ObliviSync: Practical Oblivious File Backup and Synchronization

Oblivious RAM (ORAM) protocols are powerful techniques that hide a client's data as well as access patterns from untrusted service providers. We present an oblivious cloud storage system, ObliviSync, that specifically targets one of the most widely-used personal cloud storage paradigms: synchronization and backup services, popular examples of which are Dropbox, iCloud Drive, and Google Drive. This setting provides a unique opportunity because the above privacy properties can be achieved with a simpler form of ORAM called write-only ORAM, which allows for dramatically increased efficiency compared to related work. Our solution is asymptotically optimal and practically efficient, with a small constant overhead of approximately 4x compared with non-private file storage, depending only on the total data size and parameters chosen according to the usage rate, and not on the number or size of individual files. Our construction also offers protection against timing-channel attacks, which has not been previously considered in ORAM protocols. We built and evaluated a full implementation of ObliviSync that supports multiple simultaneous read-only clients and a single concurrent read/write client whose edits automatically and seamlessly propagate to the readers. We show that our system functions under high work loads, with realistic file size distributions, and with small additional latency (as compared to a baseline encrypted file system) when paired with Dropbox as the synchronization service.Comment: 15 pages. Accepted to NDSS 201

An Information-Theoretic Test for Dependence with an Application to the Temporal Structure of Stock Returns

Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that time series data can usefully be studied as information -- by noting the relationship between statistical redundancy and dependence, we are able to use the results of information theory to construct a test for joint dependence of random variables. The test is in the same spirit of those developed by Ryabko and Astola (2005, 2006b,a), but differs from these in that we add extra randomness to the original stochatic process. It uses data compression to estimate the entropy rate of a stochastic process, which allows it to measure dependence among sets of random variables, as opposed to the existing econometric literature that uses entropy and finds itself restricted to pairwise tests of dependence. We show how serial dependence may be detected in S&P500 and PSI20 stock returns over different sample periods and frequencies. We apply the test to synthetic data to judge its ability to recover known temporal dependence structures.Comment: 22 pages, 7 figure