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A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential…

Statistical Finance · Quantitative Finance 2022-10-26 Stéphane Crépey , Lehdili Noureddine , Nisrine Madhar , Maud Thomas

In recent years, cyber-security of power systems has become a growing concern. To protect power systems from malicious adversaries, advanced defense strategies that exploit sophisticated detection algorithms are required. Motivated by this,…

Systems and Control · Electrical Eng. & Systems 2020-04-09 Ana Jevtić , Marija Ilić

Load forecasting plays a critical role in the operation and planning of power systems. By using input features such as historical loads and weather forecasts, system operators and utilities build forecast models to guide decision making in…

Systems and Control · Computer Science 2019-04-16 Yize Chen , Yushi Tan , Baosen Zhang

Advanced Persistent Threats (APTs) pose a significant challenge in cybersecurity due to their stealthy and long-term nature. Modern supervised learning methods require extensive labeled data, which is often scarce in real-world…

Machine Learning · Computer Science 2025-11-26 Sidahmed Benabderrahmane , James Cheney , Talal Rahwan

Due to their rapid growth and deployment, the Internet of things (IoT) have become a central aspect of our daily lives. Unfortunately, IoT devices tend to have many vulnerabilities which can be exploited by an attacker. Unsupervised…

Cryptography and Security · Computer Science 2020-06-19 Yisroel Mirsky , Tomer Golomb , Yuval Elovici

Fast and accurate detection of cyberattacks is a key element for a cyber-resilient power system. Recently, data-driven detectors and physics-based Moving Target Defences (MTD) have been proposed to detect false data injection (FDI) attacks…

Systems and Control · Electrical Eng. & Systems 2022-12-22 Wangkun Xu , Martin Higgins , Jianhong Wang , Imad M. Jaimoukha , Fei Teng

We introduce the novel problem of benchmarking fraud detectors on private graph-structured data. Currently, many types of fraud are managed in part by automated detection algorithms that operate over graphs. We consider the scenario where a…

Cryptography and Security · Computer Science 2025-07-31 Alexander Goldberg , Giulia Fanti , Nihar Shah , Zhiwei Steven Wu

The advent of Programmable Data Planes represents an outstanding evolution and complete revolution of the Software- Defined Networking paradigm. The capacity to define the entire behavior of forwarding devices by controlling the packet…

Networking and Internet Architecture · Computer Science 2021-06-02 Sergio Armando Gutiérrez , John Willian Branch , Luciano Paschoal Gaspary , Juan Felipe Botero

The sophistication and diversity of contemporary cyberattacks have rendered the use of proxies, gateways, firewalls, and encrypted tunnels as a standalone defensive strategy inadequate. Consequently, the proactive identification of data…

Machine Learning · Computer Science 2024-09-24 Liyang Wang , Yu Cheng , Hao Gong , Jiacheng Hu , Xirui Tang , Iris Li

Advanced Encryption Standard (AES) is a widely adopted cryptographic algorithm, yet its practical implementations remain susceptible to side-channel and fault injection attacks. In this work, we propose a comprehensive framework that…

Cryptography and Security · Computer Science 2025-07-08 Nishant Chinnasami , Rye Stahle-Smith , Rasha Karakchi

Anomaly detection is an important task in network management. However, deploying intelligent alert systems in real-world large-scale networking systems is challenging when we take into account (i) scalability, (ii) data heterogeneity, and…

Networking and Internet Architecture · Computer Science 2023-06-16 Yao Zhao , Sophine Zhang , Zhiyuan Yao

Accurate and timely detection of cyber threats is critical to keeping our online economy and data safe. A key technique in early detection is the classification of unusual patterns of network behaviour, often hidden as low-frequency events…

Cryptography and Security · Computer Science 2024-05-01 Anthony Kenyon , Lipika Deka , David Elizondo

For a safe and reliable operation of the smart grid, timely detection of cyber-attacks is of critical importance. Moreover, considering smarter and more capable attackers, robust detection mechanisms are needed against a diverse range of…

Information Theory · Computer Science 2019-02-19 Mehmet Necip Kurt , Yasin Yilmaz , Xiaodong Wang

In this paper, we demonstrate that a consumer's marginal system impact is only determined by their demand profile rather than their demand level. Demand profile clustering is identical to cluster consumers according to their marginal…

Economics · Quantitative Finance 2017-01-11 Yang Yu , Guangyi Liu , Wendong Zhu , Fei Wang , Bin Shu , Kai Zhang , Ram Rajagopal , Nicolas Astier

The rise of IoT has made possible the development of %increasingly personalized services, like industrial services that often deal with massive amounts of data. However, as IoT grows, its threats are even greater. The false data injection…

Cryptography and Security · Computer Science 2020-11-02 Carlos Pedroso , Aldri Santos , Michele Nogueira

A variety of anomaly detection schemes have been proposed to detect malicious attacks to Cyber-Physical Systems. Among these schemes, Dynamic Watermarking methods have been proven highly effective at detecting a wide range of attacks.…

Systems and Control · Computer Science 2018-10-19 Matthew Porter , Arnav Joshi , Pedro Hespanhol , Anil Aswani , Matthew Johnson-Roberson , Ram Vasudevan

State estimation is a data processing algorithm for converting redundant meter measurements and other information into an estimate of the state of a power system. Relying heavily on meter measurements, state estimation has proven to be…

Systems and Control · Electrical Eng. & Systems 2021-08-27 Mingqiu Du , Georgia Pierrou , Xiaozhe Wang , Marthe Kassouf

This paper considers an anomaly detection problem in which a detection algorithm assigns anomaly scores to multi-dimensional data points, such as cellular networks' Key Performance Indicators (KPIs). We propose an optimization framework to…

Information Theory · Computer Science 2023-09-01 Ali Maatouk , Fadhel Ayed , Wenjie Li , Yu Wang , Hong Zhu , Jiantao Ye

Modern networked systems are constantly under threat from systemic attacks. There has been a massive upsurge in the number of devices connected to a network as well as the associated traffic volume. This has intensified the need to better…

Cryptography and Security · Computer Science 2020-06-15 Nidhi Rastogi

Intelligent attackers can suitably tamper sensor/actuator data at various Smart grid surfaces causing intentional power oscillations, which if left undetected, can lead to voltage disruptions. We develop a novel combination of formal…

Cryptography and Security · Computer Science 2023-06-16 Suman Maiti , Anjana B , Sunandan Adhikary , Ipsita Koley , Soumyajit Dey