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Machine Learning as a Service (MLaaS) has emerged as a widely adopted paradigm for providing access to deep neural network (DNN) models, enabling users to conveniently leverage these models through standardized APIs. However, such services…

Machine Learning · Computer Science 2026-02-25 Bolin Shen , Zhan Cheng , Neil Zhenqiang Gong , Fan Yao , Yushun Dong

Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

Machine Learning · Computer Science 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi

We use deep neural networks to estimate an asset pricing model for individual stock returns that takes advantage of the vast amount of conditioning information, while keeping a fully flexible form and accounting for time-variation. The key…

Statistical Finance · Quantitative Finance 2021-08-12 Luyang Chen , Markus Pelger , Jason Zhu

The increasing use of the Internet of Things raises security concerns. To address this, device fingerprinting is often employed to authenticate devices, detect adversaries, and identify eavesdroppers in an environment. This requires the…

Cryptography and Security · Computer Science 2025-12-23 Justin Feng , Amirmohammad Haddad , Nader Sehatbakhsh

How much does a machine learning algorithm leak about its training data, and why? Membership inference attacks are used as an auditing tool to quantify this leakage. In this paper, we present a comprehensive \textit{hypothesis testing…

Machine Learning · Computer Science 2022-09-14 Jiayuan Ye , Aadyaa Maddi , Sasi Kumar Murakonda , Vincent Bindschaedler , Reza Shokri

Phishing attacks are the most common type of cyber-attacks used to obtain sensitive information and have been affecting individuals as well as organisations across the globe. Various techniques have been proposed to identify the phishing…

Cryptography and Security · Computer Science 2021-01-08 Sohail Ahmed Khan , Wasiq Khan , Abir Hussain

The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…

Risk Management · Quantitative Finance 2019-11-19 Yaodong Yang , Alisa Kolesnikova , Stefan Lessmann , Tiejun Ma , Ming-Chien Sung , Johnnie E. V. Johnson

Advances in machine learning and the increasing availability of high-dimensional data have led to the proliferation of social science research that uses the predictions of machine learning models as proxies for measures of human activity or…

Machine Learning · Computer Science 2025-02-19 Luke C Sanford , Megan Ayers , Matthew Gordon , Eliana Stone

The Internet of Things (IoT) integrates more than billions of intelligent devices over the globe with the capability of communicating with other connected devices with little to no human intervention. IoT enables data aggregation and…

Machine Learning · Computer Science 2023-07-21 Tin Lai , Farnaz Farid , Abubakar Bello , Fariza Sabrina

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…

Cryptography and Security · Computer Science 2021-09-07 Joseph Rose , Matthew Swann , Gueltoum Bendiab , Stavros Shiaeles , Nicholas Kolokotronis

This research proposes a machine learning-based attack detection model for power systems, specifically targeting smart grids. By utilizing data and logs collected from Phasor Measuring Devices (PMUs), the model aims to learn system…

Machine Learning · Computer Science 2023-07-10 Diane Tuyizere , Remy Ihabwikuzo

Methods from machine learning are being applied to design Industrial Control Systems resilient to cyber-attacks. Such methods focus on two major areas: the detection of intrusions at the network-level using the information acquired through…

Cryptography and Security · Computer Science 2022-02-25 Muhammad Azmi Umer , Khurum Nazir Junejo , Muhammad Taha Jilani , Aditya P. Mathur

Membership inference attacks are designed to determine, using black box access to trained models, whether a particular example was used in training or not. Membership inference can be formalized as a hypothesis testing problem. The most…

Machine Learning · Computer Science 2023-07-10 Martin Bertran , Shuai Tang , Michael Kearns , Jamie Morgenstern , Aaron Roth , Zhiwei Steven Wu

We aim to cluster financial assets in order to identify a small set of stocks to approximate the level of diversification of the whole universe of stocks. We develop a data-driven approach to clustering based on a correlation blockmodel in…

Portfolio Management · Quantitative Finance 2021-08-16 Wenpin Tang , Xiao Xu , Xun Yu Zhou

One of the motivations for property testing of boolean functions is the idea that testing can serve as a preprocessing step before learning. However, in most machine learning applications, it is not possible to request for labels of…

Data Structures and Algorithms · Computer Science 2012-04-18 Maria-Florina Balcan , Eric Blais , Avrim Blum , Liu Yang

Threat modeling and risk assessments are common ways to identify, estimate, and prioritize risk to national, organizational, and individual operations and assets. Several threat modeling and risk assessment approaches have been proposed…

Cryptography and Security · Computer Science 2021-10-18 Paul Griffioen , Bruno Sinopoli

Machine learning plays an essential role in preventing financial losses in the banking industry. Perhaps the most pertinent prediction task that can result in billions of dollars in losses each year is the assessment of credit risk (i.e.,…

Risk Management · Quantitative Finance 2021-01-01 Jillian M. Clements , Di Xu , Nooshin Yousefi , Dmitry Efimov

The rapid progress in technology innovation usage and distribution has increased in the last decade. The rapid growth of the Internet of Things (IoT) systems worldwide has increased network security challenges created by malicious third…

Cryptography and Security · Computer Science 2023-05-30 Nelly Elsayed , Zag ElSayed , Magdy Bayoumi

The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…

Trading and Market Microstructure · Quantitative Finance 2023-08-14 A. K. M. Amanat Ullah , Fahim Imtiaz , Miftah Uddin Md Ihsan , Md. Golam Rabiul Alam , Mahbub Majumdar

Many modern intrusion detection systems are based on data mining and database-centric architecture, where a number of data mining techniques have been found. Among the most popular techniques, association rule mining is one of the important…

Cryptography and Security · Computer Science 2016-08-05 Hyeok Kong , Cholyong Jong , Unhyok Ryang