Predicting Network Attacks Using Ontology-Driven Inference

Graph knowledge models and ontologies are very powerful modeling and re asoning tools. We propose an effective approach to model network attacks and attack prediction which plays important roles in security management. The goals of this study are: First we model network attacks, their prerequisites and consequences using knowledge representation methods in order to provide description logic reasoning and inference over attack domain concepts. And secondly, we propose an ontology-based system which predicts potential attacks using inference and observing information which provided by sensory inputs. We generate our ontology and evaluate corresponding methods using CAPEC, CWE, and CVE hierarchical datasets. Results from experiments show significant capability improvements comparing to traditional hierarchical and relational models. Proposed method also reduces false alarms and improves intrusion detection effectiveness.Comment: 9 page

The computer revolution in science: steps towards the realization of computer-supported discovery environments

The tools that scientists use in their search processes together form so-called discovery environments. The promise of artificial intelligence and other branches of computer science is to radically transform conventional discovery environments by equipping scientists with a range of powerful computer tools including large-scale, shared knowledge bases and discovery programs. We will describe the future computer-supported discovery environments that may result, and illustrate by means of a realistic scenario how scientists come to new discoveries in these environments. In order to make the step from the current generation of discovery tools to computer-supported discovery environments like the one presented in the scenario, developers should realize that such environments are large-scale sociotechnical systems. They should not just focus on isolated computer programs, but also pay attention to the question how these programs will be used and maintained by scientists in research practices. In order to help developers of discovery programs in achieving the integration of their tools in discovery environments, we will formulate a set of guidelines that developers could follow

Synchronization of coupled neural oscillators with heterogeneous delays

We investigate the effects of heterogeneous delays in the coupling of two excitable neural systems. Depending upon the coupling strengths and the time delays in the mutual and self-coupling, the compound system exhibits different types of synchronized oscillations of variable period. We analyze this synchronization based on the interplay of the different time delays and support the numerical results by analytical findings. In addition, we elaborate on bursting-like dynamics with two competing timescales on the basis of the autocorrelation function.Comment: 18 pages, 14 figure

Joint Covariance Estimation with Mutual Linear Structure

We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely, given groups of measurements coming from centered populations with different covariances, our aim is to determine the mutual structure of these covariance matrices and estimate them. Supposing that the covariances span a low dimensional affine subspace in the space of symmetric matrices, we develop a new efficient algorithm discovering the structure and using it to improve the estimation. Our technique is based on the application of principal component analysis in the matrix space. We also derive an upper performance bound of the proposed algorithm in the Gaussian scenario and compare it with the Cramer-Rao lower bound. Numerical simulations are presented to illustrate the performance benefits of the proposed method

PSPACE Bounds for Rank-1 Modal Logics

For lack of general algorithmic methods that apply to wide classes of logics, establishing a complexity bound for a given modal logic is often a laborious task. The present work is a step towards a general theory of the complexity of modal logics. Our main result is that all rank-1 logics enjoy a shallow model property and thus are, under mild assumptions on the format of their axiomatisation, in PSPACE. This leads to a unified derivation of tight PSPACE-bounds for a number of logics including K, KD, coalition logic, graded modal logic, majority logic, and probabilistic modal logic. Our generic algorithm moreover finds tableau proofs that witness pleasant proof-theoretic properties including a weak subformula property. This generality is made possible by a coalgebraic semantics, which conveniently abstracts from the details of a given model class and thus allows covering a broad range of logics in a uniform way

Asset Pricing Model with Heterogeneous Investment Horizons

In this paper we study the dynamics of a simple asset pricing model describing the trading activity of heterogeneous agents in a "stylized" market. The economy in the model contains two assets: a bond with risk-less return and a dividend paying stock. The price of the stock is determined through market clearing condition. Traders are speculators described as expected utility maximizers with heterogeneous beliefs about future stock price and with heterogeneous estimation of risk. In particular, we consider traders who base their investment decision on different time horizons and we analyze the effect of these differences on the price dynamics. Under suitable parameterization, the stock no-arbitrage "fundamental" price can emerge as a stable fixed point of the model dynamics. For different parameterizations, however, the market shows cyclical or chaotic price dynamics with speculative bubbles and crashes. We find that the sole heterogeneity of agents with respect to their time horizons is not enough to guarantee the instability of the fundamental price and the emergence of non-trivial price dynamics. However, if different groups of agents are characterized by different trading behaviors, the introduction of heterogeneous investment horizons can help to decrease the stability region of the "fundamental" fixed point. The role of time horizons turns out to be different for different trade behaviors and, in general, depends on the whole ecology of agents' beliefs. We demonstrate this effect discussing a case in which the increase of fundamentalists time horizons can lead to cyclical or chaotic price behavior, while the same increase for the chartists helps to stabilize the fundamental price.Asset Pricing, Heterogeneous Beliefs, Investment Horizons