The Analysis of the Bucharest Stock Exchange Financial Sector

The Romanian financial market has passed in the last years through a large “maturating” and consolidation process which has created an unfinished architecture, harmonising step by step with the capital markets from European Union. One possible way to analyse the empirical characteristics of this architecture could be the sectoral approach of the distribution, informational efficiency and volatility, synthesised by the index’s dynamic. This paper is oriented on the financial sector of the Bucharest Stock Exchange, reflected in the BET-FI index because this sector has gone through important changes during the last few years, becoming very attractive for the individual and institutional investors. The paper offers an analysis of the static proprieties of the BET-FI index and of the way the financial sector positioned in respect to the other sectors, as well as to the whole capital Romanian market (done through a co-integration between the BET-FI index and the others main indexes of the market namely BET and BET-C). The main results show an asymmetrical distribution of the BET-FI index, bring some evidences of a weak form of sector efficiency, and identify the presence of connections between the BET-FI index and the other indexes. Also some important mutations of the BET-FI short term volatility are registeredcapital market, efficiency, co-integration, volatility, rational behaviour

Hyperswitch communication network

The Hyperswitch Communication Network (HCN) is a large scale parallel computer prototype being developed at JPL. Commercial versions of the HCN computer are planned. The HCN computer being designed is a message passing multiple instruction multiple data (MIMD) computer, and offers many advantages in price-performance ratio, reliability and availability, and manufacturing over traditional uniprocessors and bus based multiprocessors. The design of the HCN operating system is a uniquely flexible environment that combines both parallel processing and distributed processing. This programming paradigm can achieve a balance among the following competing factors: performance in processing and communications, user friendliness, and fault tolerance. The prototype is being designed to accommodate a maximum of 64 state of the art microprocessors. The HCN is classified as a distributed supercomputer. The HCN system is described, and the performance/cost analysis and other competing factors within the system design are reviewed

Detection and Mitigation of Steganographic Malware

A new attack trend concerns the use of some form of steganography and information hiding to make malware stealthier and able to elude many standard security mechanisms. Therefore, this Thesis addresses the detection and the mitigation of this class of threats. In particular, it considers malware implementing covert communications within network traffic or cloaking malicious payloads within digital images. The first research contribution of this Thesis is in the detection of network covert channels. Unfortunately, the literature on the topic lacks of real traffic traces or attack samples to perform precise tests or security assessments. Thus, a propaedeutic research activity has been devoted to develop two ad-hoc tools. The first allows to create covert channels targeting the IPv6 protocol by eavesdropping flows, whereas the second allows to embed secret data within arbitrary traffic traces that can be replayed to perform investigations in realistic conditions. This Thesis then starts with a security assessment concerning the impact of hidden network communications in production-quality scenarios. Results have been obtained by considering channels cloaking data in the most popular protocols (e.g., TLS, IPv4/v6, and ICMPv4/v6) and showcased that de-facto standard intrusion detection systems and firewalls (i.e., Snort, Suricata, and Zeek) are unable to spot this class of hazards. Since malware can conceal information (e.g., commands and configuration files) in almost every protocol, traffic feature or network element, configuring or adapting pre-existent security solutions could be not straightforward. Moreover, inspecting multiple protocols, fields or conversations at the same time could lead to performance issues. Thus, a major effort has been devoted to develop a suite based on the extended Berkeley Packet Filter (eBPF) to gain visibility over different network protocols/components and to efficiently collect various performance indicators or statistics by using a unique technology. This part of research allowed to spot the presence of network covert channels targeting the header of the IPv6 protocol or the inter-packet time of generic network conversations. In addition, the approach based on eBPF turned out to be very flexible and also allowed to reveal hidden data transfers between two processes co-located within the same host. Another important contribution of this part of the Thesis concerns the deployment of the suite in realistic scenarios and its comparison with other similar tools. Specifically, a thorough performance evaluation demonstrated that eBPF can be used to inspect traffic and reveal the presence of covert communications also when in the presence of high loads, e.g., it can sustain rates up to 3 Gbit/s with commodity hardware. To further address the problem of revealing network covert channels in realistic environments, this Thesis also investigates malware targeting traffic generated by Internet of Things devices. In this case, an incremental ensemble of autoencoders has been considered to face the ''unknown'' location of the hidden data generated by a threat covertly exchanging commands towards a remote attacker. The second research contribution of this Thesis is in the detection of malicious payloads hidden within digital images. In fact, the majority of real-world malware exploits hiding methods based on Least Significant Bit steganography and some of its variants, such as the Invoke-PSImage mechanism. Therefore, a relevant amount of research has been done to detect the presence of hidden data and classify the payload (e.g., malicious PowerShell scripts or PHP fragments). To this aim, mechanisms leveraging Deep Neural Networks (DNNs) proved to be flexible and effective since they can learn by combining raw low-level data and can be updated or retrained to consider unseen payloads or images with different features. To take into account realistic threat models, this Thesis studies malware targeting different types of images (i.e., favicons and icons) and various payloads (e.g., URLs and Ethereum addresses, as well as webshells). Obtained results showcased that DNNs can be considered a valid tool for spotting the presence of hidden contents since their detection accuracy is always above 90% also when facing ''elusion'' mechanisms such as basic obfuscation techniques or alternative encoding schemes. Lastly, when detection or classification are not possible (e.g., due to resource constraints), approaches enforcing ''sanitization'' can be applied. Thus, this Thesis also considers autoencoders able to disrupt hidden malicious contents without degrading the quality of the image

A critical review of intrusion detection systems in the internet of things : techniques, deployment strategy, validation strategy, attacks, public datasets and challenges

The Internet of Things (IoT) has been rapidly evolving towards making a greater impact on everyday life to large industrial systems. Unfortunately, this has attracted the attention of cybercriminals who made IoT a target of malicious activities, opening the door to a possible attack on the end nodes. To this end, Numerous IoT intrusion detection Systems (IDS) have been proposed in the literature to tackle attacks on the IoT ecosystem, which can be broadly classified based on detection technique, validation strategy, and deployment strategy. This survey paper presents a comprehensive review of contemporary IoT IDS and an overview of techniques, deployment Strategy, validation strategy and datasets that are commonly applied for building IDS. We also review how existing IoT IDS detect intrusive attacks and secure communications on the IoT. It also presents the classification of IoT attacks and discusses future research challenges to counter such IoT attacks to make IoT more secure. These purposes help IoT security researchers by uniting, contrasting, and compiling scattered research efforts. Consequently, we provide a unique IoT IDS taxonomy, which sheds light on IoT IDS techniques, their advantages and disadvantages, IoT attacks that exploit IoT communication systems, corresponding advanced IDS and detection capabilities to detect IoT attacks. © 2021, The Author(s)