Related papers: A machine learning approach to support decision in…
Machine learning techniques are gaining attention in the context of intrusion detection due to the increasing amounts of data generated by monitoring tools, as well as the sophistication displayed by attackers in hiding their activity.…
The increasingly wide usage of location aware sensors has made it possible to collect large volume of trajectory data in diverse application domains. Machine learning allows to study the activities or behaviours of moving objects (e.g.,…
Financial markets are of much interest to researchers due to their dynamic and stochastic nature. With their relations to world populations, global economies and asset valuations, understanding, identifying and forecasting trends and…
In the rapidly evolving world of financial markets, understanding the dynamics of limit order book (LOB) is crucial for unraveling market microstructure and participant behavior. We introduce ClusterLOB as a method to cluster individual…
Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…
The widespread adoption of online courses opens opportunities for the analysis of learner behaviour and for the optimisation of web-based material adapted to observed usage. Here we introduce a mathematical framework for the analysis of…
In an illiquid stock, traders can collude and place orders on a predetermined price and quantity at a fixed schedule. This is usually done to manipulate the price of the stock or to create artificial liquidity in the stock, which may…
The ability to identify stock market trends has obvious advantages for investors. Buying stock on an upward trend (as well as selling it in case of downward movement) results in profit. Accordingly, the start and end-points of the trend are…
In the last decades, researchers, practitioners and companies struggled in devising mechanisms to detect malicious activities originating security threats. Amongst the many solutions, network intrusion detection emerged as one of the most…
One of the main tasks of cybersecurity is recognizing malicious interactions with an arbitrary system. Currently, the logging information from each interaction can be collected in almost unrestricted amounts, but identification of attacks…
Lateral Movement refers to methods by which threat actors gain initial access to a network and then progressively move through said network collecting key data about assets until they reach the ultimate target of their attack. Lateral…
Analysis of an organization's computer network activity is a key component of early detection and mitigation of insider threat, a growing concern for many organizations. Raw system logs are a prototypical example of streaming data that can…
The rapid increase in the use of IoT devices brings many benefits to the digital society, ranging from improved efficiency to higher productivity. However, the limited resources and the open nature of these devices make them vulnerable to…
We use statistically validated networks, a recently introduced method to validate links in a bipartite system, to identify clusters of investors trading in a financial market. Specifically, we investigate a special database allowing to…
Trend following and momentum investing are common strategies employed by asset managers. Even though they can be helpful in the proper situations, they are limited in the sense that they work just by looking at past, as if we were driving…
The problem of anomaly detection has been studied for a long time. In short, anomalies are abnormal or unlikely things. In financial networks, thieves and illegal activities are often anomalous in nature. Members of a network want to detect…
We propose the application of a high-speed maximum likelihood clustering algorithm to detect temporal financial market states, using correlation matrices estimated from intraday market microstructure features. We first determine the ex-ante…
In railway infrastructure, construction and maintenance is typically procured using competitive procedures such as auctions. However, these procedures only fulfill their purpose - using (taxpayers') money efficiently - if bidders do not…
Investigating efficiently the data collected from a system's activity can help to detect malicious attempts and better understand the context behind past incident occurrences. Nowadays, several solutions can be used to monitor system…
Distribution-level phasor measurement units, a.k.a, micro-PMUs, report a large volume of high resolution phasor measurements which constitute a variety of event signatures of different phenomena that occur all across power distribution…