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This study presents the Adaptive Minimum-Variance Portfolio (AMVP) framework and the Adaptive Minimum-Risk Rate (AMRR) metric, innovative tools designed to optimize portfolios dynamically in volatile and nonstationary financial markets.…

Econometrics · Economics 2025-01-28 Ayush Jha , Abootaleb Shirvani , Ali Jaffri , Svetlozar T. Rachev , Frank J. Fabozzi

With the increase of credit card usage, the volume of credit card misuse also has significantly increased. As a result, financial organizations are working hard on developing and deploying credit card fraud detection methods, in order to…

Machine Learning · Computer Science 2019-12-09 Niloofar Yousefi , Marie Alaghband , Ivan Garibay

E-commerce platforms and payment solution providers face increasingly sophisticated fraud schemes, ranging from identity theft and account takeovers to complex money laundering operations that exploit the speed and anonymity of digital…

Artificial Intelligence · Computer Science 2026-01-12 Cooper Lin , Yanting Zhang , Maohao Ran , Wei Xue , Hongwei Fan , Yibo Xu , Zhenglin Wan , Sirui Han , Yike Guo , Jun Song

This paper presents the adaptive software security model, an innovative approach integrating the MAPE-K loop and the Software Development Life Cycle (SDLC). It proactively embeds security policies throughout development, reducing…

Software Engineering · Computer Science 2024-01-01 Mehran Alidoost Nia

The emergence of autonomous Large Language Model (LLM) agents capable of tool usage has introduced new safety risks that go beyond traditional conversational misuse. These agents, empowered to execute external functions, are vulnerable to…

Artificial Intelligence · Computer Science 2025-07-14 Zeyang Sha , Hanling Tian , Zhuoer Xu , Shiwen Cui , Changhua Meng , Weiqiang Wang

As data shift or new data become available, updating clinical machine learning models may be necessary to maintain or improve performance over time. However, updating a model can introduce compatibility issues when the behavior of the…

Machine Learning · Statistics 2023-08-11 Erkin Ötleş , Brian T. Denton , Jenna Wiens

Instruction-following language models are trained to be helpful and safe, yet their safety behavior can deteriorate under benign fine-tuning and worsen under adversarial updates. Existing defenses often offer limited protection or force a…

Computation and Language · Computer Science 2026-05-12 Jyotin Goel , Souvik Maji , Pratik Mazumder

This paper addresses the facial biometric-enabled watchlist technology in which risk detectors are mandatory mechanisms for early detection of threats, as well as for avoiding offense to innocent travelers. We propose a multiparametric cost…

Computer Vision and Pattern Recognition · Computer Science 2020-07-23 K. Lai , S. N. Yanushkevich

Despite considerable efforts on making them robust, real-world AI-based systems remain vulnerable to decision based attacks, as definitive proofs of their operational robustness have so far proven intractable. Canonical robustness…

Artificial Intelligence · Computer Science 2025-05-07 Ilias Tsingenopoulos , Vera Rimmer , Davy Preuveneers , Fabio Pierazzi , Lorenzo Cavallaro , Wouter Joosen

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hannes Petrenz , Johannes Köhler , Francesco Borrelli

Financial fraud cases are on the rise even with the current technological advancements. Due to the lack of inter-organization synergy and because of privacy concerns, authentic financial transaction data is rarely available. On the other…

For constrained linear systems with bounded disturbances and parametric uncertainty, we propose a robust adaptive model predictive control strategy with online parameter estimation. Constraints enforcing persistently exciting closed loop…

Optimization and Control · Mathematics 2023-03-08 Xiaonan Lu , Mark Cannon

In machine learning we often try to optimise a decision rule that would have worked well over a historical dataset; this is the so called empirical risk minimisation principle. In the context of learning from recommender system logs,…

Information Retrieval · Computer Science 2019-09-19 Olivier Jeunen , Dmytro Mykhaylov , David Rohde , Flavian Vasile , Alexandre Gilotte , Martin Bompaire

Realm Management Monitor (RMM) is an essential firmware component within the recent Arm Confidential Computing Architecture (Arm CCA). Previous work applies formal techniques to verify the specification and prototype reference…

Software Engineering · Computer Science 2024-06-10 Tong Wu , Shale Xiong , Edoardo Manino , Gareth Stockwell , Lucas C. Cordeiro

Although risk awareness is fundamental to an online operating agent, it has received less attention in the challenging continuous domain and under partial observability. This paper presents a novel formulation and solution for risk-averse…

Artificial Intelligence · Computer Science 2023-02-22 Andrey Zhitnikov , Vadim Indelman

Reducing the number of failures in a production system is one of the most challenging problems in technology driven industries, such as, the online retail industry. To address this challenge, change management has emerged as a promising…

Machine Learning · Computer Science 2021-08-19 Binay Gupta , Anirban Chatterjee , Harika Matha , Kunal Banerjee , Lalitdutt Parsai , Vijay Agneeswaran

Reinforcement learning (RL) algorithms have been successfully used to develop control policies for dynamical systems. For many such systems, these policies are trained in a simulated environment. Due to discrepancies between the simulated…

Systems and Control · Electrical Eng. & Systems 2020-11-23 Anubhav Guha , Anuradha Annaswamy

Safe control with guarantees generally requires the system model to be known. It is far more challenging to handle systems with uncertain parameters. In this paper, we propose a generic algorithm that can synthesize and verify safe…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Simin Liu , Kai S. Yun , John M. Dolan , Changliu Liu

Safety has been recognized as the central obstacle to preventing the use of reinforcement learning (RL) for real-world applications. Different methods have been developed to deal with safety concerns in RL. However, learning reliable…

Machine Learning · Computer Science 2023-02-08 Huiliang Zhang , Di Wu , Benoit Boulet

In contrast to the popular Cox model which presents a multiplicative covariate effect specification on the time to event hazards, the semiparametric additive risks model (ARM) offers an attractive additive specification, allowing for direct…

Methodology · Statistics 2022-03-21 Tong Wang , Dipankar Bandyopadhyay , Samiran Sinha