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A trading system is said to be {robust} if it generates a robust return regardless of market direction. To this end, a consistently positive expected trading gain is often used as a robustness metric for a trading system. In this paper, we…

Optimization and Control · Mathematics 2022-11-04 Chung-Han Hsieh

Motivated by safety-critical classification problems, we investigate adversarial attacks against cost-sensitive classifiers. We use current state-of-the-art adversarially-resistant neural network classifiers [1] as the underlying models.…

Machine Learning · Statistics 2019-10-08 Gavin S. Hartnett , Andrew J. Lohn , Alexander P. Sedlack

We consider a security game in a setting consisting of two players (an attacker and a defender), each with a given budget to allocate towards attack and defense, respectively, of a set of nodes. Each node has a certain value to the attacker…

Systems and Control · Electrical Eng. & Systems 2021-03-08 Mustafa Abdallah , Timothy Cason , Saurabh Bagchi , Shreyas Sundaram

We investigate how effective an attacker can be when it only learns from its victim's actions, without access to the victim's reward. In this work, we are motivated by the scenario where the attacker wants to behave strategically when the…

Machine Learning · Computer Science 2021-12-03 Ted Fujimoto , Timothy Doster , Adam Attarian , Jill Brandenberger , Nathan Hodas

We study the problem of preventing double spending in electronic payment schemes in a distributed fashion. This problem occurs, for instance, when the spending of electronic coins needs to be controlled by a large collection of nodes (eg.…

Cryptography and Security · Computer Science 2008-02-07 Jaap-Henk Hoepman

The core of many cryptocurrencies is the decentralised validation network operating on proof-of-work technology. In these systems, validation is done by so-called miners who can digitally sign blocks once they solve a computationally-hard…

Cryptography and Security · Computer Science 2023-05-04 Sheng-Nan Li , Carlo Campajola , Claudio J. Tessone

We study zero-sum repeated games where the minimizing player has to pay a certain cost each time he changes his action. Our contribution is twofold. First, we show that the value of the game exists in stationary strategies, depending solely…

Optimization and Control · Mathematics 2021-10-29 Yevgeny Tsodikovich , Xavier Venel , Anna Zseleva

Recent studies have shown that deep reinforcement learning (DRL) policies are vulnerable to adversarial attacks, which raise concerns about applications of DRL to safety-critical systems. In this work, we adopt a principled way and study…

Machine Learning · Computer Science 2022-05-17 Chao Wang

For a mining strategy we define the notion of "profit lag" as the minimum time it takes to be profitable after that moment. We compute closed forms for the profit lag and the revenue ratio for the strategies "selfish mining" and…

Cryptography and Security · Computer Science 2020-10-07 Cyril Grunspan , Ricardo Pérez-Marco

The last decade has seen a variety of Asset-Transfer systems designed for decentralized environments. To address the problem of double-spending, these systems inherently make strong model assumptions and spend a lot of resources. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-05-30 João Paulo Bezerra , Petr Kuznetsov

Cryptographic Self-Selection is a common primitive underlying leader-selection for Proof-of-Stake blockchain protocols. The concept was first popularized in Algorand [CM19], who also observed that the protocol might be manipulable. [FHWY22]…

Computer Science and Game Theory · Computer Science 2024-07-25 Linda Cai , Jingyi Liu , S. Matthew Weinberg , Chenghan Zhou

We explore a scenario involving two sites and a sequential game between a defender and an attacker, where the defender is responsible for securing the sites while the attacker aims to attack them. Each site holds a loss value for the…

Computer Science and Game Theory · Computer Science 2024-08-05 Md Reya Shad Azim , Mustafa Abdallah

Proof-of-Stake blockchains based on a longest-chain consensus protocol are an attractive energy-friendly alternative to the Proof-of-Work paradigm. However, formal barriers to "getting the incentives right" were recently discovered, driven…

Computer Science and Game Theory · Computer Science 2023-10-31 Matheus V. X. Ferreira , S. Matthew Weinberg

Self-play reinforcement learning has achieved state-of-the-art, and often superhuman, performance in a variety of zero-sum games. Yet prior work has found that policies that are highly capable against regular opponents can fail…

Machine Learning · Computer Science 2023-01-12 Pavel Czempin , Adam Gleave

The absence of an algorithm that effectively monitors deep learning models used in side-channel attacks increases the difficulty of evaluation. If the attack is unsuccessful, the question is if we are dealing with a resistant implementation…

Cryptography and Security · Computer Science 2021-11-30 Servio Paguada , Lejla Batina , Ileana Buhan , Igor Armendariz

We analyze the economic incentives generated by the proof-of-stake mechanism discussed in the Ethereum Casper upgrade proposal. Compared with proof-of-work, proof-of-stake has a different cost structure for attackers. In Budish (2018),…

Cryptography and Security · Computer Science 2018-07-26 George Gui , Ali Hortacsu , Jose Tudon

Cryptocurrency off-chain networks such as Lightning (e.g., Bitcoin) or Raiden (e.g., Ethereum) aim to increase the scalability of traditional on-chain transactions. To support nodes in learning about possible paths to route their…

Cryptography and Security · Computer Science 2020-03-03 Utz Nisslmueller , Klaus-Tycho Foerster , Stefan Schmid , Christian Decker

Bitcoin is the world's first decentralized digital currency. Its main technical innovation is the use of a blockchain and hash-based proof of work to synchronize transactions and prevent double-spending the currency. While the qualitative…

Cryptography and Security · Computer Science 2014-02-12 Meni Rosenfeld

Across many domains of interaction, both natural and artificial, individuals use past experience to shape future behaviors. The results of such learning processes depend on what individuals wish to maximize. A natural objective is one's own…

Populations and Evolution · Quantitative Biology 2022-09-02 Alex McAvoy , Julian Kates-Harbeck , Krishnendu Chatterjee , Christian Hilbe

Blockchain technology has developed significantly over the last decade. One of the reasons for this is its sustainability architecture, which does not allow modification of the history of committed transactions. That means that developers…

Logic in Computer Science · Computer Science 2021-09-08 Ivan Fedotov , Anton Khritankov
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