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Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading
by Jun Chen Edward P TsangThis is the first book of its kind to build on the framework of Directional Change. The concept of Directional Change opens a whole new area of research. – From the Foreword by Dr Richard Olsen, Founder and CEO of Lykke, Co-founder of OANDA and pioneer in high-frequency finance and fintech A creative start at a novel and difficult problem for investors large and small. – Professor M. A. H. Dempster, University of Cambridge and Cambridge Systems Associates Limited Financial markets technology and the practice of trading are in a state of constant change. A book that details a completely new concept in trading, however, is very rare. This is one such book, and the authors should be applauded for producing this exciting new work. The concept and framework of Directional Change in prices is an area of research with much promise! – Dr David Norman, Founder of TTC Institute and author This book shows how AI could be a game-changer in finance. – Dr Amadeo Alentorn, Head of Research/Fund Manager at Merian Global Investors Based on interdisciplinary research into "Directional Change", a new data-driven approach to financial data analysis, Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading applies machine learning to financial market monitoring and algorithmic trading. Directional Change is a new way of summarising price changes in the market. Instead of sampling prices at fixed intervals (such as daily closing in time series), it samples prices when the market changes direction ("zigzags"). By sampling data in a different way, this book lays out concepts which enable the extraction of information that other market participants may not be able to see. The book includes a Foreword by Richard Olsen and explores the following topics: Data science: as an alternative to time series, price movements in a market can be summarised as directional changes Machine learning for regime change detection: historical regime changes in a market can be discovered by a Hidden Markov Model Regime characterisation: normal and abnormal regimes in historical data can be characterised using indicators defined under Directional Change Market Monitoring: by using historical characteristics of normal and abnormal regimes, one can monitor the market to detect whether the market regime has changed Algorithmic trading: regime tracking information can help us to design trading algorithms It will be of great interest to researchers in computational finance, machine learning and data science. About the Authors Jun Chen received his PhD in computational finance from the Centre for Computational Finance and Economic Agents, University of Essex in 2019. Edward P K Tsang is an Emeritus Professor at the University of Essex, where he co-founded the Centre for Computational Finance and Economic Agents in 2002.
Detecting Trust and Deception in Group Interaction (Terrorism, Security, and Computation)
by V. S. Subrahmanian Judee K. Burgoon Norah E. DunbarThis book analyzes the multimodal verbal and nonverbal behavior of humans in both an artificial game, based on the well-known Mafia and Resistance games, as well as selected other settings. This book develops statistical results linking different types of facial expressions (e.g. smile, pursed lips, raised eyebrows), vocal features (e.g., pitch, loudness) and linguistic features (e.g., dominant language, turn length) with both unary behaviors (e.g. is person X lying?) to binary behaviors (Is person X dominant compared to person Y? Does X trust Y? Does X like Y?). In addition, this book describes machine learning and computer vision-based algorithms that can be used to predict deception, as well as the visual focus of attention of people during discussions that can be linked to many binary behaviors. It is written by a multidisciplinary team of both social scientists and computer scientists.Meetings are at the very heart of human activity. Whether you are involved in a business meeting or in a diplomatic negotiation, such an event has multiple actors, some cooperative and some adversarial. Some actors may be deceptive, others may have complex relationships with others in the group. This book consists of a set of 11 chapters that describe the factors that link human behavior in group settings and attitudes to facial and voice characteristics.Researchers working in social sciences (communication, psychology, cognitive science) with an interest in studying the link between human interpersonal behavior and facial/speech/linguistic characteristics will be interested in this book. Computer scientists, who are interested in developing machine learning and deep learning based models of human behavior in group settings will also be interested in purchasing this book.
Detection of False Data Injection Attacks in Smart Grid Cyber-Physical Systems (Wireless Networks)
by Rongxing Lu Gaoxi Xiao Beibei LiThis book discusses cybersecurity issues of smart grid cyber-physical systems, focusing on the detection techniques against false data injection attacks. The authors discuss passive and proactive techniques that combat and mitigate two categories of false data injection attacks, false measurement data injections and false command data injections in smart grid cyber-physical systems. These techniques are easy to follow for either professionals or beginners. With this book, readers can quickly get an overview of this topic and get ideas of new solutions for false data injections in smart grid cyber-physical systems. Readers include researchers, academics, students, and professionals.Presents a comprehensive summary for the detection techniques of false data injection attacks in smart grid cyber-physical systems; Reviews false data injections for either measurement data or command data; Analyzes passive and proactive approaches to smart grid cyber-physical systems.
Detection of Intrusions and Malware, and Vulnerability Assessment
by Magnus Almgren Vincenzo Gulisano Federico MaggiThis book constitutes the refereed proceedings of the 12th International Conference on Detection of Intrusions and Malware, and Vulnerability Assessment, DIMVA 2015, held in Milan, Italy, in July 2015. The 17 revised full papers presented were carefully reviewed and selected from 75 submissions. The papers are organized in topical sections on attacks, attack detection, binary analysis and mobile malware protection, social networks and large-scale attacks, Web and mobile security, and provenance and data sharing.
Detection of Intrusions and Malware, and Vulnerability Assessment
by Juan Caballero Urko Zurutuza Ricardo J. RodríguezThis book constitutes the refereed proceedings of the 13th International Conference on Detection of Intrusions and Malware, and Vulnerability Assessment, DIMVA 2016, held in San Sebastián, Spain, in July 2016. The 19 revised full papers and 2 extended abstracts presented were carefully reviewed and selected from 66 submissions. They present the state of the art in intrusion detection, malware analysis, and vulnerability assessment, dealing with novel ideas, techniques, and applications in important areas of computer security including vulnerability detection, attack prevention, web security, malware detection and classification, authentication, data leakage prevention, and countering evasive techniques such as obfuscation.
Detection of Intrusions and Malware, and Vulnerability Assessment
by Michalis Polychronakis Michael MeierThis book constitutes the refereed proceedings of the 14th International Conference on Detection of Intrusions and Malware, and Vulnerability Assessment, DIMVA 2017, held in Bonn, Germany, in July 2017. The 18 revised full papers included in this book were carefully reviewed and selected from 67 submissions. They present topics such as enclaves and isolation; malware analysis; cyber-physical systems; detection and protection; code analysis; and web security.
Detection of Intrusions and Malware, and Vulnerability Assessment: 13th International Conference, DIMVA 2016, San Sebastián, Spain, July 7-8, 2016, Proceedings (Lecture Notes in Computer Science #9721)
by Juan Caballero, Urko Zurutuza and Ricardo J. RodríguezThis book constitutes the refereed proceedings of the 13th International Conference on Detection of Intrusions and Malware, and Vulnerability Assessment, DIMVA 2016, held in San Sebastián, Spain, in July 2016. The 19 revised full papers and 2 extended abstracts presented were carefully reviewed and selected from 66 submissions. They present the state of the art in intrusion detection, malware analysis, and vulnerability assessment, dealing with novel ideas, techniques, and applications in important areas of computer security including vulnerability detection, attack prevention, web security, malware detection and classification, authentication, data leakage prevention, and countering evasive techniques such as obfuscation.
Detection of Intrusions and Malware, and Vulnerability Assessment: 15th International Conference, DIMVA 2018, Saclay, France, June 28–29, 2018, Proceedings (Lecture Notes in Computer Science #10885)
by Gregory Blanc Cristiano Giuffrida Sébastien BardinThis book constitutes the refereed proceedings of the 15th International Conference on Detection of Intrusions and Malware, and Vulnerability Assessment, DIMVA 2018, held in Saclay, France, in June 2018. The 17 revised full papers and 1 short paper included in this book were carefully reviewed and selected from 59 submissions. They present topics such as malware analysis; mobile and embedded security; attacks; detection and containment; web and browser security; and reverse engineering.
Detection of Intrusions and Malware, and Vulnerability Assessment: 16th International Conference, DIMVA 2019, Gothenburg, Sweden, June 19–20, 2019, Proceedings (Lecture Notes in Computer Science #11543)
by Magnus Almgren Roberto Perdisci Clémentine Maurice Giorgio GiacintoThis book constitutes the proceedings of the 16th International Conference on Detection of Intrusions and Malware, and Vulnerability Assessment, DIMVA 2019, held in Gothenburg, Sweden, in June 2019.The 23 full papers presented in this volume were carefully reviewed and selected from 80 submissions. The contributions were organized in topical sections named: wild wild web; cyber-physical systems; malware; software security and binary analysis; network security; and attack mitigation.
Detection of Intrusions and Malware, and Vulnerability Assessment: 17th International Conference, DIMVA 2020, Lisbon, Portugal, June 24–26, 2020, Proceedings (Lecture Notes in Computer Science #12223)
by Clémentine Maurice Nuno Neves Leyla Bilge Gianluca StringhiniThis book constitutes the proceedings of the 17th International Conference on Detection of Intrusions and Malware, and Vulnerability Assessment, DIMVA 2020, held in Lisbon, Portugal, in June 2020.* The 13 full papers presented in this volume were carefully reviewed and selected from 45 submissions. The contributions were organized in topical sections named: vulnerability discovery and analysis; attacks; web security; and detection and containment. *The conference was held virtually due to the COVID-19 pandemic.
Detection of Intrusions and Malware, and Vulnerability Assessment: 18th International Conference, DIMVA 2021, Virtual Event, July 14–16, 2021, Proceedings (Lecture Notes in Computer Science #12756)
by Nuno Neves Leyla Bilge Lorenzo Cavallaro Giancarlo PellegrinoThis book constitutes the proceedings of the 18th International Conference on Detection of Intrusions and Malware, and Vulnerability Assessment, DIMVA 2021, held virtually in July 2021.The 18 full papers and 1 short paper presented in this volume were carefully reviewed and selected from 65 submissions. DIMVA serves as a premier forum for advancing the state of the art in intrusion detection, malware detection, and vulnerability assessment. Each year, DIMVA brings together international experts from academia, industry, and government to present and discuss novel research in these areas.Chapter “SPECULARIZER: Detecting Speculative Execution Attacks via Performance Tracing” is available open access under a Creative Commons Attribution 4.0 International License via link.springer.com.
Detection of Intrusions and Malware, and Vulnerability Assessment: 19th International Conference, DIMVA 2022, Cagliari, Italy, June 29 –July 1, 2022, Proceedings (Lecture Notes in Computer Science #13358)
by Giorgio Giacinto Lorenzo Cavallaro Giancarlo Pellegrino Daniel GrussThis book constitutes the proceedings of the 19th International Conference on Detection of Intrusions and Malware, and Vulnerability Assessment, DIMVA 2022, held in Cagliari, Italy, in June – July 2021. The 10 full papers and 1 short paper presented in this volume were carefully reviewed and selected from 39 submissions.
Detection of Intrusions and Malware, and Vulnerability Assessment: 20th International Conference, DIMVA 2023, Hamburg, Germany, July 12–14, 2023, Proceedings (Lecture Notes in Computer Science #13959)
by Federico Maggi Daniel Gruss Mathias Fischer Michele CarminatiThis book constitutes the proceedings of the 20th International Conference on Detection of Intrusions and Malware, and Vulnerability Assessment, DIMVA 2023, held in Hamburg, Germany, in July 2023. The 12 full papers and 1 short paper presented in this volume were carefully reviewed and selected from 43 submissions. The papers are organized in thematical sections named: Side Channels Attacks; Security and Machine Learning; Cyber Physical System Security; Security Issues when Dealing with Users; Analysis of Vulnerable Code; Flow Integrity and Security.
Detection of Intrusions and Malware, and Vulnerability Assessment: 21st International Conference, DIMVA 2024, Lausanne, Switzerland, July 17–19, 2024, Proceedings (Lecture Notes in Computer Science #14828)
by Federico Maggi Mathias Payer Michele Carminati Manuel EgeleThis book constitutes the proceedings of the 21st International Conference on Detection of Intrusions and Malware, and Vulnerability Assessment, DIMVA 2024, held in Lausanne, Switzerland, during July 17–19, 2024. The 22 full papers and 6 short paper presented in this volume were carefully reviewed and selected from 110 submissions. The papers are organized in thematical sections named: vulnerability detection and defense; malware and threats; mobile and web application security; AI for security; hardware and firmware security; cyber physical systems and IoT.
Detection of Karst Voids at Deep Pile Foundation
by Zhenming Shi Ming Peng Liu Liu Shaojun Li Fengjuan TaoKarst voids at pile locations can have a significant negative impact on the bearing capacity and overall safety of cast-in-place pile foundations. This book introduces a state-of-the-art detection system, comprising of specialized equipment, algorithms, and software, designed to identify karst voids during deep cast-in-place pile foundation construction. The system includes a unique multifrequency borehole sonic probe, a single borehole radar, two pile hole sonar probes, and a corresponding signal analysis method. Several field and synthetic tests have been conducted to detect karst voids during cast-in-place pile foundation construction, and the results demonstrate that this technology can offer detailed geological information for pile design and ensure the safety of foundation construction. The work presented in this book has received the First Prize for Technological Invention in Shanghai, China in 2022.
Determining Project Requirements: Mastering the BABOK and the CBAP Exam (Esi International Project Management Ser.)
by Hans JonassonGood requirements do not come from a tool, or from a customer interview. They come from a repeatable set of processes that take a project from the early idea stage through to the creation of an agreed-upon project and product scope between the customer and the developer.From enterprise analysis and planning requirements gathering to documentation,
Deterministic Extraction from Weak Random Sources
by Ariel GabizonA deterministic extractor is a function that extracts almost perfect random bits from a weak random source. In this research monograph the author constructs deterministic extractors for several types of sources. A basic theme in this work is a methodology of recycling randomness which enables increasing the output length of deterministic extractors to near optimal length. The author's main work examines deterministic extractors for bit-fixing sources, deterministic extractors for affine sources and polynomial sources over large fields, and increasing the output length of zero-error dispersers. This work will be of interest to researchers and graduate students in combinatorics and theoretical computer science.
Deterministic Network Calculus: From Theory to Practical Implementation
by Anne Bouillard Marc Boyer Euriell Le CorroncDeterministic network calculus is a theory based on the (min,plus) algebra. Its aim is to compute worst-case performance bounds in communication networks. Our goal is to provide a comprehensive view of this theory and its recent advances, from its theoretical foundations to its implementations. The book is divided into three parts. The first part focuses on the (min,plus) framework and its algorithmic aspects. The second part defines the network calculus model and analyzes one server in isolation. Different service and scheduling policies are discussed, particularly when data is packetized. The third part is about network analyses. Pay burst only once and pay multiplexing only once phenomena are exhibited, and different analyses are proposed and compared. This includes the linear programming approaches that compute tight performance bounds. Finally, some partial results on the stability are detailed.
Deterministic and Stochastic Optimal Control and Inverse Problems
by Baasansuren JadambaInverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control problem for stochastic differential equations. This edited volume comprises invited contributions from world-renowned researchers in the subject of control and inverse problems. There are several contributions on optimal control and inverse problems covering different aspects of the theory, numerical methods, and applications. Besides a unified presentation of the most recent and relevant developments, this volume also presents some survey articles to make the material self-contained. To maintain the highest level of scientific quality, all manuscripts have been thoroughly reviewed.
Deterministic, Stochastic, and Deep Learning Methods for Computational Electromagnetics
by Wei CaiThis book provides a well-balanced and comprehensive picture based on clear physics, solid mathematical formulation, and state-of-the-art useful numerical methods in deterministic, stochastic, deep neural network machine learning approaches for computer simulations of electromagnetic and transport processes in biology, microwave and optical wave devices, and nano-electronics. Computational research has become strongly influenced by interactions from many different areas including biology, physics, chemistry, engineering, etc. A multifaceted approach addressing the interconnection among mathematical algorithms and physical foundation and application is much needed to prepare graduate students and researchers in applied mathematics and sciences and engineering for innovative advanced computational research in many applications areas, such as biomolecular solvation in solvents, radar wave scattering, the interaction of lights with plasmonic materials, plasma physics, quantum dots, electronic structure, current flows in nano-electronics, and microchip designs, etc.
Deterring Cyber Warfare: Bolstering Strategic Stability in Cyberspace
by Brian M. Mazanec Bradley A. ThayerWhile the deterrence of cyber attacks is one of the most important issues facing the United States and other nations, the application of deterrence theory to the cyber realm is problematic. This study introduces cyber warfare and reviews the challenges associated with deterring cyber attacks, offering key recommendations to aid the deterrence of major cyber attacks.
Detonado não-oficial de Super Smash Bros Wii U, Dicas, Truques, e Segredos do Jogo
by Michel Pinheiro Joshua Abbott*Guia Não-Oficial* Guia de Estratégias e Dicas Avançadas. Este é o mais abrangente e o único guia detalhado que você vai encontrar online. Disponível para download instantâneo em seu celular, dispositivo de eBook ou em papel.
Deus Ex: Icarus Effect
by James SwallowIT'S NOT THE END OF THE WORLD. BUT YOU CAN SEE IT FROM HERE. In the near future, with physical augmentation gaining ground and nano-cybernetics only years away, the dawn of limitless human evolution is just beyond the horizon, and a secret corporate cabal of ruthless men intends to make sure that humankind stays under its control. But two people on opposite sides of the world are starting to ask questions that could get them killed. Secret Service agent Anna Kelso has been suspended for investigating the shooting that claimed her partner's life. Anna suspects that the head of a bio-augmentation firm was the real target, and against orders she's turned up a few leads concerning a covert paramilitary force and a cadre of underground hackers. But the cover-up runs deep, and now there's a target on her back. Meanwhile, Ben Saxon, former SAS officer turned mercenary, joins a shadowy special ops outfit. They say they're a force for good, but Saxon quickly learns that the truth is not so clear-cut. So begins a dangerous quest to uncover a deadly secret that will take him from Moscow to London, D. C. to Geneva, and to the dark truth--if he lives that long. The year is 2027; in a world consumed by chaos and conspiracy, two people are set on a collision course with the most powerful and dangerous organization in history--and the fate of humanity hangs in the balance.
DevOps Adoption Strategies: Embracing DevOps through effective culture, people, and processes
by Martyn CouplandGain in-depth insight into DevOps relative to your field of expertise and implement effective DevOps culture and processes within your organizationKey FeaturesPacked with step-by-step explanations and practical examples to help you get started with DevOpsDevelop the skills and knowledge you need to tackle the deployment of DevOps toolsDiscover technology trends such as FinOps and DevSecOps to get more value from DevOpsBook DescriptionDevOps is a set of best practices enabling operations and development teams to work together to produce higher-quality work and, among other things, quicker releases. This book helps you to understand the fundamentals needed to get started with DevOps, and prepares you to start deploying technical tools confidently. You will start by learning the key steps for implementing successful DevOps transformations. The book will help you to understand how aspects of culture, people, and process are all connected, and that without any one of these elements DevOps is unlikely to be successful. As you make progress, you will discover how to measure and quantify the success of DevOps in your organization, along with exploring the pros and cons of the main tooling involved in DevOps. In the concluding chapters, you will learn about the latest trends in DevOps and find out how the tooling changes when you work with these specialties. By the end of this DevOps book, you will have gained a clear understanding of the connection between culture, people, and processes within DevOps, and learned why all three are critically important.What you will learnUnderstand the importance of culture in DevOpsBuild, foster, and develop a successful DevOps cultureDiscover how to implement a successful DevOps frameworkMeasure and define the success of DevOps transformationGet to grips with techniques for continuous feedback and iterate process changesDiscover the tooling used in different stages of the DevOps life cycleWho this book is forThis book is for IT professionals such as support engineers and systems engineers and developers looking to learn DevOps and for those going through DevOps transformation. General knowledge of IT and business processes will be helpful. You'll also find this book useful if you are in a business or service role within technology such as service delivery management. Basic familiarity with DevOps and transformational methods such as value streams and process are needed to get the most out of this book.
DevOps Automation Cookbook
by Michael DuffyOver 120 recipes covering key automation techniques through code management and virtualization offered by modern Infrastructure as a Service About This Book * Use some of the powerful tools that have emerged to enable systems administrators and developers to take control and automate the management, monitoring, and creation of complex infrastructures * Covers some of the most exciting technologies available to DevOps engineers, and demonstrates multiple techniques for using them * A hands-on guide filled with clear examples and multiple methodologies to demonstrate the various DevOps tools available Who This Book Is For If you are a systems administrator or developer who is keen to employ DevOps techniques to help with the day-to-day complications of managing complex infrastructures, then this book is for you. No prior knowledge of DevOps tools is required. What You Will Learn * Manage, use, and work with code in the Git version management system * Manage the life cycle of hosts, from creation to on-going management, using Puppet Razor * Create hosts automatically using a simple combination of TFTP, DHCP, and pre-seeds * Implement virtual hosts using the ubiquitous VMware ESXi hypervisor * Control configuration using the powerful and popular Ansible configuration management system * Develop powerful, consistent, and portable containers using Docker * Track trends, discover data, and monitor key systems using InfluxDB, syslog, and Sensu * Deal efficiently with powerful cloud infrastructures using the Amazon AWS Infrastructure as a Service and the Heroku Platform as a Service In Detail There has been a recent explosion in tools that allow you to redefine the delivery of infrastructure and applications, using a combination of automation and testing to deliver continuous deployment. DevOps has garnered interest from every quarter, and is rapidly being recognized as a radical shift, as large as the Agile movement for the delivery of software. This book takes a collection of some of the coolest software available today and shows you how to use it to create impressive changes to the way you deliver applications and software. It tackles the plethora of tools that are now available to enable organizations to take advantage of the automation, monitoring, and configuration management techniques that define a DevOps-driven infrastructure. Starting off with the fundamental command-line tools that every DevOps enthusiast must know, this book will guide you through the implementation of the Ansible tool to help you facilitate automation and perform diverse tasks. You will explore how to build hosts automatically with the creation of Apt mirrors and interactive pre-seeds, which are of the utmost importance for Ubuntu automation. You will also delve into the concept of virtualization and creating and manipulating guests with ESXi. Following this, you will venture into the application of Docker; learn how to install, run, network, and restore Docker containers; and also learn how to build containers in Jenkins and deploy apps using a combination of Ansible, Docker, and Jenkins. You will also discover how to filter data with Grafana and the usage of InfluxDB along with unconventional log management. Finally, you will get acquainted with cloud infrastructure, employing the Heroku and Amazon AWS platforms. By tackling real-world issues, this book will guide you through a huge variety of tools, giving new users the ability to get up and running and offering advanced users some interesting recipes that may help with existing issues. Style and approach This book has an easy-to-follow approach to both introducing the wide range of available DevOps tools and working with them. Each recipe is lavishly sprinkled with example code and uses clear instructions to easily allow you to see how you can both implement the solutions, and more importantly, tailor them to your unique needs.