Testing for Stochastic Dominance with Diversification Possibilities

We derive empirical tests for stochastic dominance that allow for diversification betweenchoice alternatives. The tests can be computed using straightforward linearprogramming. Bootstrapping techniques and asymptotic distribution theory canapproximate the sampling properties of the test results and allow for statistical inference.Our results could provide a stimulus to the further proliferation of stochastic dominancefor the problem of portfolio selection and evaluation (as well as other choice problemsunder uncertainty that involve diversification possibilities). An empirical application forUS stock market data illustrates our approach.stochastic dominance;portfolio selection;linear programming;portfolio diversification;portfolio evaluation

An Evaluation of Diversification Techniques

Diversification is a method of improving user satisfaction by increasing the variety of information shown to user. Due to the lack of a precise definition of information variety, many diversification techniques have been proposed. These techniques, however, have been rarely compared and analyzed under the same setting, rendering a ‘right’ choice for a particular application very difficult. Addressing this problem, this paper presents a benchmark that offers a comprehensive empirical study on the performance comparison of diversification. Specifically, we integrate several state-of-the-art diversification algorithms in a comparable manner, and measure distinct characteristics of these algorithms with various settings. We then provide in-depth analysis of the benchmark results, obtained by using both real data and synthetic data. We believe that the findings from the benchmark will serve as a practical guideline for potential applications

Testing for Stochastic Dominance with Diversification Possibilities

We derive empirical tests for stochastic dominance that allow for diversification between choice alternatives. The tests can be computed using straightforward linear programming. Bootstrapping techniques and asymptotic distribution theory can approximate the sampling properties of the test results and allow for statistical inference. Our results could provide a stimulus to the further proliferation of stochastic dominance for the problem of portfolio selection and evaluation (as well as other choice problems under uncertainty that involve diversification possibilities). An empirical application for US stock market data illustrates our approach

Experience-based Personalized Diversification of Recommendations

Accuracy of the recommendations has long been regarded as the primary quality aspect of Recommender Systems (RS), but there's an increasing cognizance that there are other factors such as diversity that users also value. Despite the increased interest of researchers to improve diversification of recommendations, we find that personalization of diversification has been overlooked. As the preference for diversity changes from person-to-person, we propose a personalized diversification technique which is capable of controlling the trade-off between accuracy and diversity, where personalization is achieved by diversifying the recommendation list with more novel items if the user has shown diverse preferences in the past, and diversifying the recommendation list with more relevant items if the user has shown homogeneous preferences in the past. Moreover, we also introduce a novel recommendation technique which uses the past preferences of a user and the ratings of experienced item category experts in recommendation generation process. As post-filtering approaches generate the final diversified recommendation list by selecting items from a list generated from some RS, we use the recommendation technique we propose in order to generate an initial recommendation list with both novel and relevant items to improve the personalized diversification process. Our experiments and evaluation provides evidence to illustrate the properties of proposed techniques and indicate the proposed approach has comparable results to state-of-art techniques. Moreover, unlike other techniques, our approach can promote both novel and relevant items and also make the diversification process personalized

Computing Diverse Optimal Stable Models

We introduce a comprehensive framework for computing diverse (or similar) solutions to logic programs with preferences. Our framework provides a wide spectrum of complete and incomplete methods for solving this task. Apart from proposing several new methods, it also accommodates existing ones and generalizes them to programs with preferences. Interestingly, this is accomplished by integrating and automating several basic ASP techniques - being of general interest even beyond diversification. The enabling factor of this lies in the recent advance of multi-shot ASP solving that provides us with fine-grained control over reasoning processes and abolishes the need for solver modifications and wrappers that were indispensable in previous approaches. Our framework is implemented as an extension to the ASP-based preference handling system asprin. We use the resulting system asprin 2 for an empirical evaluation of the diversification methods comprised in our framework

Explicit diversification of event aspects for temporal summarization

During major events, such as emergencies and disasters, a large volume of information is reported on newswire and social media platforms. Temporal summarization (TS) approaches are used to automatically produce concise overviews of such events by extracting text snippets from related articles over time. Current TS approaches rely on a combination of event relevance and textual novelty for snippet selection. However, for events that span multiple days, textual novelty is often a poor criterion for selecting snippets, since many snippets are textually unique but are semantically redundant or non-informative. In this article, we propose a framework for the diversification of snippets using explicit event aspects, building on recent works in search result diversification. In particular, we first propose two techniques to identify explicit aspects that a user might want to see covered in a summary for different types of event. We then extend a state-of-the-art explicit diversification framework to maximize the coverage of these aspects when selecting summary snippets for unseen events. Through experimentation over the TREC TS 2013, 2014, and 2015 datasets, we show that explicit diversification for temporal summarization significantly outperforms classical novelty-based diversification, as the use of explicit event aspects reduces the amount of redundant and off-topic snippets returned, while also increasing summary timeliness

Adaptive just-in-time code diversification

We present a method to regenerate diversified code dynamically in a Java bytecode JIT compiler, and to update the diversification frequently during the execution of the program. This way, we can significantly reduce the time frame in which attackers can let a program leak useful address space information and subsequently use the leaked information in memory exploits. A proof of concept implementation is evaluated, showing that even though code is recompiled frequently, we can achieved smaller overheads than the previous state of the art, which generated diversity only once during the whole execution of a program

Execution Integrity with In-Place Encryption

Instruction set randomization (ISR) was initially proposed with the main goal of countering code-injection attacks. However, ISR seems to have lost its appeal since code-injection attacks became less attractive because protection mechanisms such as data execution prevention (DEP) as well as code-reuse attacks became more prevalent. In this paper, we show that ISR can be extended to also protect against code-reuse attacks while at the same time offering security guarantees similar to those of software diversity, control-flow integrity, and information hiding. We present Scylla, a scheme that deploys a new technique for in-place code encryption to hide the code layout of a randomized binary, and restricts the control flow to a benign execution path. This allows us to i) implicitly restrict control-flow targets to basic block entries without requiring the extraction of a control-flow graph, ii) achieve execution integrity within legitimate basic blocks, and iii) hide the underlying code layout under malicious read access to the program. Our analysis demonstrates that Scylla is capable of preventing state-of-the-art attacks such as just-in-time return-oriented programming (JIT-ROP) and crash-resistant oriented programming (CROP). We extensively evaluate our prototype implementation of Scylla and show feasible performance overhead. We also provide details on how this overhead can be significantly reduced with dedicated hardware support