dependency on market outcomes.
method Used ARDL approach with daily blockchain and Bitcoin data from 2014-2019.
result Bitcoin security outcomes linked to Bitcoin price and mining rewards.
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.
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.
RL models improve target control in SSGs for security applications.
problem Improving RL algorithms for target control in SSGs.
method Investigates improvements to target representations in RL algorithms.
result Enhanced RL models control targets better in SSGs.
Security for Machine Learning-based Systems: Attacks and Challenges during Training and Inferencecs.LG
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…
Urban traffic systems worldwide are suffering from severe traffic safety problems. Traffic safety is affected by many complex factors, and heavily related to all drivers' behaviors involved in traffic system. Drivers with aggressive driving behaviors increase the risk of traffic accidents. In order to manage the safety…
New model values equity-linked securities with guaranteed return.
problem Valuation of equity-linked securities with guaranteed return.
method Replicate security price as sum of guaranteed amount and Asian style option price on basket.
result Analytical formulas derived for security price and hedge ratios.
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.
Paper proposes a secure protocol for federated learning.
problem Combining robustness, privacy, and security in federated learning.
method Secure two-server protocol for federated learning.
result Offers both input privacy and Byzantine-robustness.
Proposes a secure communication method independent of eavesdropper's decoder.
problem Lack of practical security constraints in existing methods.
method Dual MINE-based neural secure communications model.
result Security performance is not affected by eavesdropper's decoding means.
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.
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…
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.
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…
The Role of Cost in the Integration of Security Features in Integrated Circuits for Smart Cardsq-fin.RM
Investigates the cost-effectiveness of security features in smart card chips.
problem Costs of adding security features to smart card chips.
method Examines production phases, costs, and security features.
result Security features are worth the cost due to potential damages from attacks.
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 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.
problem IoT security challenges due to rapid growth and diverse attacks.
method Comprehensive literature review of ML-based security solutions.
result ML provides dynamic and efficient security for IoT.
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.
In the last decade, deep learning algorithms have become very popular thanks to the achieved performance in many machine learning and computer vision tasks. However, most of the deep learning architectures are vulnerable to so called adversarial examples. This questions the security of deep neural networks (DNN) for ma…
Securely trains neural networks remotely with deep learning's flaws.
problem Secure and efficient training of neural networks over unsecured channels.
method Leverages deep learning's weaknesses for secure training.
result Efficient and secure training of neural networks remotely.
The paper analyzes security issues in blockchain ecosystems with multiple SSPs and proposes two models for better stake management.
problem Security issues in blockchain ecosystems with multiple SSPs and stake fragmentation.
method Formalized the Multiple SSP Problem and analyzed two architectures: Model and Model through convex optimization and game-theoretic lens.
result Model achieves tighter security guarantees through single validator sets and aggregated slashing logic.