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Anomaly Detection in Imbalanced Encrypted Traffic with Few Packet Metadata-Based Feature Extraction

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Computer Modeling in engineering & Sciences 2024年第10期141卷 585-607页

作者： Min-Gyu Kim Hwankuk Kim department of financial Information Security Kookmin UniversitySeoul02707Republic of Korea department of Information Security Cryptography mathematics Kookmin UniversitySeoul02707Republic of Korea

In the IoT(Internet of Things)domain,the increased use of encryption protocols such as SSL/TLS,VPN(Virtual Private Network),and Tor has led to a rise in attacks leveraging encrypted *** research on anomaly detection using AI(Artificial Intelligence)is actively progressing,the encrypted nature of the data poses challenges for labeling,resulting in data imbalance and biased feature extraction toward specific *** study proposes a reconstruction error-based anomaly detection method using an autoencoder(AE)that utilizes packet metadata excluding specific node *** proposed method omits biased packet metadata such as IP and Port and trains the detection model using only normal data,leveraging a small amount of packet *** makes it well-suited for direct application in IoT environments due to its low resource *** experiments comparing feature extraction methods for AE-based anomaly detection,we found that using flowbased features significantly improves accuracy,precision,F1 score,and AUC(Area Under the Receiver Operating Characteristic Curve)score compared to packet-based ***,for flow-based features,the proposed method showed a 30.17%increase in F1 score and improved false positive rates compared to Isolation Forest and ***,the proposedmethod demonstrated a 32.43%higherAUCwhen using packet features and a 111.39%higher AUC when using flow features,compared to previously proposed oversampling *** study highlights the impact of feature extraction methods on attack detection in imbalanced,encrypted traffic environments and emphasizes that the one-class method using AE is more effective for attack detection and reducing false positives compared to traditional oversampling methods.

关键词： One-class anomaly detection feature extraction auto-encoder encrypted traffic CICIoT2023

G-forward performance process and representation of homothetic case via ergodic quadratic G-BSDE

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Probability, Uncertainty and Quantitative Risk 2024年第1期9卷 85-106页

作者： Yifan Sun Falei Wang department of Applied mathematics The Hong Kong Polytechnic UniversityKowloonHong KongChina Zhongtai Securities Institute for financial Studies and School of mathematics Shandong UniversityJinan 250100China

We introduce a new type of robust forward criterion under model uncertainty,called the G-forward performance process,which extends the classical notion of forward performance process to the G-expectation *** then derive the representations of homothetic G-forward performance processes in a single stochastic factor model with uncertainty,building on the well-posedness of ergodic and infinite horizon backward stochastic differential equations driven by G-Brownian motion(G-BSDEs)with quadratic generators.

关键词： G-forward performance process Infinite horizon G-BSDE Ergodic G-BSDE

A Pricing Model of Airbag Options with Discrete Monitoring

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Acta Mathematicae Applicatae Sinica 2024年

作者： Min HU Shui-yi HU Cong QIN Fan ZHOU Center for financial engineering Soochow UniversitySuzhou College of Liberal Arts and Sciences University of Connecticut

In this paper, we propose a pricing model of airbag options with discrete monitoring, time-varying barriers, early exercise opportunities, and other popular features simultaneously. We show that the option value is a viscosity solution of a PDE system. In particular, a closed-form solution is obtained in the classic BlackScholes economy with no early exercise opportunities. For the general case, we develop a numerical algorithm and conduct an extensive numerical analysis after calibrating the model to the CSI 500 index in China. Greek letters, dynamic hedging, and assessment of investing in airbag options are also studied.

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Evolution of light deflection and shadow from a gauge-potential-like AdS black hole under the influence of a non-magnetic plasma medium

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Communications in Theoretical Physics 2024年第9期76卷 85-96页

作者： Riasat Ali Xia Tiecheng Muhammad Awais Rimsha Babar department of mathematics Shanghai University and Newtouch Center for Mathematics of Shanghai University department of mathematics University of Engineering and Technology department of mathematics GC University Faisalabad Layyah Campus

We investigate the light deflection in the weak field approximation from the accelerating charged AdS black hole. For this purpose, we apply the Gauss–Bonnet theorem to calculate the light deflection in the weak field area and use the Gibbons–Werner approach to analyze the optical geometry of the accelerating charged AdS black hole in the non-magnetic plasma absence/presence of a non-magnetic medium. We also represent the graphical behavior of the light deflection angle w.r.t. the impact parameter. We also compute the light deflection angle using Keeton and Petters approximations under the impact of accelerating charged AdS black hole geometry. Furthermore, by using the ray-tracing approach, we determine the shadow in the nonmagnetic plasma presence and also demonstrate that graphical shadow has an impact on the gauge potential, non-magnetic plasma frequencies and charge.

关键词： accelerating charged AdS black hole deflection angle Gibbons-Werner approach ray-tracing approach shadow

Empirical Study on Option Pricing under Markov Regime Switching Economics

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Annals of Applied mathematics 2024年第1期40卷 21-42页

作者： Lianfeng(David)Liu department of financial and Actuarial mathematics Xi'an Jiaotong-Liverpool UniversitySuzhouJiangsu 215123China

In this research,we summarize the results of a practical study of index options based on the option valuation model which was proposed by Siu and Yang(Acta ***.,25(3)(2009),pp.339{388),where an EMM kernel is integrated which takes into account all risk components of a regime-switching ***,the regime-switching risk of an economy in the options is priced using a hidden Markov regime-switching model with the risky underlying asset being modulated by a discrete-time,nite-state,hidden Markov chain whose states represent the hidden states of an *** apply such a model to the pricing of Hang Seng Index options based on the real-world nancial data from October 2009 to October 2010(i.e.,for the year in which the model was proposed).We employed the entropy martingale measure(EMM)approach proposed by Siu and Yang(Acta ***.,25(3)(2009),pp.339{388)to determine the optimal martingale measure for the Markov-modulated *** addition,we have proposed a numerical technique called the weighted di erence method to compliment the EMM *** have also veri ed the extended jump-di usion model under regime-switching that we proposed recently(***.,6(4)(2019),1950038)using the 50ETF options which are obtained from Shanghai Stock Exchange covering a time span from January 2018 to December ***,we have highlighted the challenges for the EMM kernel-based Markov regime-switching model for pricing the out-of-the-money index options in the real world.

关键词： Option pricing EMM regime-switching hidden Markov model Esscher transform weighted difference method

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Error Estimate of Full-Discrete Numerical Scheme for the Nonlocal Allen-Cahn Model

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Journal of Mathematical Research with Applications 2024年第3期44卷 344-358页

作者： Jun ZHANG Xiaohu YANG Fulin MEI Zhimei JI Yu ZHANG School of mathematics and Statistics Guizhou University of Finance and Economics The Meteorological Disaster Prevention Center of Guizhou Province Xi'an Institute of Applied Optics financial department Guizhou University of Finance and Economics

In this work, we study the error estimates of the fully discrete Fourier pseudospectral numerical scheme for solving the nonlocal volume-conserved Allen-Cahn(AC) *** time marching method of the numerical scheme is based on the well-known Invariant Energy Quadratization(IEQ) method. We demonstrate that the proposed fully discrete numerical method is uniquely solvable, unconditionally energy stable, and obtain the optimal error estimate of the scheme for both space and time. Additionally, we conduct several numerical tests to verify the theoretical results.

关键词： nonlocal Allen-Cahn model uniquely solvable unconditionally energy stable error estimate numerical tests

Hierarchical learning of gastric cancer molecular subtypes by integrating multi-modal DNA-level omics data and clinical stratification

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Quantitative Biology 2024年第2期12卷 182-196页

作者： Binyu Yang Siying Liu Jiemin Xie Xi Tang Pan Guan Yifan Zhu Xuemei Liu Yunhui Xiong Zuli Yang Weiyao Li Yonghua Wang Wen Chen Qingjiao Li Li C.Xia department of Statistics and financial mathematics School of MathematicsSouth China University of TechnologyGuangzhouChina School of Physics and Optoelectronics South China University of TechnologyGuangzhouChina department of Pathology The Sixth Affiliated HospitalSun Yat-sen UniversityGuangzhouChina School of Food Science and engineering South China University of TechnologyGuangzhouChina department of Laboratory Medicine the Eighth Affiliated HospitalSun Yat-sen UniversityShenzhenChina

Molecular subtyping of gastric cancer(GC)aims to comprehend its genetic ***,the efficacy of current subtyping methods is hampered by their mixed use of molecular features,a lack of strategy optimization,and the limited availability of public GC *** is a pressing need for a precise and easily adoptable subtyping approach for early DNA-based screening and *** on TCGA subtypes,we developed a novel DNA-based hierarchical classifier for gastric cancer molecular subtyping(HCG),which employs gene mutations,copy number aberrations,and methylation patterns as *** incorporating the closely related esophageal adenocarcinomas dataset,we expanded the TCGA GC dataset for the training and testing of HCG(n=453).The optimization of HCG was achieved through three hierarchical strategies using Lasso-Logistic regression,evaluated by their overall the area under receiver operating characteristic curve(auROC),accuracy,F1 score,the area under precision-recall curve(auPRC)and their capability for clinical stratification using multivariate survival ***-specific DNA alteration biomarkers were discerned through difference tests based on HCG defined *** HCG classifier demonstrated superior performance in terms of overall auROC(0.95),accuracy(0.88),F1 score(0.87)and auPRC(0.86),significantly improving the clinical stratification of patients(overall p-value=0.032).Difference tests identified 25 subtype-specific DNA alterations,including a high mutation rate in the SYNE1,ITGB4,and COL22A1 genes for the MSI subtype,and hypermethylation of ALS2CL,KIAA0406,and RPRD1B genes for the EBV *** is an accurate and robust classifier for DNA-based GC molecular subtyping with highly predictive clinical stratification *** training and test datasets,along with the analysis programs of HCG,are accessible on the GitHub website(***/LabxSCUT).

关键词： DNA alterations gastric cancer hierarchical classification molecular subtyping multi-omics

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Study of bending angle and shadow in a new Schwarzschild-like black hole affected by plasma and non-plasma mediums

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Chinese Physics C 2024年第5期48卷 309-318页

作者： Riasat Ali Tiecheng Xia Muhammad Awais Rimsha Babar department of mathematics Newtouch Center for Mathematics of Shanghai UniversityShanghai 200444China department of mathematics University of Engineering and Technology Lahore-54890Pakistan department of mathematics GC University Faisalabad Layyah CampusLayyah-31200Pakistan

In this study,we analyze the models of the deflection angle of a new Schwarzschild-like black hole(BH)and employ the optical metric of the *** achieve this,we use the Gaussian curvature of the optical metric and the Gauss-Bonnet theorem,known as the Gibbons-Werner technique,to determine the deflection ***,we examine the deflection angle in the presence of a plasma medium and the effect of the plasma medium on the deflection *** deflection angle of the BH solution in the gauged super-gravity is computed using the Keeton-Petters *** the ray-tracing technique,we investigate the shadow of the corresponding BH and analyze the plots of the deflection angle and shadow to verify the influence of the plasma and algebraic thermodynamic parameters on the deflection angle and shadow.

关键词： new Schwarzschild-like black hole Gibbons-Werner and Keeton-Petters techniques deflection angle ray-tracing approach shadow

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A survey on federated learning:a perspective from multi-party computation

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Frontiers of Computer Science 2024年第1期18卷 93-103页

作者： Fengxia LIU Zhiming ZHENG Yexuan SHI Yongxin TONG Yi ZHANG Institute of Artificial Intelligence and Key Laboratory of mathematics Informatics Behavioral Semantics Beihang UniversityBeijing 100191China State Key Laboratory of Software Development Environment and Advanced Innovation Center for Future Blockchain and Privacy Computing Beihang UniversityBeijing 100191China Pengcheng Laboratory Shenzhen 518055China Zhongguancun Laboratory Beijing 100190China Institute for Mathematical Sciences and engineering Research Center of financial Computing and Digital engineering Renmin University of ChinaBeijing 100872China

Federated learning is a promising learning paradigm that allows collaborative training of models across multiple data owners without sharing their raw *** enhance privacy in federated learning,multi-party computation can be leveraged for secure communication and computation during model *** survey provides a comprehensive review on how to integrate mainstream multi-party computation techniques into diverse federated learning setups for guaranteed privacy,as well as the corresponding optimization techniques to improve model accuracy and training *** also pinpoint future directions to deploy federated learning to a wider range of applications.

关键词： sfederated learning multi-party ycomputation privacy-preserving data mining distributed learning