The arms race: adversarial search defeats entropy used to detect malware

Malware creators have been getting their way for too long now. String-based similarity measures can leverage ground truth in a scalable way and can operate at a level of abstraction that is difficult to combat from the code level. At the string level, information theory and, specifically, entropy play an important role related to detecting patterns altered by concealment strategies, such as polymorphism or encryption. Controlling the entropy levels in different parts of a disk resident executable allows an analyst to detect malware or a black hat to evade the detection. This paper shows these two perspectives into two scalable entropy-based tools: EnTS and EEE. EnTS, the detection tool, shows the effectiveness of detecting entropy patterns, achieving 100% precision with 82% accuracy. It outperforms VirusTotal for accuracy on combined Kaggle and VirusShare malware. EEE, the evasion tool, shows the effectiveness of entropy as a concealment strategy, attacking binary-based state of the art detectors. It learns their detection patterns in up to 8 generations of its search process, and increments their false negative rate from range 0–9%, up to the range 90–98.7%

CMS physics technical design report : Addendum on high density QCD with heavy ions

Peer reviewe

Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis

Search for supersymmetry in events with one lepton and multiple jets in proton-proton collisions at root s=13 TeV

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Search for anomalous couplings in boosted WW/WZ -> l nu q(q)over-bar production in proton-proton collisions at root s=8TeV

Peer reviewe