13 research outputs found

    Detecting SQL Injection Attacks by Binary Gray Wolf Optimizer and Machine Learning Algorithms

    Get PDF
    SQL injection is one of the important security issues in web applications because it allows an attacker to interact with the application’s database. SQL injection attacks can be detected using machine learning algorithms. The effective features should be employed in the training stage to develop an optimal classifier with optimal accuracy. Identifying the most effective features is an NP-complete combinatorial optimization problem. Feature selection is the process of selecting the training dataset’s smallest and most effective features. The main objective of this study is to enhance the accuracy, precision, and sensitivity of the SQLi detection method. In this study, an effective method to detect SQL injection attacks has been proposed. In the first stage, a specific training dataset consisting of 13 features was prepared. In the second stage, two different binary versions of the Gray-Wolf algorithm were developed to select the most effective features of the dataset. The created optimal datasets were used by different machine learning algorithms. Creating a new SQLi training dataset with 13 numeric features, developing two different binary versions of the gray wolf optimizer to optimally select the features of the dataset, and creating an effective and efficient classifier to detect SQLi attacks are the main contributions of this study. The results of the conducted tests indicate that the proposed SQL injection detector obtain 99.68% accuracy, 99.40% precision, and 98.72% sensitivity. The proposed method increases the efficiency of attack detection methods by selecting 20% of the most effective features

    A Bioinspired Test Generation Method Using Discretized and Modified Bat Optimization Algorithm

    Get PDF
    The process of software development is incomplete without software testing. Software testing expenses account for almost half of all development expenses. The automation of the testing process is seen to be a technique for reducing the cost of software testing. An NP-complete optimization challenge is to generate the test data with the highest branch coverage in the shortest time. The primary goal of this research is to provide test data that covers all branches of a software unit. Increasing the convergence speed, the success rate, and the stability of the outcomes are other goals of this study. An efficient bioinspired technique is suggested in this study to automatically generate test data utilizing the discretized Bat Optimization Algorithm (BOA). Modifying and discretizing the BOA and adapting it to the test generation problem are the main contributions of this study. In the first stage of the proposed method, the source code of the input program is statistically analyzed to identify the branches and their predicates. Then, the developed discretized BOA iteratively generates effective test data. The fitness function was developed based on the program’s branch coverage. The proposed method was implemented along with the previous one. The experiments’ results indicated that the suggested method could generate test data with about 99.95% branch coverage with a limited amount of time (16 times lower than the time of similar algorithms); its success rate was 99.85% and the average number of required iterations to cover all branches is 4.70. Higher coverage, higher speed, and higher stability make the proposed method suitable as an efficient test generation method for real-world large software

    Vitamin D deficiency and coronary artery disease

    Get PDF
    BACKGROUND: Several factors such as hyperlipidemia, diabetes and hypertension have a determining role in cardiovascular disease. In recent years, the effect of vitamin D deficiency on cardiovascular disease has been emphasized. This study compares vitamin D deficiency in coronary heart disease patients with the control group. METHODS: In a cross-sectional study, 25-hydroxycholecalciferol level was compared in 119 individuals including 57 people with confirmed coronary heart disease and 62 healthy people. 25-hydroxyvitamin D [25(OH)D] was assessed using standard protocol. The level of 25(OH)D under 20 ng/dl was determined as cutoff point. RESULTS: The calculated odds ratio was 3.9 (95% confidence interval 2.6-5.5). Vitamin D deficiency significantly different between patients and the control group (p = 0.01). Of 37 (31%) individuals having vitamin D deficiency, 36 (97.3%) had coronary artery disease and from 57 patients with coronary artery disease 36 (63.2%) had vitamin D deficiency. CONCLUSIONS: Vitamin D deficiency is a relatively common disorder. Risk of cardiovascular disease in people with vitamin D deficiency is almost four times of those with normal levels of vitamin D. To confirm the casual relationship between vitamin D and cardiovascular disease, clinical trial studies are suggested

    Jeux généralisés et applications en économie et finance : jeux avec contrainte partagée, stress tests et régulation bancaire

    No full text
    This Ph.D dissertation treats several problems of regulation in economics and finance, through the prism of generalized games as a modeling tool. The dissertation consists of four parts.In the first part, we study generalized games with shared constraint generated from individual constraints. We prove that the set of Nash equilibria in shared constraint contains the Nash equilibria of the game with individual constraints that generates the shared constraint. We study several properties of such games with shared constraint and we also prove a few results for games that are called non-classical. Two examples illustrate the economic value of this first part: a model of regulation of greenhouse gas emissions, and a public good problem.The second part of this dissertation treats the study of a stress test model in bank regulation during fire sales. We prove that generalized games are the natural tool to describe the strategic interactions between banks required to respect some regulatory capital ratios constraints (Basel III accords) while forced to sell assets during fire sales to rebalance their ratios above the regulatory threshold following an exogenous shock on the banking system. It appears that the individual constraint each bank is required to comply with is a microprudential regulation, while the shared constraint generated from the individual constraints can be interpreted as a macroprudential regulation. We prove that in macroprudential constraint there always exist at least one Nash equilibrium that minimizes the total losses in the financial system, while existence of a Nash equilibrium in microprudential constraint is much more difficult to get: we can prove existence of a Nash equilibrium in microprudential constraint only in the case where markets are almost perfectly liquid. This second part ends with an empirical study and stress testing the 4 French Global Systemically Important Banks (GSIBs): we study a default cascade following an exogenous shock on the banking book of these 4 French banks.In the third part of the dissertation, we extend the second part: we study the case of perfectly liquid markets (with no price impact) and we prove that Tarski's theorem can be used to prove existence of at least one Nash equilibrium in microprudential constraint if the markets are liquid enough. We also prove existence of epsilon Nash equilibria that we can characterize thanks to the model with no price impact.In the fourth part, we propose to pave the way for the foundations of an optimal regulation theory with generalized games for any collective action problem where the role of a regulator is necessary, relevant or natural. The goal of the regulator is to maximize one (or several) social welfare function(s) or minimize one (or several) social cost function(s). For a game with N players, a regulation corresponds to the strategy set allowed for each player given what other players do, and this perfectly matches with a generalized game. The regulation becomes a variable of one or several criteria the regulator is seeking to optimize and we study existence of one (or several) optimalregulation(s), as well as some other properties that are meaningful from a regulatory perspective. We provide several results, examples and illustrations. In particular, we study our problem of stress tests in bank regulation during fire sales through the prism of optimal regulation to answer several questions a bank regulator could naturally ask.Cette thèse traite plusieurs problèmes de régulation en économie et finance, à travers le prisme des jeux généralisés comme instrument de modélisation. La thèse se compose de 4 parties.Dans la première partie, on étudie les jeux généralisés avec une contrainte partagée générée par des contraintes individuelles. On prouve que l'ensemble des équilibres de Nash en contrainte partagée contient les équilibres de Nash du jeu avec contraintes individuelles générant la contrainte partagée. On étudie plusieurs propriétés de tels jeux en contrainte partagée et on démontre également quelques résultats pour les jeux dits non classiques. Deux exemples viennent illustrer l'intérêt économique de cette première partie : un modèle de régulation des émissions de gaz à effet de serre, ainsi qu'unmodèle de financement de bien public.Dans la deuxième partie, on traite l'étude de stress tests en régulation bancaire lors de ventes forcées. On montre que les jeux généralisés sont l'instrument naturel pour décrire les interactions stratégiques entre banques soumises à des contraintes de ratio de capitaux réglementaires (accords de Bâle III) et forcées de vendre des actifs pour réajuster leurs ratios suite à un choc financier exogène. La contrainte individuelle à laquelle est soumise chaque banque constitue une régulation microprudentielle, alors que la contrainte partagée générée par les contraintes individuelles peut être interprétée comme une régulation macroprudentielle. On prouve qu'il existe toujours au moins un équilibre de Nash qui vient minimiser les pertes en contrainte macroprudentielle, alors que l'existence est beaucoup plus difficile à obtenir en contrainte microprudentielle : on arrive à prouver l'existence d'un équilibre de Nash en contrainte microprudentielle seulement dans le cas où les marchés sont presque parfaitement liquides. Cette deuxième partie se termine avec une étude empirique et des stress tests pour les 4 banques françaises à importance systémique : on étudie les cascades de défaut suite à un choc exogène sur le banking book de ces banques.Dans la troisième partie, on prolonge la deuxième partie en étudiant le cas des marchés parfaitement liquides (sans price impact) et en montrant que le théorème de Tarski permet de prouver l'existence d'au moins un équilibre de Nash en contrainte microprudentielle si les marchés sont assez liquides. On prouve également l'existence d'epsilon équilibres de Nash que l'on peut caractériser grâce au modèle sans price impact.Dans la quatrième partie, on propose d'asseoir les fondations d'une théorie de la régulation optimale avec des jeux généralisés pour tout problème d'action collective où le rôle d'un régulateur est nécessaire, pertinent ou naturel. Le but du régulateur est de maximiser une (ou plusieurs) fonction(s) de bien-être collectif ou minimiser une (ou plusieurs) fonction(s) de coût social. Pour un jeu à N joueurs, une régulation correspond à la donnée des espaces de stratégies autorisées pour chaque joueur comme fonction des stratégies des autres joueurs, ce qui correspond parfaitement à un jeu généralisé. La régulation devient une variable du (ou des) critère(s) que le régulateur chercheà optimiser et on étudie l'existence d'une (ou plusieurs) régulation(s) optimale(s), ainsi que d'autres propriétés qui font sens du point de vue du régulateur. On fournit plusieurs résultats ainsi que des exemples et illustrations. En particulier, on étudie notre problème de stress tests et régulation bancaire lors de ventes forcées à travers le prisme de la régulation optimale pour répondre à plusieurs questions que pourrait se poser naturellement un régulateur bancaire

    Generalized games and applications in economics and finance : games with shared constraint, stress tests and bank regulation

    No full text
    Cette thèse traite plusieurs problèmes de régulation en économie et finance, à travers le prisme des jeux généralisés comme instrument de modélisation. La thèse se compose de 4 parties. Dans la première partie, on étudie les jeux généralisés avec une contrainte partagée générée par des contraintes individuelles. On prouve que l'ensemble des équilibres de Nash en contrainte partagée contient les équilibres de Nash du jeu avec contraintes individuelles générant la contrainte partagée. On étudie plusieurs propriétés de tels jeux en contrainte partagée et on démontre également quelques résultats pour les jeux dits non classiques. Deux exemples viennent illustrer l'intérêt économique de cette première partie : un modèle de régulation des émissions de gaz à effet de serre, ainsi qu'un modèle de financement de bien public.Dans la deuxième partie, on traite l'étude de stress tests en régulation bancaire lors de ventes forcées. On montre que les jeux généralisés sont l'instrument naturel pour décrire les interactions stratégiques entre banques soumises à des contraintes de ratio de capitaux réglementaires (accords de Bâle III) et forcées de vendre des actifs pour réajuster leurs ratios suite à un choc financier exogène. La contrainte individuelle à laquelle est soumise chaque banque constitue une régulation microprudentielle, alors que la contrainte partagée générée par les contraintes individuelles peut être interprétée comme une régulation macroprudentielle. On prouve qu'il existe toujours au moins un équilibre de Nash qui vient minimiser les pertes en contrainte macroprudentielle, alors que l'existence est beaucoup plus difficile à obtenir en contrainte micro prudentielle : on arrive à prouver l'existence d'un équilibre de Nash en contrainte microprudentielle seulement dans le cas où les marchés sont presque parfaitement liquides. Cette deuxième partie se termine avec une étude empirique et des stress tests pour les 4 banques françaises à importance systémique : on étudie les cascades de défaut suite à un choc exogène sur le banking book de ces banques. Dans la troisième partie, on prolonge la deuxième partie en étudiant le cas des marchés parfaitement liquides (sans price impact) et en montrant que le théorème de Tarski permet de prouver l'existence d'au moins un équilibre de Nash en contrainte microprudentielle si les marchés sont assez liquides. On prouve également l'existence d'epsilon équilibres de Nash que l'on peut caractériser grâce au modèle sans price impact. Dans la quatrième partie, on propose d'asseoir les fondations d'une théorie de la régulation optimale avec des jeux généralisés pour tout problème d'action collective où le rôle d'un régulateur est nécessaire, pertinent ou naturel. Le but du régulateur est de maximiser une (ou plusieurs) fonction(s) de bien-être collectif ou minimiser une (ou plusieurs) fonction(s) de coût social. Pour un jeu à N joueurs, une régulation correspond à la donnée des espaces de stratégies autorisées pour chaque joueur comme fonction des stratégies des autres joueurs, ce qui correspond parfaitement à un jeu généralisé. La régulation devient une variable du (ou des) critère(s) que le régulateur cherche à optimiser et on étudie l'existence d'une (ou plusieurs) régulation(s) optimale(s), ainsi que d'autres propriétés qui font sens du point de vue du régulateur. On fournit plusieurs résultats ainsi que des exemples et illustrations. En particulier, on étudie notre problème de stress tests et régulation bancaire lors de ventes forcées à travers le prisme de la régulation optimale pour répondre à plusieurs questions que pourrait se poser naturellement un régulateur bancaire.This Ph.D dissertation treats several problems of regulation in economics and finance, through the prism of generalized games as a modeling tool. The dissertation consists of four parts.In the first part, we study generalized games with shared constraint generated from individual constraints. We prove that the set of Nash equilibria in shared constraint contains the Nash equilibria of the game with individual constraints that generates the shared constraint. We study several properties of such games with shared constraint and we also prove a few results for games that are called non-classical. Two examples illustrate the economic value of this first part: a model of regulation of greenhouse gas emissions, and a public good problem. The second part of this dissertation treats the study of a stress test model in bank regulation during fire sales. We prove that generalized games are the natural tool to describe the strategic interactions between banks required to respect some regulatory capital ratios constraints (Basel III accords) while forced to sell assets during fire sales to rebalance their ratios above the regulatory threshold following an exogenous shock on the banking system. It appears that the individual constraint each bank is required to comply with is a microprudential regulation, while the shared constraint generated from the individual constraints can be interpreted as a macroprudential regulation. We prove that in macroprudential constraint there always exist at least one Nash equilibrium that minimizes the total losses in the financial system, while existence of a Nash equilibrium in microprudential constraint is much more difficult to get: we can prove existence of a Nash equilibrium in microprudential constraint only in the case where markets are almost perfectly liquid. This second part ends with an empirical study and stress testing the 4 French Global Systemically Important Banks (GSIBs): we study a default cascade following an exogenous shock on the banking book of these 4 French banks.In the third part of the dissertation, we extend the second part: we study the case of perfectly liquid markets (with no price impact) and we prove that Tarski's theorem can be used to prove existence of at least one Nash equilibrium in microprudential constraint if the markets are liquid enough. We also prove existence of epsilon Nash equilibria that we can characterize thanks to the model with no price impact.In the fourth part, we propose to pave the way for the foundations of an optimal regulation theory with generalized games for any collective action problem where the role of a regulator is necessary, relevant or natural. The goal of the regulator is to maximize one (or several) social welfare function(s) or minimize one (or several) social cost function(s). For a game with N players, a regulation corresponds to the strategy set allowed for each player given what other players do, and this perfectly matches with a generalized game. The regulation becomes a variable of one or several criteria the regulator is seeking to optimize and we study existence of one (or several) optimalregulation(s), as well as some other properties that are meaningful from a regulatory perspective. We provide several results, examples and illustrations. In particular, we study our problem of stress tests in bank regulation during fire sales through the prism of optimal regulation to answer several questions a bank regulator could naturally ask

    Jeux généralisés et applications en économie et finance : jeux avec contrainte partagée, stress tests et régulation bancaire

    No full text
    This Ph.D dissertation treats several problems of regulation in economics and finance, through the prism of generalized games as a modeling tool. The dissertation consists of four parts.In the first part, we study generalized games with shared constraint generated from individual constraints. We prove that the set of Nash equilibria in shared constraint contains the Nash equilibria of the game with individual constraints that generates the shared constraint. We study several properties of such games with shared constraint and we also prove a few results for games that are called non-classical. Two examples illustrate the economic value of this first part: a model of regulation of greenhouse gas emissions, and a public good problem.The second part of this dissertation treats the study of a stress test model in bank regulation during fire sales. We prove that generalized games are the natural tool to describe the strategic interactions between banks required to respect some regulatory capital ratios constraints (Basel III accords) while forced to sell assets during fire sales to rebalance their ratios above the regulatory threshold following an exogenous shock on the banking system. It appears that the individual constraint each bank is required to comply with is a microprudential regulation, while the shared constraint generated from the individual constraints can be interpreted as a macroprudential regulation. We prove that in macroprudential constraint there always exist at least one Nash equilibrium that minimizes the total losses in the financial system, while existence of a Nash equilibrium in microprudential constraint is much more difficult to get: we can prove existence of a Nash equilibrium in microprudential constraint only in the case where markets are almost perfectly liquid. This second part ends with an empirical study and stress testing the 4 French Global Systemically Important Banks (GSIBs): we study a default cascade following an exogenous shock on the banking book of these 4 French banks.In the third part of the dissertation, we extend the second part: we study the case of perfectly liquid markets (with no price impact) and we prove that Tarski's theorem can be used to prove existence of at least one Nash equilibrium in microprudential constraint if the markets are liquid enough. We also prove existence of epsilon Nash equilibria that we can characterize thanks to the model with no price impact.In the fourth part, we propose to pave the way for the foundations of an optimal regulation theory with generalized games for any collective action problem where the role of a regulator is necessary, relevant or natural. The goal of the regulator is to maximize one (or several) social welfare function(s) or minimize one (or several) social cost function(s). For a game with N players, a regulation corresponds to the strategy set allowed for each player given what other players do, and this perfectly matches with a generalized game. The regulation becomes a variable of one or several criteria the regulator is seeking to optimize and we study existence of one (or several) optimalregulation(s), as well as some other properties that are meaningful from a regulatory perspective. We provide several results, examples and illustrations. In particular, we study our problem of stress tests in bank regulation during fire sales through the prism of optimal regulation to answer several questions a bank regulator could naturally ask.Cette thèse traite plusieurs problèmes de régulation en économie et finance, à travers le prisme des jeux généralisés comme instrument de modélisation. La thèse se compose de 4 parties.Dans la première partie, on étudie les jeux généralisés avec une contrainte partagée générée par des contraintes individuelles. On prouve que l'ensemble des équilibres de Nash en contrainte partagée contient les équilibres de Nash du jeu avec contraintes individuelles générant la contrainte partagée. On étudie plusieurs propriétés de tels jeux en contrainte partagée et on démontre également quelques résultats pour les jeux dits non classiques. Deux exemples viennent illustrer l'intérêt économique de cette première partie : un modèle de régulation des émissions de gaz à effet de serre, ainsi qu'unmodèle de financement de bien public.Dans la deuxième partie, on traite l'étude de stress tests en régulation bancaire lors de ventes forcées. On montre que les jeux généralisés sont l'instrument naturel pour décrire les interactions stratégiques entre banques soumises à des contraintes de ratio de capitaux réglementaires (accords de Bâle III) et forcées de vendre des actifs pour réajuster leurs ratios suite à un choc financier exogène. La contrainte individuelle à laquelle est soumise chaque banque constitue une régulation microprudentielle, alors que la contrainte partagée générée par les contraintes individuelles peut être interprétée comme une régulation macroprudentielle. On prouve qu'il existe toujours au moins un équilibre de Nash qui vient minimiser les pertes en contrainte macroprudentielle, alors que l'existence est beaucoup plus difficile à obtenir en contrainte microprudentielle : on arrive à prouver l'existence d'un équilibre de Nash en contrainte microprudentielle seulement dans le cas où les marchés sont presque parfaitement liquides. Cette deuxième partie se termine avec une étude empirique et des stress tests pour les 4 banques françaises à importance systémique : on étudie les cascades de défaut suite à un choc exogène sur le banking book de ces banques.Dans la troisième partie, on prolonge la deuxième partie en étudiant le cas des marchés parfaitement liquides (sans price impact) et en montrant que le théorème de Tarski permet de prouver l'existence d'au moins un équilibre de Nash en contrainte microprudentielle si les marchés sont assez liquides. On prouve également l'existence d'epsilon équilibres de Nash que l'on peut caractériser grâce au modèle sans price impact.Dans la quatrième partie, on propose d'asseoir les fondations d'une théorie de la régulation optimale avec des jeux généralisés pour tout problème d'action collective où le rôle d'un régulateur est nécessaire, pertinent ou naturel. Le but du régulateur est de maximiser une (ou plusieurs) fonction(s) de bien-être collectif ou minimiser une (ou plusieurs) fonction(s) de coût social. Pour un jeu à N joueurs, une régulation correspond à la donnée des espaces de stratégies autorisées pour chaque joueur comme fonction des stratégies des autres joueurs, ce qui correspond parfaitement à un jeu généralisé. La régulation devient une variable du (ou des) critère(s) que le régulateur chercheà optimiser et on étudie l'existence d'une (ou plusieurs) régulation(s) optimale(s), ainsi que d'autres propriétés qui font sens du point de vue du régulateur. On fournit plusieurs résultats ainsi que des exemples et illustrations. En particulier, on étudie notre problème de stress tests et régulation bancaire lors de ventes forcées à travers le prisme de la régulation optimale pour répondre à plusieurs questions que pourrait se poser naturellement un régulateur bancaire

    Economic foundations of generalized games with shared constraint: Do binding agreements lead to less Nash equilibria?

    No full text
    A generalized game is a situation in which interaction between agents occurs not only through their objective function but also through their strategy sets; the strategy set of each agent depends upon the decision of the other agents and is called the individual constraint. As opposed to generalized games with exogenous shared constraint literature pioneered by Rosen (1965), we take the individual constraints as the basic premises and derive the shared constraint generated from the individual ones, a set . For a profile of strategies to be a Nash equilibrium of the game with individual constraints, it must lie in . But if, given what the others do, each agent agrees to restrict her choice in , something that we call an endogenous shared constraint, this mutual restraint may generate new Nash equilibria. We show that the set of Nash equilibria in endogenous shared constraint contains the set of Nash equilibria in individual constraints. In particular, when there is no Nash equilibrium in individual constraints, there may still exist a Nash equilibrium in endogenous shared constraint. We also prove a few results for a specific class of generalized games that we call non-classical games. Finally, we give two economic applications of our results to collective action problems: carbon emission and public good problems

    A generalized Nash equilibrium problem arising in banking regulation: An existence result with Tarski's theorem

    No full text
    International audienceWhen hit with an adverse shock, banks that do not comply with capital regulation sell risky assets to satisfy their solvency constraint. When financial markets are imperfectly competitive, this naturally gives rise to a GNEP. We consider a new framework with an arbitrary number of banks and assets, and show that Tarski's theorem can be used to prove the existence of a Nash equilibrium when markets are sufficiently competitive. We also prove the existence of ϵ-Nash equilibria

    The Effect of 8 Weeks of Aerobic Training on Adiponectin Levels and Quality of Life in Inactive Middle-Aged Women

    No full text
    Background and Objectives: Middle aged is a sensitive period of life and paying attention to the issues and needs of this period is a social necessity. The aim of this study was to investigate the effect of eight weeks aerobic training on levels of adiponectin and quality of life in middle aged women. Methods: 21 subjects with range of 50-60 year and BMI 22-25 kg/m2 were selected by convenience sampling method. Volunteers were randomly assigned into experimental (n=10) and control (n=11) groups. The eight weeks aerobic training included (3 times a week, 60 minutes per session, with intensity of 50-70 percent of reserve heart rate). Quality of life and adiponectin levels were taken at baseline and at the end of the study. Data were analyzed using paired and independent t-test for comparison of means within and between groups respectively. The level of significance was set at p<0.05. Results: Eight weeks aerobic exercise lead to the increase in adiponectin levels and subscales of quality of life such as: job, sensation, sexual scales and quality of life in inactive middle aged women (p<0.05). Significant difference was observed between active and inactive middle aged woman in weight, BMI, job, sensation and sexual scales(p<0.05). Conclusion: Eight weeks of aerobic training through improving the adiponectin levels among middle aged women can prevent the incidence of atherosclerosis diseases
    corecore