Towards a Comprehensible and Accurate Credit Management Model: Application of four Computational Intelligence Methodologies

The paper presents methods for classification of applicants into different categories of credit risk using four different computational intelligence techniques. The selected methodologies involved in the rule-based categorization task are (1) feedforward neural networks trained with second order methods (2) inductive machine learning, (3) hierarchical decision trees produced by grammar-guided genetic programming and (4) fuzzy rule based systems produced by grammar-guided genetic programming. The data used are both numerical and linguistic in nature and they represent a real-world problem, that of deciding whether a loan should be granted or not, in respect to financial details of customers applying for that loan, to a specific private EU bank. We examine the proposed classification models with a sample of enterprises that applied for a loan, each of which is described by financial decision variables (ratios), and classified to one of the four predetermined classes. Attention is given to the comprehensibility and the ease of use for the acquired decision models. Results show that the application of the proposed methods can make the classification task easier and - in some cases - may minimize significantly the amount of required credit data. We consider that these methodologies may also give the chance for the extraction of a comprehensible credit management model or even the incorporation of a related decision support system in bankin

Linear Memory Networks

Recurrent neural networks can learn complex transduction problems that require maintaining and actively exploiting a memory of their inputs. Such models traditionally consider memory and input-output functionalities indissolubly entangled. We introduce a novel recurrent architecture based on the conceptual separation between the functional input-output transformation and the memory mechanism, showing how they can be implemented through different neural components. By building on such conceptualization, we introduce the Linear Memory Network, a recurrent model comprising a feedforward neural network, realizing the non-linear functional transformation, and a linear autoencoder for sequences, implementing the memory component. The resulting architecture can be efficiently trained by building on closed-form solutions to linear optimization problems. Further, by exploiting equivalence results between feedforward and recurrent neural networks we devise a pretraining schema for the proposed architecture. Experiments on polyphonic music datasets show competitive results against gated recurrent networks and other state of the art models

Automated Website Fingerprinting through Deep Learning

Several studies have shown that the network traffic that is generated by a visit to a website over Tor reveals information specific to the website through the timing and sizes of network packets. By capturing traffic traces between users and their Tor entry guard, a network eavesdropper can leverage this meta-data to reveal which website Tor users are visiting. The success of such attacks heavily depends on the particular set of traffic features that are used to construct the fingerprint. Typically, these features are manually engineered and, as such, any change introduced to the Tor network can render these carefully constructed features ineffective. In this paper, we show that an adversary can automate the feature engineering process, and thus automatically deanonymize Tor traffic by applying our novel method based on deep learning. We collect a dataset comprised of more than three million network traces, which is the largest dataset of web traffic ever used for website fingerprinting, and find that the performance achieved by our deep learning approaches is comparable to known methods which include various research efforts spanning over multiple years. The obtained success rate exceeds 96% for a closed world of 100 websites and 94% for our biggest closed world of 900 classes. In our open world evaluation, the most performant deep learning model is 2% more accurate than the state-of-the-art attack. Furthermore, we show that the implicit features automatically learned by our approach are far more resilient to dynamic changes of web content over time. We conclude that the ability to automatically construct the most relevant traffic features and perform accurate traffic recognition makes our deep learning based approach an efficient, flexible and robust technique for website fingerprinting.Comment: To appear in the 25th Symposium on Network and Distributed System Security (NDSS 2018