首页 > 最新文献

Proceedings of the 9th International Symposium on Information and Communication Technology最新文献

英文 中文
An Effective Ensemble Deep Learning Framework for Malware Detection 一种有效的恶意软件检测集成深度学习框架
D. V. Sang, Dang Manh Cuong, Le Tran Bao Cuong
Malware (or malicious software) is any program or file that brings harm to a computer system. Malware includes computer viruses, worms, trojan horses, rootkit, adware, ransomware and spyware. Due to the explosive growth in number and variety of malware, the demand of improving automatic malware detection has increased. Machine learning approaches are a natural choice to deal with this problem since they can automatically discover hidden patterns in large-scale datasets to distinguish malware from benign. In this paper, we propose different deep neural network architectures from simple to advanced ones. We then fuse hand-crafted and deep features, and combine all models together to make an overall effective ensemble framework for malware detection. The experiment results demonstrate the efficiency of our proposed method, which is capable to detect malware with accuracy of 96.24% on our large real-life dataset.
恶意软件(或恶意软件)是对计算机系统造成危害的任何程序或文件。恶意软件包括计算机病毒、蠕虫、特洛伊木马、rootkit、广告软件、勒索软件和间谍软件。由于恶意软件数量和种类的爆炸式增长,对改进恶意软件自动检测的需求也随之增加。机器学习方法是处理这个问题的自然选择,因为它们可以自动发现大规模数据集中隐藏的模式,以区分恶意软件和良性软件。在本文中,我们提出了从简单到高级的不同深度神经网络架构。然后,我们融合手工制作和深度特征,并将所有模型组合在一起,使恶意软件检测的整体有效集成框架。实验结果证明了该方法的有效性,在大型真实数据集上检测恶意软件的准确率达到96.24%。
{"title":"An Effective Ensemble Deep Learning Framework for Malware Detection","authors":"D. V. Sang, Dang Manh Cuong, Le Tran Bao Cuong","doi":"10.1145/3287921.3287971","DOIUrl":"https://doi.org/10.1145/3287921.3287971","url":null,"abstract":"Malware (or malicious software) is any program or file that brings harm to a computer system. Malware includes computer viruses, worms, trojan horses, rootkit, adware, ransomware and spyware. Due to the explosive growth in number and variety of malware, the demand of improving automatic malware detection has increased. Machine learning approaches are a natural choice to deal with this problem since they can automatically discover hidden patterns in large-scale datasets to distinguish malware from benign. In this paper, we propose different deep neural network architectures from simple to advanced ones. We then fuse hand-crafted and deep features, and combine all models together to make an overall effective ensemble framework for malware detection. The experiment results demonstrate the efficiency of our proposed method, which is capable to detect malware with accuracy of 96.24% on our large real-life dataset.","PeriodicalId":448008,"journal":{"name":"Proceedings of the 9th International Symposium on Information and Communication Technology","volume":"136 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132942422","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Refined Cattle Detection Using Composite Background Subtraction and Brightness Intensity from Bird's Eye Images 基于背景差和亮度强度的鸟眼图像精细牛检测
Mami Aotani, Ryo Nishide, Yumi Takaki, C. Ohta, K. Oyama, T. Ohkawa
Breeding cattle are known to be social animals that make groups as humans. Focusing on the sociality of the cattle, this paper aims to grasp and predict the conditions of breeding cattle by detecting the interactions between them. In order to detect such interactions, it is necessary to follow the behaviors of the breeding cattle to examine how they approach each other. In this study, the positions and movements of the breeding cattle are detected from bird's eye images. In the preceding study, breeding cattle were experimentally detected by the background subtraction method using multiple background images because of the poor distinctive features of breeding cattle. However, the method employed in that study used images that may not completely remove breeding cattle in a background image in order to cope with the changing brightness, which may cause errors in detection. Moreover, a huge amount of time may be consumed in selecting the optimal background image for the input image. Therefore, we propose a method in this paper by applying composite background images and reduction of search images using brightness to the method of the preceding study. The composite background image is an image obtained by overriding other images to the breeding cattle region, resultantly removing the cattle region. When creating the composite background, we consider that the image that does not contain cattle region can be used as a background image which may successfully improve the detection accuracy. When selecting an optimal background image, we also consider as that the processing time will be shortened by reducing the search images by brightness. In the experiment, the precision and the processing time are compared based on the cases with or without composite background image and by reduction of the search images by brightness. As a result, it was confirmed that the detection accuracy was improved by the proposed method and the processing time could be shortened.
人们知道,种牛是一种群居动物,它们会像人类一样组成群体。本文以牛的社会性为研究重点,通过检测牛与牛之间的相互作用,掌握和预测牛的繁殖状况。为了检测这种相互作用,有必要跟踪种牛的行为,以检查它们是如何相互接近的。在本研究中,从鸟眼图像中检测种牛的位置和运动。在之前的研究中,由于种牛的特征不明显,我们采用了多幅背景图像的背景差法进行实验检测。但是,为了应对亮度的变化,该方法使用的图像可能不会完全去除背景图像中的种牛,这可能会导致检测误差。此外,为输入图像选择最优背景图像可能会消耗大量时间。因此,本文提出了一种将复合背景图像和基于亮度的搜索图像约简应用于上述研究方法的方法。复合背景图像是将其他图像覆盖到种牛区域,从而去除种牛区域而得到的图像。在创建复合背景时,我们认为可以使用不包含牛区的图像作为背景图像,这样可以成功地提高检测精度。在选择最优背景图像时,我们还考虑到通过亮度减少搜索图像可以缩短处理时间。在实验中,根据有和没有复合背景图像的情况,通过亮度降低搜索图像,比较了精度和处理时间。实验结果表明,该方法提高了检测精度,缩短了处理时间。
{"title":"Refined Cattle Detection Using Composite Background Subtraction and Brightness Intensity from Bird's Eye Images","authors":"Mami Aotani, Ryo Nishide, Yumi Takaki, C. Ohta, K. Oyama, T. Ohkawa","doi":"10.1145/3287921.3287945","DOIUrl":"https://doi.org/10.1145/3287921.3287945","url":null,"abstract":"Breeding cattle are known to be social animals that make groups as humans. Focusing on the sociality of the cattle, this paper aims to grasp and predict the conditions of breeding cattle by detecting the interactions between them. In order to detect such interactions, it is necessary to follow the behaviors of the breeding cattle to examine how they approach each other. In this study, the positions and movements of the breeding cattle are detected from bird's eye images. In the preceding study, breeding cattle were experimentally detected by the background subtraction method using multiple background images because of the poor distinctive features of breeding cattle. However, the method employed in that study used images that may not completely remove breeding cattle in a background image in order to cope with the changing brightness, which may cause errors in detection. Moreover, a huge amount of time may be consumed in selecting the optimal background image for the input image. Therefore, we propose a method in this paper by applying composite background images and reduction of search images using brightness to the method of the preceding study. The composite background image is an image obtained by overriding other images to the breeding cattle region, resultantly removing the cattle region. When creating the composite background, we consider that the image that does not contain cattle region can be used as a background image which may successfully improve the detection accuracy. When selecting an optimal background image, we also consider as that the processing time will be shortened by reducing the search images by brightness. In the experiment, the precision and the processing time are compared based on the cases with or without composite background image and by reduction of the search images by brightness. As a result, it was confirmed that the detection accuracy was improved by the proposed method and the processing time could be shortened.","PeriodicalId":448008,"journal":{"name":"Proceedings of the 9th International Symposium on Information and Communication Technology","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125779528","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Implementation of OpenMP Data-Sharing on CAPE OpenMP数据共享在CAPE上的实现
Van Long Tran, É. Renault, Xuan Huyen Do, Viet Hai Ha
CAPE (Checkpointing-Aided Parallel Execution) is a framework that automatically translates and executes OpenMP on distributed-memory architectures based on checkpoint technique. In some experiments, this approach shows high-performance on distributed-memory system. However, it has not been fully developed yet. This paper presents an implementation of OpenMP data-sharing on CAPE that improves the capability, reduces checkpoint size and makes CAPE even more performance.
CAPE(检查点辅助并行执行)是一个基于检查点技术在分布式内存架构上自动转换和执行OpenMP的框架。在一些实验中,该方法在分布式内存系统上表现出了良好的性能。然而,它还没有完全发展起来。本文提出了在CAPE上实现OpenMP数据共享的一种方法,该方法提高了CAPE的性能,减小了检查点的大小,使CAPE的性能得到了提高。
{"title":"Implementation of OpenMP Data-Sharing on CAPE","authors":"Van Long Tran, É. Renault, Xuan Huyen Do, Viet Hai Ha","doi":"10.1145/3287921.3287950","DOIUrl":"https://doi.org/10.1145/3287921.3287950","url":null,"abstract":"CAPE (Checkpointing-Aided Parallel Execution) is a framework that automatically translates and executes OpenMP on distributed-memory architectures based on checkpoint technique. In some experiments, this approach shows high-performance on distributed-memory system. However, it has not been fully developed yet. This paper presents an implementation of OpenMP data-sharing on CAPE that improves the capability, reduces checkpoint size and makes CAPE even more performance.","PeriodicalId":448008,"journal":{"name":"Proceedings of the 9th International Symposium on Information and Communication Technology","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130232319","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A dynamic programming algorithm for the maximum induced matching problem in permutation graphs 排列图中最大诱导匹配问题的动态规划算法
V. Nguyen, B. Pham, Viet-Hung Tran, Phan-Thuan Do
For a finite undirected graph G = (V, E) and a positive integer k ≥ 1, an edge set M ⊆ E is a distance-k matching if the pairwise distance of edges in M is at least k in G. The special case k = 2 has been studied under the name maximum induced matching (MIM for short), i.e., a maximum matching which forms an induced subgraph in G. MIM arises in many applications, such as artificial intelligence, game theory, computer networks, VLSI design and marriage problems. In this paper, we design an O(n2) solution for finding MIM in permutation graphs based on a dynamic programming method on edges with the aid of the sweep line technique. Our result is better than the best known algorithm.
有限的无向图G = (V, E)和一个正整数k≥1,优势集M⊆E distance-k匹配如果边缘的两两距离至少在M k在G .特殊情况下k = 2研究了最大名义诱导匹配(MIM),也就是说,一个最大匹配形成的诱导子图G . MIM出现在许多应用程序中,如人工智能、博弈理论、计算机网络、VLSI设计和婚姻问题。本文利用扫描线技术,基于边上动态规划方法,设计了一种求置换图中MIM的O(n2)解。我们的结果比最著名的算法要好。
{"title":"A dynamic programming algorithm for the maximum induced matching problem in permutation graphs","authors":"V. Nguyen, B. Pham, Viet-Hung Tran, Phan-Thuan Do","doi":"10.1145/3287921.3287961","DOIUrl":"https://doi.org/10.1145/3287921.3287961","url":null,"abstract":"For a finite undirected graph G = (V, E) and a positive integer k ≥ 1, an edge set M ⊆ E is a distance-k matching if the pairwise distance of edges in M is at least k in G. The special case k = 2 has been studied under the name maximum induced matching (MIM for short), i.e., a maximum matching which forms an induced subgraph in G. MIM arises in many applications, such as artificial intelligence, game theory, computer networks, VLSI design and marriage problems. In this paper, we design an O(n2) solution for finding MIM in permutation graphs based on a dynamic programming method on edges with the aid of the sweep line technique. Our result is better than the best known algorithm.","PeriodicalId":448008,"journal":{"name":"Proceedings of the 9th International Symposium on Information and Communication Technology","volume":"42 6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129714219","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Data Redundancy Dynamic Control Method for High Availability Distributed Clusters 高可用性分布式集群数据冗余动态控制方法
T. Ono, K. Ueda
For session control servers of carriers networks, the scale out type session control server architecture that could control system performance flexibly has been studied. Network anomaly detection technology using autoencoder has attracted attention. An autoencoder is one of the dimensionality reduction algorithm using neural network. We propose methods to prevent data loss when serious trouble occurred in network equipment, such as servers and routers, of a high availability distributed cluster using consistent hashing. The methods control data redundancy before serious failure of servers or networks occur using anomaly detection technology. We evaluated three anomalous server selection methods by calculation and computer simulation. We also verified the operation of the data redundancy dynamic control methods by software implementation and operation experiment.
针对运营商网络的会话控制服务器,研究了可灵活控制系统性能的横向扩展型会话控制服务器体系结构。利用自编码器的网络异常检测技术引起了人们的关注。自编码器是一种基于神经网络的降维算法。我们提出了在高可用性分布式集群的服务器、路由器等网络设备出现严重故障时,使用一致性哈希方法防止数据丢失的方法。该方法利用异常检测技术控制数据冗余,避免服务器或网络出现严重故障。通过计算和计算机模拟,对三种异常服务器选择方法进行了评价。通过软件实现和运行实验验证了数据冗余动态控制方法的有效性。
{"title":"Data Redundancy Dynamic Control Method for High Availability Distributed Clusters","authors":"T. Ono, K. Ueda","doi":"10.1145/3287921.3287967","DOIUrl":"https://doi.org/10.1145/3287921.3287967","url":null,"abstract":"For session control servers of carriers networks, the scale out type session control server architecture that could control system performance flexibly has been studied. Network anomaly detection technology using autoencoder has attracted attention. An autoencoder is one of the dimensionality reduction algorithm using neural network. We propose methods to prevent data loss when serious trouble occurred in network equipment, such as servers and routers, of a high availability distributed cluster using consistent hashing. The methods control data redundancy before serious failure of servers or networks occur using anomaly detection technology. We evaluated three anomalous server selection methods by calculation and computer simulation. We also verified the operation of the data redundancy dynamic control methods by software implementation and operation experiment.","PeriodicalId":448008,"journal":{"name":"Proceedings of the 9th International Symposium on Information and Communication Technology","volume":"65 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126262773","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
DECOM: A framework to support evolution of IoT services DECOM:支持物联网服务演进的框架
Huu Tam Tran, Alexander Jahl, K. Geihs, Ramaprasad Kuppili, X. Nguyen, Thi Thanh Binh Huynh
In the heterogeneous and dynamic Internet of Things (IoT), applications and services are frequently subject to change for various reasons such as maintaining their functionality, reliability, availability, and performance. Detecting and communicating these changes are still performed manually by responsible developers and administrators. Such a mechanism will not be adequate anymore in the future of large-scale IoT environments. Therefore, we present a comprehensive framework named DECOM for automatic detection and communication of service changes. Here, we assume that capabilities and interfaces of IoT devices are described and provided through REST services. To be able to detect syntactic as well as semantic changes, we transform an extended version of the interface description into a logic program and apply a sequence of analysis steps to detect changes. The feasibility and applicability of the framework are demonstrated in an IoT application scenario.
在异构和动态的物联网(IoT)中,应用程序和服务经常由于各种原因而发生变化,例如维护其功能、可靠性、可用性和性能。检测和沟通这些更改仍然是由负责任的开发人员和管理员手动执行的。在未来的大规模物联网环境中,这种机制将不再适用。因此,我们提出了一个名为DECOM的综合框架,用于自动检测和通信服务的变化。在这里,我们假设物联网设备的功能和接口是通过REST服务描述和提供的。为了能够检测语法和语义的变化,我们将接口描述的扩展版本转换为逻辑程序,并应用一系列分析步骤来检测变化。通过物联网应用场景验证了该框架的可行性和适用性。
{"title":"DECOM: A framework to support evolution of IoT services","authors":"Huu Tam Tran, Alexander Jahl, K. Geihs, Ramaprasad Kuppili, X. Nguyen, Thi Thanh Binh Huynh","doi":"10.1145/3287921.3287979","DOIUrl":"https://doi.org/10.1145/3287921.3287979","url":null,"abstract":"In the heterogeneous and dynamic Internet of Things (IoT), applications and services are frequently subject to change for various reasons such as maintaining their functionality, reliability, availability, and performance. Detecting and communicating these changes are still performed manually by responsible developers and administrators. Such a mechanism will not be adequate anymore in the future of large-scale IoT environments. Therefore, we present a comprehensive framework named DECOM for automatic detection and communication of service changes. Here, we assume that capabilities and interfaces of IoT devices are described and provided through REST services. To be able to detect syntactic as well as semantic changes, we transform an extended version of the interface description into a logic program and apply a sequence of analysis steps to detect changes. The feasibility and applicability of the framework are demonstrated in an IoT application scenario.","PeriodicalId":448008,"journal":{"name":"Proceedings of the 9th International Symposium on Information and Communication Technology","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128983435","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Migrating Vietnam Offshore into Agile 将越南海外迁移到敏捷
Le Gia Cuong, P. D. Hung, B. T. Vinh
Agile and Offshoring are emerging as 2 prominent trends of the software industry. Unfortunately, offshoring might impact the results of Agile projects, and Agile practices also often cause difficulties to offshore development centers. This paper outlines the problems of migrating the offshore development centers to the Agile process as analyzed from the perspectives of the largest IT outsourcing company in Vietnam. The paper also details an improved model based on the Scrum framework, the most popular Agile implementation according to State of Agile in Version One 2017. The purpose of this model is to minimize the negative impacts of Agile in offshore development centers and vice versa. Finally, this paper also provides the result of applying the model into a "focal" project under the author's management.
敏捷和离岸外包正在成为软件行业的两个突出趋势。不幸的是,离岸外包可能会影响敏捷项目的结果,而敏捷实践也经常给离岸开发中心带来困难。本文从越南最大的IT外包公司的角度分析了将离岸开发中心迁移到敏捷过程的问题。本文还详细介绍了基于Scrum框架的改进模型,Scrum框架是2017年第一版《敏捷状态》中最流行的敏捷实现。该模型的目的是将敏捷在离岸开发中心的负面影响最小化,反之亦然。最后,本文还提供了将该模型应用于作者管理的一个“重点”项目的结果。
{"title":"Migrating Vietnam Offshore into Agile","authors":"Le Gia Cuong, P. D. Hung, B. T. Vinh","doi":"10.1145/3287921.3287924","DOIUrl":"https://doi.org/10.1145/3287921.3287924","url":null,"abstract":"Agile and Offshoring are emerging as 2 prominent trends of the software industry. Unfortunately, offshoring might impact the results of Agile projects, and Agile practices also often cause difficulties to offshore development centers. This paper outlines the problems of migrating the offshore development centers to the Agile process as analyzed from the perspectives of the largest IT outsourcing company in Vietnam. The paper also details an improved model based on the Scrum framework, the most popular Agile implementation according to State of Agile in Version One 2017. The purpose of this model is to minimize the negative impacts of Agile in offshore development centers and vice versa. Finally, this paper also provides the result of applying the model into a \"focal\" project under the author's management.","PeriodicalId":448008,"journal":{"name":"Proceedings of the 9th International Symposium on Information and Communication Technology","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131078035","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Prediction and Portfolio Optimization in Quantitative Trading Using Machine Learning Techniques 机器学习技术在定量交易中的预测和投资组合优化
Van-Dai Ta, Chuan-Ming Liu, Direselign Addis
Quantitative trading is an automated trading system in which the trading strategies and decisions are conducted by a set of mathematical models. Quantitative trading applies a wide range of computational approaches such as statistics, physics, or machine learning to analyze, predict, and take advantage of big data in finance for investment. This work studies core components of a quantitative trading system. Machine learning offers a number of important advantages over traditional algorithmic trading. With machine learning, multiple trading strategies are implemented consistently and able to adapt to real-time market. To demonstrate how machine learning techniques can meet quantitative trading, linear regression and support vector regression models are used to predict stock movement. In addition, multiple optimization techniques are used to optimize the return and control risk in trading. One common characteristic for both prediction models is they effectively performed in short-term prediction with high accuracy and return. However, in short-term prediction, the linear regression model is outperform compared to the support vector regression model. The prediction accuracy is considerably improved by adding technical indicators to dataset rather than adjusted price and volume. Despite the gap between prediction modeling and actual trading, the proposed trading strategy achieved a higher return than the S&P 500 ETF-SPY.
定量交易是一种自动交易系统,其中交易策略和决策是由一组数学模型进行的。量化交易应用广泛的计算方法,如统计学、物理学或机器学习来分析、预测,并利用金融中的大数据进行投资。本文研究了量化交易系统的核心组成部分。与传统的算法交易相比,机器学习提供了许多重要的优势。通过机器学习,多种交易策略被一致地实施,并能够适应实时市场。为了演示机器学习技术如何满足定量交易,我们使用线性回归和支持向量回归模型来预测股票走势。此外,在交易过程中运用了多种优化技术来优化收益和控制风险。这两种预测模型的一个共同特点是它们都能有效地进行短期预测,具有较高的准确性和收益率。然而,在短期预测中,线性回归模型优于支持向量回归模型。通过在数据集中加入技术指标,而不是调整价格和数量,预测精度得到了显著提高。尽管预测模型与实际交易之间存在差距,但所提出的交易策略取得了比标普500 ETF-SPY更高的回报。
{"title":"Prediction and Portfolio Optimization in Quantitative Trading Using Machine Learning Techniques","authors":"Van-Dai Ta, Chuan-Ming Liu, Direselign Addis","doi":"10.1145/3287921.3287963","DOIUrl":"https://doi.org/10.1145/3287921.3287963","url":null,"abstract":"Quantitative trading is an automated trading system in which the trading strategies and decisions are conducted by a set of mathematical models. Quantitative trading applies a wide range of computational approaches such as statistics, physics, or machine learning to analyze, predict, and take advantage of big data in finance for investment. This work studies core components of a quantitative trading system. Machine learning offers a number of important advantages over traditional algorithmic trading. With machine learning, multiple trading strategies are implemented consistently and able to adapt to real-time market. To demonstrate how machine learning techniques can meet quantitative trading, linear regression and support vector regression models are used to predict stock movement. In addition, multiple optimization techniques are used to optimize the return and control risk in trading. One common characteristic for both prediction models is they effectively performed in short-term prediction with high accuracy and return. However, in short-term prediction, the linear regression model is outperform compared to the support vector regression model. The prediction accuracy is considerably improved by adding technical indicators to dataset rather than adjusted price and volume. Despite the gap between prediction modeling and actual trading, the proposed trading strategy achieved a higher return than the S&P 500 ETF-SPY.","PeriodicalId":448008,"journal":{"name":"Proceedings of the 9th International Symposium on Information and Communication Technology","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130694096","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 12
Techniques for Improving Performance of the CPR-Based Approach 提高心肺复苏术性能的技术
M. Kieu, D. Nguyen, Thanh Thuy Nguyen
TCP-targeted low-rate distributed denial-of-service (LDDoS) attacks have created an opportunity for attackers to reduce their total attaking rate (and hence, the detection probability of the attacks) while inflicting the same damage to TCP flows as traditional flooding-based DDoS attacks. CPR-based approach has been proposed by Zhang et al. to detect and filter this kind of DDoS attacks, but its performance in terms of TCP throughput under attack is shown to be limited by the way it calculates CPR for each flow. In this paper, we will propose some modifications to the CPR-based approach in order to increase its performance. Simulation results show that the modifications can increase performance significantly.
以TCP为目标的低速率分布式拒绝服务(DDoS)攻击为攻击者提供了降低总攻击率(从而降低攻击的检测概率)的机会,同时对TCP流造成与传统的基于洪水的DDoS攻击相同的破坏。Zhang等人已经提出了基于CPR的方法来检测和过滤这类DDoS攻击,但其在受攻击的TCP吞吐量方面的性能受到其计算每个流CPR的方式的限制。在本文中,我们将对基于cpr的方法提出一些修改,以提高其性能。仿真结果表明,改进后的系统性能得到了显著提高。
{"title":"Techniques for Improving Performance of the CPR-Based Approach","authors":"M. Kieu, D. Nguyen, Thanh Thuy Nguyen","doi":"10.1145/3287921.3287940","DOIUrl":"https://doi.org/10.1145/3287921.3287940","url":null,"abstract":"TCP-targeted low-rate distributed denial-of-service (LDDoS) attacks have created an opportunity for attackers to reduce their total attaking rate (and hence, the detection probability of the attacks) while inflicting the same damage to TCP flows as traditional flooding-based DDoS attacks. CPR-based approach has been proposed by Zhang et al. to detect and filter this kind of DDoS attacks, but its performance in terms of TCP throughput under attack is shown to be limited by the way it calculates CPR for each flow. In this paper, we will propose some modifications to the CPR-based approach in order to increase its performance. Simulation results show that the modifications can increase performance significantly.","PeriodicalId":448008,"journal":{"name":"Proceedings of the 9th International Symposium on Information and Communication Technology","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114790644","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Mobile multi-scale vehicle detector and its application in traffic surveillance 移动多尺度车辆检测器及其在交通监控中的应用
Trung D. Q. Dang, Hy V. G. Che, T. Dinh
Object detection is a major problem in computer vision. Recently, deep neural architectures have shown a dramatic boost in performance, but they are often too slow and burdensome for embedded and real-time applications such as video surveillance. In this paper, we describe a new object detection architecture that is faster than state-of-the-art detectors while improving the performance of small mobile models. Moreover, we apply this new architecture into the problem of vehicle detection, which is central to traffic surveillance systems. In more detail, our architecture uses an efficient backbone network in MobileNetV2, whose building blocks consist of depthwise convolutional layers. On top of this network, we build a feature pyramid using separable layers so that the model can detect objects at many scales. We train this network with smooth localization loss and weighted softmax loss in tandem with hard negative mining. Both training and test sets are built from recorded videos of Ho Chi Minh and Da Nang traffic or selected from DETRAC dataset. The experimental results show that our proposed solution can still achieve an mAP of 75% on the test set while using only around 3.4 million parameters and running at 100ms per image on a cheap machine.
目标检测是计算机视觉中的一个主要问题。最近,深度神经架构在性能上有了巨大的提升,但对于嵌入式和实时应用(如视频监控)来说,它们通常太慢,负担太重。在本文中,我们描述了一种新的目标检测架构,它比最先进的检测器更快,同时提高了小型移动模型的性能。此外,我们将这种新架构应用于车辆检测问题,这是交通监控系统的核心。更详细地说,我们的架构在MobileNetV2中使用了一个高效的骨干网络,其构建块由深度卷积层组成。在此网络之上,我们使用可分离层构建特征金字塔,以便模型可以在多个尺度上检测对象。我们将平滑定位损失和加权softmax损失与硬负挖掘相结合来训练该网络。训练集和测试集都是根据胡志明和岘港交通的录制视频或从DETRAC数据集中选择的。实验结果表明,我们提出的解决方案仍然可以在测试集上实现75%的mAP,而只使用大约340万个参数,并且在便宜的机器上以每张图像100ms的速度运行。
{"title":"Mobile multi-scale vehicle detector and its application in traffic surveillance","authors":"Trung D. Q. Dang, Hy V. G. Che, T. Dinh","doi":"10.1145/3287921.3287957","DOIUrl":"https://doi.org/10.1145/3287921.3287957","url":null,"abstract":"Object detection is a major problem in computer vision. Recently, deep neural architectures have shown a dramatic boost in performance, but they are often too slow and burdensome for embedded and real-time applications such as video surveillance. In this paper, we describe a new object detection architecture that is faster than state-of-the-art detectors while improving the performance of small mobile models. Moreover, we apply this new architecture into the problem of vehicle detection, which is central to traffic surveillance systems. In more detail, our architecture uses an efficient backbone network in MobileNetV2, whose building blocks consist of depthwise convolutional layers. On top of this network, we build a feature pyramid using separable layers so that the model can detect objects at many scales. We train this network with smooth localization loss and weighted softmax loss in tandem with hard negative mining. Both training and test sets are built from recorded videos of Ho Chi Minh and Da Nang traffic or selected from DETRAC dataset. The experimental results show that our proposed solution can still achieve an mAP of 75% on the test set while using only around 3.4 million parameters and running at 100ms per image on a cheap machine.","PeriodicalId":448008,"journal":{"name":"Proceedings of the 9th International Symposium on Information and Communication Technology","volume":"53 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115051640","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
期刊
Proceedings of the 9th International Symposium on Information and Communication Technology
全部 Acc. Chem. Res. ACS Applied Bio Materials ACS Appl. Electron. Mater. ACS Appl. Energy Mater. ACS Appl. Mater. Interfaces ACS Appl. Nano Mater. ACS Appl. Polym. Mater. ACS BIOMATER-SCI ENG ACS Catal. ACS Cent. Sci. ACS Chem. Biol. ACS Chemical Health & Safety ACS Chem. Neurosci. ACS Comb. Sci. ACS Earth Space Chem. ACS Energy Lett. ACS Infect. Dis. ACS Macro Lett. ACS Mater. Lett. ACS Med. Chem. Lett. ACS Nano ACS Omega ACS Photonics ACS Sens. ACS Sustainable Chem. Eng. ACS Synth. Biol. Anal. Chem. BIOCHEMISTRY-US Bioconjugate Chem. BIOMACROMOLECULES Chem. Res. Toxicol. Chem. Rev. Chem. Mater. CRYST GROWTH DES ENERG FUEL Environ. Sci. Technol. Environ. Sci. Technol. Lett. Eur. J. Inorg. Chem. IND ENG CHEM RES Inorg. Chem. J. Agric. Food. Chem. J. Chem. Eng. Data J. Chem. Educ. J. Chem. Inf. Model. J. Chem. Theory Comput. J. Med. Chem. J. Nat. Prod. J PROTEOME RES J. Am. Chem. Soc. LANGMUIR MACROMOLECULES Mol. Pharmaceutics Nano Lett. Org. Lett. ORG PROCESS RES DEV ORGANOMETALLICS J. Org. Chem. J. Phys. Chem. J. Phys. Chem. A J. Phys. Chem. B J. Phys. Chem. C J. Phys. Chem. Lett. Analyst Anal. Methods Biomater. Sci. Catal. Sci. Technol. Chem. Commun. Chem. Soc. Rev. CHEM EDUC RES PRACT CRYSTENGCOMM Dalton Trans. Energy Environ. Sci. ENVIRON SCI-NANO ENVIRON SCI-PROC IMP ENVIRON SCI-WAT RES Faraday Discuss. Food Funct. Green Chem. Inorg. Chem. Front. Integr. Biol. J. Anal. At. Spectrom. J. Mater. Chem. A J. Mater. Chem. B J. Mater. Chem. C Lab Chip Mater. Chem. Front. Mater. Horiz. MEDCHEMCOMM Metallomics Mol. Biosyst. Mol. Syst. Des. Eng. Nanoscale Nanoscale Horiz. Nat. Prod. Rep. New J. Chem. Org. Biomol. Chem. Org. Chem. Front. PHOTOCH PHOTOBIO SCI PCCP Polym. Chem.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1