Search results for: forward premium anomaly

Authors: Majed Sanan, Mohammad Rammal, Wassim Rammal

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Today, security is a major concern. Intrusion Detection, Prevention Systems and Honeypot can be used to moderate attacks. Many researchers have proposed to use many IDSs ((Intrusion Detection System) time to time. Some of these IDS’s combine their features of two or more IDSs which are called Hybrid Intrusion Detection Systems. Most of the researchers combine the features of Signature based detection methodology and Anomaly based detection methodology. For a signature based IDS, if an attacker attacks slowly and in organized way, the attack may go undetected through the IDS, as signatures include factors based on duration of the events but the actions of attacker do not match. Sometimes, for an unknown attack there is no signature updated or an attacker attack in the mean time when the database is updating. Thus, signature-based IDS fail to detect unknown attacks. Anomaly based IDS suffer from many false-positive readings. So there is a need to hybridize those IDS which can overcome the shortcomings of each other. In this paper we propose a new approach to IDS (Intrusion Detection System) which is more efficient than the traditional IDS (Intrusion Detection System). The IDS is based on Honeypot Technology and Anomaly based Detection Methodology. We have designed Architecture for the IDS in a packet tracer and then implemented it in real time. We have discussed experimental results performed: both the Honeypot and Anomaly based IDS have some shortcomings but if we hybridized these two technologies, the newly proposed Hybrid Intrusion Detection System (HIDS) is capable enough to overcome these shortcomings with much enhanced performance. In this paper, we present a modified Hybrid Intrusion Detection System (HIDS) that combines the positive features of two different detection methodologies - Honeypot methodology and anomaly based intrusion detection methodology. In the experiment, we ran both the Intrusion Detection System individually first and then together and recorded the data from time to time. From the data we can conclude that the resulting IDS are much better in detecting intrusions from the existing IDSs.

Keywords: security, intrusion detection, intrusion prevention, honeypot, anomaly-based detection, signature-based detection, cloud computing, kfsensor

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Authors: Yang Yang, Dan Liu

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Anomaly detection models for network flow based on machine learning have poor detection performance under extremely unbalanced training data conditions and also have slow detection speed and large resource consumption when deploying on network edge devices. Embedding multi-teacher knowledge distillation (mKD) in anomaly detection can transfer knowledge from multiple teacher models to a single model. Inspired by this, we proposed a state-of-the-art model, mKDNAD, to improve detection performance. mKDNAD mine and integrate the knowledge of one-dimensional sequence and two-dimensional image implicit in network flow to improve the detection accuracy of small sample classes. The multi-teacher knowledge distillation method guides the train of the student model, thus speeding up the model's detection speed and reducing the number of model parameters. Experiments in the CICIDS2017 dataset verify the improvements of our method in the detection speed and the detection accuracy in dealing with the small sample classes.

Keywords: network flow anomaly detection (NAD), multi-teacher knowledge distillation, machine learning, deep learning

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Authors: Bangkit Adhi Nugraha, Bambang Suripto

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On September 2016 Bank Indonesia (BI) release regulation no.18/18/PBI/2016 that permit bank clients for using the FX option call spread USD/IDR. Basically, this product is a combination between clients buy FX call option (pay premium) and sell FX call option (receive premium) to protect against currency depreciation while also capping the potential upside with cheap premium cost. BI classifies this product as a structured product. The structured product is combination at least two financial instruments, either derivative or non-derivative instruments. The call spread is the first structured product against IDR permitted by BI since 2009 as response the demand increase from Indonesia firms on FX hedging through derivative for protecting market risk their foreign currency asset or liability. The composition of hedging products on Indonesian FX market increase from 35% on 2015 to 40% on 2016, the majority on swap product (FX forward, FX swap, cross currency swap). Swap is formulated by interest rate difference of the two currency pairs. The cost of swap product is 7% for USD/IDR with one year USD/IDR volatility 13%. That cost level makes swap products seem expensive for hedging buyers. Because call spread cost (around 1.5-3%) cheaper than swap, the most Indonesian firms are using NDF FX call spread USD/IDR on offshore with outstanding amount around 10 billion USD. The cheaper cost of call spread is the main advantage for hedging buyers. The problem arises because BI regulation requires the call spread buyer doing the dynamic hedging. That means, if call spread buyer choose strike price 1 and strike price 2 and volatility USD/IDR exchange rate surpass strike price 2, then the call spread buyer must buy another call spread with strike price 1’ (strike price 1’ = strike price 2) and strike price 2’ (strike price 2’ > strike price 1‘). It could make the premium cost of call spread doubled or even more and dismiss the purpose of hedging buyer to find the cheapest hedging cost. It is very crucial for the buyer to choose best optimum strike price before entering into the transaction. To help hedging buyer find the optimum strike price and avoid expensive multiple premium cost, we observe ten years 2005-2015 historical data of USD/IDR volatility to be compared with the price movement of the call spread USD/IDR using Garman–Kohlhagen Model (as a common formula on FX option pricing). We use statistical tools to analysis data correlation, understand nature of call spread price movement over ten years, and determine factors affecting price movement. We select some range of strike price and tenor and calculate the probability of dynamic hedging to occur and how much it’s cost. We found USD/IDR currency pairs is too uncertain and make dynamic hedging riskier and more expensive. We validated this result using one year data and shown small RMS. The study result could be used to understand nature of FX call spread and determine optimum strike price for hedging plan.

Keywords: FX call spread USD/IDR, USD/IDR volatility statistical analysis, Garman–Kohlhagen Model on FX Option USD/IDR, Bank Indonesia Regulation no.18/18/PBI/2016

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Authors: Jacky Liu, Dulani Jayasuriya, Ryan Elmore

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Match fixing and anomalous sports events have increasingly threatened the integrity of professional sports, prompting concerns about existing detection methods. This study addresses prior research limitations in match fixing detection, improving the identification of potential fraudulent matches by incorporating advanced anomaly detection techniques. We develop a novel method to identify anomalous matches and player performances by examining series of matches, such as playoffs. Additionally, we investigate bettors' potential profits when avoiding anomaly matches and explore factors behind unusual player performances. Our literature review covers match fixing detection, match outcome forecasting models, and anomaly detection methods, underscoring current limitations and proposing a new sports anomaly detection method. Our findings reveal anomalous series in the 2022 NBA playoffs, with the Phoenix Suns vs Dallas Mavericks series having the lowest natural occurrence probability. We identify abnormal player performances and bettors' profits significantly decrease when post-season matches are included. This study contributes by developing a new approach to detect anomalous matches and player performances, and assisting investigators in identifying responsible parties. While we cannot conclusively establish reasons behind unusual player performances, our findings suggest factors such as team financial difficulties, executive mismanagement, and individual player contract issues.

Keywords: anomaly match detection, match fixing, match outcome forecasting, problematic players identification

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Authors: Drago Jakovčević, Maja Mihelja Žaja

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This paper provides an analysis of the insurance cycle in the Republic of Croatia and whether they are affected by catastrophic losses on a global level. In general, it is considered that insurance cycles are particularly pronounced in periods of financial crisis, but are also affected by the growing number of catastrophic losses. They cause the change of insurance cycle and premium growth and intensification and narrowing of the coverage conditions, so these variables move in the same direction and these phenomena point to a new cycle. The main goal of this paper is to determine the existence of insurance cycle in the Republic of Croatia and investigate whether catastrophic losses have an influence on insurance cycles.

Keywords: catastrophic loss, insurance cycle, premium, Republic of Croatia

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Authors: Victor Breux, Jérôme Boutet, Alain Goret, Viviane Cattin

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Early detection of anomalies in data centers is important to reduce downtimes and the costs of periodic maintenance. However, there is little research on this topic and even fewer on the fusion of sensor data for the detection of abnormal events. The goal of this paper is to propose a method for anomaly detection in data centers by combining sensor data (temperature, humidity, power) and deep learning models. The model described in the paper uses one autoencoder per sensor to reconstruct the inputs. The auto-encoders contain Long-Short Term Memory (LSTM) layers and are trained using the normal samples of the relevant sensors selected by correlation analysis. The difference signal between the input and its reconstruction is then used to classify the samples using feature extraction and a random forest classifier. The data measured by the sensors of a data center between January 2019 and May 2020 are used to train the model, while the data between June 2020 and May 2021 are used to assess it. Performances of the model are assessed a posteriori through F1-score by comparing detected anomalies with the data center’s history. The proposed model outperforms the state-of-the-art reconstruction method, which uses only one autoencoder taking multivariate sequences and detects an anomaly with a threshold on the reconstruction error, with an F1-score of 83.60% compared to 24.16%.

Keywords: anomaly detection, autoencoder, data centers, deep learning

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Authors: Saad Bakkali

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Image processing is a powerful tool for the enhancement of edges in images used in the interpretation of geophysical potential field data. Arial and terrestrial gravimetric surveys were carried out in the region of Tangier-Tetuan. From the observed and measured data of gravity Bouguer gravity anomalies map was prepared. This paper reports the results and interpretations of the transformed maps of Bouguer gravity anomaly of the Tangier-Tetuan area using image processing. Filtering analysis based on classical image process was applied. Operator image process like logarithmic and gamma correction are used. This paper also present the results obtained from this image processing analysis of the enhancement edges of the Bouguer gravity anomaly map of the Tangier-Tetuan zone.

Keywords: bouguer, tangier, filtering, gamma correction, logarithmic enhancement edges

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Authors: Ali Kheyroddin, Niloufar Mashhadiali, Frazaneh Kheyroddin

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In last decades, tubular systems employed for tall buildings were efficient structural systems. However, increasing the height of a building leads to an increase in structural material corresponding to the loads imposed by lateral loads. Based on this approach, new structural systems are emerging to provide strength and stiffness with the minimum premium for height. In this research, selected tube-type structural systems such as framed tubes, braced tubes, diagrids and hexagrid systems were applied as a single tube, tubular structures combined with braced core and outrigger trusses on a set of 48, 72, and 96-story, respectively, to improve integrated structural systems. This paper investigated structural material consumption by model structures focusing on the premium for height. Compared analytical results indicated that as the height of the building increased, combination of the structural systems caused the framed tube, hexagrid and braced tube system to pay fewer premiums to material tonnage while in diagrid system, combining the structural system reduced insignificantly the steel material consumption.

Keywords: braced tube, diagrid, framed tube, hexagrid

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Authors: Fouzi Harrou, Ying Sun, Sofiane Khadraoui

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Anomaly detection based on Principal Component Analysis (PCA) was studied intensively and largely applied to multivariate processes with highly cross-correlated process variables. Monitoring metrics such as the Hotelling's T2 and the Q statistics are usually used in PCA-based monitoring to elucidate the pattern variations in the principal and residual subspaces, respectively. However, these metrics are ill suited to detect small faults. In this paper, the Exponentially Weighted Moving Average (EWMA) based on the Q and T statistics, T2-EWMA and Q-EWMA, were developed for detecting faults in the process mean. The performance of the proposed methods was compared with that of the conventional PCA-based fault detection method using synthetic data. The results clearly show the benefit and the effectiveness of the proposed methods over the conventional PCA method, especially for detecting small faults in highly correlated multivariate data.

Keywords: data-driven method, process control, anomaly detection, dimensionality reduction

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Authors: Oguzhan Cepni, Doruk Kucuksarac, M. Hasan Yilmaz

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Risk premium of emerging markets are moving altogether depending on the momentum and shifts in the global risk appetite. However, the magnitudes of these changes in the risk premium of emerging market economies might vary. In this paper, we focus on how global risk factor affects credit default swaps (CDS) premiums of emerging markets using principal component analysis (PCA) and rolling regressions. PCA results indicate that the first common component accounts for almost 76% of common variation in CDS premiums of emerging markets. Additionally, the explanatory power of the first factor seems to be high over sample period. However, the sensitivity to the global risk factor tends to change over time and across countries. In this regard, fixed effects panel regressions are employed to identify the macroeconomic factors driving the heterogeneity across emerging markets. There are two main macroeconomic variables that affect the sensitivity; government debt to GDP and international reserves to GDP. The countries with lower government debt and higher reserves tend to be less subject to the variations in the global risk appetite.

Keywords: emerging markets, principal component analysis, credit default swaps, sovereign risk

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Authors: M. M. S. Prahastomi, M. Muhajir Saputra, Axel Derian

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Lapindo mud (LUSI ) phenomenon which occurred in Sidoarjo 2006 is a national scale of the geological phenomenon. This mudflow forms a mud volcano that spreads by time is in the need of serious treatment. Some further research has been conducted either by the application method of geodesy, geophysics, and subsurface geology, but still remains a mystery to this phenomenon. Sidoarjo Physiographic regions are included in the Kendeng zone flanked by Rembang zones in northern and Solo zones in southern. In this region revealed Kabuh formation, Jombang formation, and alluvium. In general, in the northern part of the area is composed of sedimentary rocks Sidoarjo klastika, epiklastic, pyroclastics, and older alluvium of the Early Pleistocene to Resen. The study was conducted with the literature study of the stratigraphy and regional geology as well as secondary data from observations coupled gravity method (Anomaly Bouger). The aim of the study is to reveal the subsurface geology structure pattern and the changes in mass flow. Gravity anomaly data were obtained from the calculation of the value of gravity and altitude, then processed into gravity anomaly contours which reflect changes in density of each group observed gravity. The gravity data could indicate a bottom surface which deformation occur the stronger or more intense to the south. Deformation in the form of gravity impairment was associated with a decrease in future density which is indicated by the presence of gas, water and gas bursts. Sectional analysis of changes in the measured value of gravity at different times indicates a change in the value of gravity caused by the presence of subsurface subsidence. While the gravity anomaly section describes the fault zone causes the zone to be unstable.

Keywords: mud volcano, Lumpur Sidoarjo, Bouger anomaly, Indonesia

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Authors: N. A. Kharisa, I. Wulandari, R. Narendratama, M. I. Faisal, K. Kirana, R. Zipora, I. Arfiansah, I. Suyanto

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Acquisition of geophysical survey with magnetic method has been done in manifestation of geothermalat Candi Umbul, Grabag, Magelang, Central Java Province on 10-12 May 2013. This objective research is interpretation to interpret structural geology that control geothermal system in CandiUmbul area. The research has been finished with area size 1,5 km x 2 km and measurement space of 150 m. And each point of line space survey is 150 m using PPM Geometrics model G-856. Data processing was started with IGRF and diurnal variation correction to get total magnetic field anomaly. Then, advance processing was done until reduction to pole, upward continuation, and residual anomaly. That results become next interpretation in qualitative step. It is known that the biggest object position causes low anomaly located in central of area survey that comes from hot spring manifestation and demagnetization zone that indicates the existence of heat source activity. Then, modeling the anomaly map was used for quantitative interpretation step. The result of modeling is rock layers and geological structure model that can inform about the geothermal system. And further information from quantitative interpretations can be interpreted about lithology susceptibility. And lithology susceptibilities are andesiteas heat source has susceptibility value of (k= 0.00014 emu), basaltic as alteration rock (k= 0.0016 emu), volcanic breccia as reservoir rock (k= 0.0026 emu), andesite porfirtic as cap rock (k= 0.004 emu), lava andesite (k= 0.003 emu), and alluvium (k= 0.0007 emu). The hot spring manifestation is controlled by the normal fault which becomes a weak zone, easily passed by hot water which comes from the geothermal reservoir.

Keywords: geological structure, geothermal system, magnetic, susceptibility

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Authors: Mohamed Fadzlee Sulaiman, Zainurrasyid Abdullah, Mohd Zabri Adil Talib, Aswami Fadillah Mohd Ariffin

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In common digital forensics cases, investigation may rely on the analysis conducted on specific and relevant exhibits involved. Usually the investigation officer may define and advise digital forensic analyst about the goals and objectives to be achieved in reconstructing the trail of evidence while maintaining the specific scope of investigation. With the technology growth, people are starting to realize the importance of cyber security to their organization and this new perspective creates awareness that digital forensics auditing must come in place in order to measure possible threat or attack to their cyber-infrastructure. Instead of performing investigation on incident basis, auditing may broaden the scope of investigation to the level of anomaly detection in daily operation of organization’s cyber space. While handling a huge amount of data such as log files, performing digital forensics audit for large organization proven to be onerous task for the analyst either to analyze the huge files or to translate the findings in a way where the stakeholder can clearly understand. Data visualization can be emphasized in conducting digital forensic audit and investigation to resolve both needs. This study will identify the important factors that should be considered to perform data visualization techniques in order to detect anomaly that meet the digital forensic audit and investigation objectives.

Keywords: digital forensic, data visualization, anomaly detection , log analysis, forensic audit, visualization techniques

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Authors: Judith Correa-Gomez, Cristina Garcia-De la Pena, Veronica Avila-Rodriguez, David R. Aguillon-Gutierrez

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Kemp's ridley (Lepidochelys kempii) is the smallest species of sea turtle. It nests on the beaches of the Gulf of Mexico during summer. To date, there is no information about congenital anomalies in this species, which could be an important factor to be considered as a survival threat. The aim of this study was to determine congenital anomalies in dead embryos and hatchlings of Kemp's ridley sea turtle during 2020 nesting season. Fieldwork was conducted at the 'Campamento Tortugero Barra Norte', on the shores of Tuxpan, Veracruz, Mexico. A total of 95 nests were evaluated, from which 223 dead embryos and hatchlings were collected. Anomalies were detected by detailed physical examinations. Photographs of each anomaly were taken. From the 223 dead turtles, 213 (95%) showed a congenital anomaly. A total of 53 types of congenital anomalies were found: 22 types on the head region, 21 on the carapace region, 6 on the flipper region, and 4 regarding the entire body. The most prevalent anomaly in the head region was the presence of prefrontal supernumerary scales (42%, 93 occurrences). On the carapace region, the most common anomaly was the presence of supernumerary gular scales (59%, 131 occurrences). The two most common anomalies on the flipper region were amelia in fore flippers and rear bifurcation of flippers (0.9%, 2 occurrences each). The most common anomaly involving the entire body was hypomelanism (35%, 79 occurrences). These results agree with the recent studies on congenital malformations on sea turtles, being the head and the carapace regions the ones with the highest number of congenital anomalies. It is unknown whether the reported anomalies can be related to the death of these individuals. However, it is necessary to develop embryological studies in this species. To our best knowledge, this is the first worldwide report on Kemp’s ridley sea turtle anomalies.

Keywords: Amelia, hypomelanism, morphology, supernumerary scales

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Authors: M. Yilmaz, I. Yilmaz, M. Uysal

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The Earth system generates different phenomena that are observable at the surface of the Earth such as mass deformations and displacements leading to plate tectonics, earthquakes, and volcanism. The dynamic processes associated with the interior, surface, and atmosphere of the Earth affect the three pillars of geodesy: shape of the Earth, its gravity field, and its rotation. Geodesy establishes a characteristic structure in order to define, monitor, and predict of the whole Earth system. The traditional and new instruments, observables, and techniques in geodesy are related to the gravity field. Therefore, the geodesy monitors the gravity field and its temporal variability in order to transform the geodetic observations made on the physical surface of the Earth into the geometrical surface in which positions are mathematically defined. In this paper, the main components of the gravity field modeling, (Free-air and Bouguer) gravity anomalies are calculated via recent global models (EGM2008, EIGEN6C4, and GECO) over a selected study area. The model-based gravity anomalies are compared with the corresponding terrestrial gravity data in terms of standard deviation (SD) and root mean square error (RMSE) for determining the best fit global model in the study area at a regional scale in Turkey. The least SD (13.63 mGal) and RMSE (15.71 mGal) were obtained by EGM2008 for the Free-air gravity anomaly residuals. For the Bouguer gravity anomaly residuals, EIGEN6C4 provides the least SD (8.05 mGal) and RMSE (8.12 mGal). The results indicated that EIGEN6C4 can be a useful tool for modeling the gravity field of the Earth over the study area.

Keywords: free-air gravity anomaly, Bouguer gravity anomaly, global model, land gravity

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Authors: Adedapo Jepson Olumide, Kurowska Ewa, K. Schoeneich, Ikpokonte A. Enoch

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In this paper, subsurface temperature measured from continuous temperature logs were used to determine the geothermal gradient of NigerDelta sedimentary basin. The measured temperatures were corrected to the true subsurface temperatures by applying the American Association of Petroleum Resources (AAPG) correction factor, borehole temperature correction factor with La Max’s correction factor and Zeta Utilities borehole correction factor. Geothermal gradient in this basin ranges from 1.20C to 7.560C/100m. Six geothermal anomalies centres were observed at depth in the southern parts of the Abakaliki anticlinorium around Onitsha, Ihiala, Umuaha area and named A1 to A6 while two more centre appeared at depth of 3500m and 4000m named A7 and A8 respectively. Anomaly A1 describes the southern end of the Abakaliki anticlinorium and extends southwards, anomaly A2 to A5 were found associated with a NW-SE structural alignment of the Calabar hinge line with structures describing the edge of the Niger Delta basin with the basement block of the Oban massif. Anomaly A6 locates in the south-eastern part of the basin offshore while A7 and A8 are located in the south western part of the basin offshore. At the average exploratory depth of 3500m, the geothermal gradient values for these anomalies A1, A2, A3, A4, A5, A6, A7, and A8 are 6.50C/100m, 1.750C/100m, 7.50C/100m, 1.250C/100m, 6.50C/100m, 5.50C/100m, 60C/100m, and 2.250C/100m respectively. Anomaly A8 area may yield higher thermal value at greater depth than 3500m. These results show that anomalies areas of A1, A3, A5, A6 and A7 are potentially prospective and explorable for geothermal energy using abandoned oil wells in the study area. Anomalies A1, A3.A5, A6 occur at areas where drilled boreholes were not exploitable for oil and gas but for the remaining areas where wells are so exploitable there appears no geothermal anomaly. Geothermal energy is environmentally friendly, clean and reversible.

Keywords: temperature logs, geothermal gradient anomalies, alternative energy, Niger delta basin

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Authors: Ikawati Wulandari

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Acquisition of geomagnetic field has been done at Geothermal manifestation Candi Umbul, Grabag, Magelang, Central Java Province on 10-12 May 2013. The purpose of this research to study sub-surface structure condition and the structure which control the hot springs manifestation. The research area have size of 1,5 km x 2 km and measurement spacing of 150 m. Total magnetic field data, the position, and the north pole direction have acquired by Proton Precession Magnetometer (PPM), Global Positioning System (GPS), and of geology compass, respectively. The raw data has been processed and performed using IGRF (International Geomagnetics Reference Field) correction to obtain total field magnetic anomaly. Upward continuation was performed at 100 meters height using software Magpick. Analysis conclude horizontal position of the body causing anomaly which is located at hot springs manifestation, and it stretch along Northeast - Southwest, which later interpreted as normal fault. This hotsprings manifestation was controlled by the downward fault which becomes a weak zone where hot water from underground the geothermal reservoir leakage

Keywords: PPM, Geothermal, Fault, Grabag

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Authors: Paola Bordon, Breno Braga

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This paper investigates whether firms use university prestige to statistically discriminate among college graduates. The test is based on the employer learning literature which suggests that if firms use a characteristic for statistical discrimination, this variable should become less important for earnings as a worker gains labor market experience. In this framework, we use a regression discontinuity design to estimate a 19% wage premium for recent graduates of two of the most selective universities in Chile. However, we find that this premium decreases by 3 percentage points per year of labor market experience. These results suggest that employers use college selectivity as a signal of workers' quality when they leave school. However, as workers reveal their productivity throughout their careers, they become rewarded based on their true quality rather than the prestige of their college.

Keywords: employer learning, statistical discrimination, college returns, college selectivity

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Authors: Xiaohan Bookman, Xiaoyan Zhu

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The outputs of non-linear feed-forward neural network are positive, which could be treated as probability when they are normalized to one. If we take Entropy-Based Principle into consideration, the outputs for each sample could be represented as the distribution of this sample for different clusters. Entropy-Based Principle is the principle with which we could estimate the unknown distribution under some limited conditions. As this paper defines two processes in Feed-Forward Neural Network, our limited condition is the abstracted features of samples which are worked out in the abstraction process. And the final outputs are the probability distribution for different clusters in the clustering process. As Entropy-Based Principle is considered into the feed-forward neural network, a clustering method is born. We have conducted some experiments on six open UCI data sets, comparing with a few baselines and applied purity as the measurement. The results illustrate that our method outperforms all the other baselines that are most popular clustering methods.

Keywords: feed-forward neural network, clustering, max-entropy principle, probabilistic models

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Authors: Jing Zhang, Daniel Nikovski

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We propose an approximation algorithm called LINKUMP to compute the Pan Matrix Profile (PMP) under the unnormalized l∞ distance (useful for value-based similarity search) using double-ended queue and linear interpolation. The algorithm has comparable time/space complexities as the state-of-the-art algorithm for typical PMP computation under the normalized l₂ distance (useful for shape-based similarity search). We validate its efficiency and effectiveness through extensive numerical experiments and a real-world anomaly detection application.

Keywords: pan matrix profile, unnormalized euclidean distance, double-ended queue, discord discovery, anomaly detection

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Authors: Ashiqul Amin Khan, Mohsin Ul Amin Khan

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The aim of this research is to find the relationship between good governance and shareholder wealth maximisation. The concept of good governance has become more objective in nature over time through various regulations, professionalisation, and practices. This has led to a number of methods for scoring and ranking corporate governance practices. Since shareholder wealth maximisation remains the key corporate goal for managers and governors alike, the effect of good governance in increasing the value of corporations is commented to be an important aspect. In measuring the value relevance of good governance, statistical measures of various yields of listed companies in the UK have been used in this research. Yields reflect required returns on investments from different investment tenets. Historical yields, calculated using historical fundamental data of such companies, reflect expected yields to a great extent. These yields, in turn, reflect the expected risk premium and growth associated with the stocks of the companies. Using fundamental data, the yields have been adjusted to reflect the risk premium required by the investors along various value paradigms. Good governance should naturally lead to lower required risk premium since good corporate governance provided assurance to the investors in terms of sustainability of future performance and desired financial conduct. This, in turn, increases the wealth of stockholders. The findings of this research confirm such nature of the relationship between good governance and value of the company in the long run.

Keywords: corporate governance, good governance practices, short-termism, shareholder value relevance, wealth maximisation, yield

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Authors: Hsiao-Wen Wang

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The split-share structure reform in China represents one of the most significant milestones in the evolution of the capital market. With the goal of converting non-tradable shares into tradable shares, the reform laid the foundation and supported the development of full-scale privatization. This study explores China’s split-share structure reform and its impact on statutory audit fees. This study finds that auditors earn a significant statutory audit fee premium after the split-share structure reform. The Big 4 auditors who provide better audit quality receive higher statutory audit fee premium than non-Big 4 auditors after the share reform, which is attributable to their brand reputation, rather than the relative market dominance.

Keywords: chinese split-share structure reform, statutory audit fees, big-4 auditors, corporate governance

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Authors: O. J. G. Somsen

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One of the tasks of optical surveillance is to detect anomalies in large amounts of image data. However, if the size of the anomaly is very small, limited information is available to distinguish it from the surrounding environment. Spectral detection provides a useful source of additional information and may help to detect anomalies with a size of a few pixels or less. Unfortunately, spectral cameras are expensive because of the difficulty of separating two spatial in addition to one spectral dimension. We investigate the possibility of modifying a simpler spectral line detector for outdoor detection. This may be especially useful if the area of interest forms a line, such as the horizon. We use a monochrome CCD that also enables detection into the near infrared. A simple camera is attached to the setup to determine which part of the environment is spectrally imaged. Our preliminary results indicate that sensitive detection of very small targets is indeed possible. Spectra could be taken from the various targets by averaging columns in the line image. By imaging a set of lines of various width we found narrow lines that could not be seen in the color image but remained visible in the spectral line image. A simultaneous analysis of the entire spectra can produce better results than visual inspection of the line spectral image. We are presently developing calibration targets for spatial and spectral focusing and alignment with the spatial camera. This will present improved results and more use in outdoor application

Keywords: anomaly detection, spectroscopic line imaging, image analysis, outdoor detection

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Authors: Zhiwen Pan, Jesus Pacheco, Salim Hariri, Yiqiang Chen, Bozhi Liu

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The Internet of Things (IoT) will lead to the development of advanced Smart Home services that are pervasive, cost-effective, and can be accessed by home occupants from anywhere and at any time. However, advanced smart home applications will introduce grand security challenges due to the increase in the attack surface. Current approaches do not handle cybersecurity from a holistic point of view; hence, a systematic cybersecurity mechanism needs to be adopted when designing smart home applications. In this paper, we present a generic intrusion detection methodology to detect and mitigate the anomaly behaviors happened in Smart Home Systems (SHS). By utilizing our Smart Home Context Data Structure, the heterogeneous information and services acquired from SHS are mapped in context attributes which can describe the context of smart home operation precisely and accurately. Runtime models for describing usage patterns of home assets are developed based on characterization functions. A threat-aware action management methodology, used to efficiently mitigate anomaly behaviors, is proposed at the end. Our preliminary experimental results show that our methodology can be used to detect and mitigate known and unknown threats, as well as to protect SHS premises and services.

Keywords: Internet of Things, network security, context awareness, intrusion detection

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Authors: Xiaohan Bookman, Xiaoyan Zhu

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Margin-Based Principle has been proposed for a long time, it has been proved that this principle could reduce the structural risk and improve the performance in both theoretical and practical aspects. Meanwhile, feed-forward neural network is a traditional classifier, which is very hot at present with a deeper architecture. However, the training algorithm of feed-forward neural network is developed and generated from Widrow-Hoff Principle that means to minimize the squared error. In this paper, we propose a new training algorithm for feed-forward neural networks based on Margin-Based Principle, which could effectively promote the accuracy and generalization ability of neural network classifiers with less labeled samples and flexible network. We have conducted experiments on four UCI open data sets and achieved good results as expected. In conclusion, our model could handle more sparse labeled and more high-dimension data set in a high accuracy while modification from old ANN method to our method is easy and almost free of work.

Keywords: Max-Margin Principle, Feed-Forward Neural Network, classifier, structural risk

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Authors: Zhang Shuqi, Liu Dan

Abstract:

For the problems in intelligent network anomaly traffic detection models, such as low detection accuracy caused by the lack of training samples, poor effect with small sample attack detection, a classification model enhancement method, F-ACGAN(Flow Auxiliary Classifier Generative Adversarial Network) which introduces generative adversarial network and adversarial training, is proposed to solve these problems. Generating adversarial data with category labels could enhance the training effect and improve classification accuracy and model robustness. FACGAN consists of three steps: feature preprocess, which includes data type conversion, dimensionality reduction and normalization, etc.; A generative adversarial network model with feature learning ability is designed, and the sample generation effect of the model is improved through adversarial iterations between generator and discriminator. The adversarial disturbance factor of the gradient direction of the classification model is added to improve the diversity and antagonism of generated data and to promote the model to learn from adversarial classification features. The experiment of constructing a classification model with the UNSW-NB15 dataset shows that with the enhancement of FACGAN on the basic model, the classification accuracy has improved by 8.09%, and the score of F1 has improved by 6.94%.

Keywords: data imbalance, GAN, ACGAN, anomaly detection, adversarial training, data augmentation

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Authors: Siddeeq Y. Ameen, Mohammed K. Yousif

Abstract:

Cooperative communication systems are considered to be a promising technology to improve the system capacity, reliability and performances over fading wireless channels. Cooperative relaying system with a single antenna will be able to reach the advantages of multiple antenna communication systems. It is ideally suitable for the distributed communication systems; the relays can cooperate and form virtual MIMO systems. Thus the paper will aim to investigate the possible enhancement of cooperated system using decode and forward protocol. On decode and forward an attempt to cancel or at least reduce the interference instead of increasing the SNR values is achieved. The latter can be achieved via the use group of relays depending on the channel status from source to relay and relay to destination respectively. In the proposed system, the transmission time has been divided into two phases to be used by decode and forward protocol. The first phase has been allocated for the source to transmit its data whereas the relays and destination nodes are in receiving mode. On the other hand, the second phase is allocated for the first and second groups of relay nodes to relay the data to the destination node. Simulations results have shown an improvement in performance is achieved compared to the conventional decode and forward in terms of BER and transmission rate.

Keywords: cooperative systems, decode and forward, interference cancellation, virtual MIMO

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Authors: Shukri Dughman, Anthony Rossiter

Abstract:

This paper builds on earlier work which demonstrated that Model Predictive Control (MPC) may give a poor choice of default feed forward compensator. By first demonstrating the impact of future information of target changes on the performance, this paper proposes a pragmatic method for identifying the amount of future information on the target that can be utilised effectively in both finite and infinite horizon algorithms. Numerical illustrations in MATLAB give evidence of the efficacy of the proposal.

Keywords: model predictive control, tracking control, advance knowledge, feed forward

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Authors: Joseph Marfo Boaheng, Daniel Ansong, Eugenia Amporfo

Abstract:

Health Insurance is proposed to provide financial protection against catastrophic health care cost arising from disease. Ghana has had a National Health Insurance Scheme (NHIS) since 2003 with the current enrolment/retention rate of 36%. The main goal of the scheme is to provide equity in the health sector as well as ensuring affordable health care for the poor. However, the current payment system is not flexible to attract significant proportion of the poor informal sector onto the scheme. Looking at the extensive use of mobiles in the Ghana where about 29,220,602.00 registered mobile phone lines are actively in used as of June 2014, paying health insurance premium through mobile phone could be feasible to attract larger proportion of the informal sector onto the scheme. Methodology: The quantitative cross-sectional survey was used to solicit the required information from 877 respondents living in Kumasi, the second capital city of Ghana. The magnitude of the effect of Pro-rata system (flexible payment terms) on NHIS enrollment rate was estimated with binary logistic regression model. Results: The odds for an individual to enroll onto NHIS with mobile phone increases about 2 times more when payment of insurance premium is on pro-rata basis ie. flexible payment terms (p=0.008, CI=1.212-3.565). Conclusion: The study advocates the National Health Insurance Authority consider this alternative payment system that has the potential of attracting a greater proportion of the informal sector to be enrolled or retained onto the scheme.

Keywords: enrollment, health insurance, mobile phone, pro-rata

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Authors: Abdoulaye Diop, Nahid Emad, Thierry Winter, Mohamed Hilia

Abstract:

Data assets protection is a crucial issue in the cybersecurity field. Companies use logical access control tools to vault their information assets and protect them against external threats, but they lack solutions to counter insider threats. Nowadays, insider threats are the most significant concern of security analysts. They are mainly individuals with legitimate access to companies information systems, which use their rights with malicious intents. In several fields, behavior anomaly detection is the method used by cyber specialists to counter the threats of user malicious activities effectively. In this paper, we present the step toward the construction of a user and entity behavior analysis framework by proposing a behavior anomaly detection model. This model combines machine learning classification techniques and graph-based methods, relying on linear algebra and parallel computing techniques. We show the utility of an ensemble learning approach in this context. We present some detection methods tests results on an representative access control dataset. The use of some explored classifiers gives results up to 99% of accuracy.

Keywords: cybersecurity, data protection, access control, insider threat, user behavior analysis, ensemble learning, high performance computing

Procedia PDF Downloads 100