Automating Cyberdeception Evaluation with Deep Learning

A machine learning-based methodology is proposed and implemented for conducting evaluations of cyberdeceptive defenses with minimal human involvement. This avoids impediments associated with deceptive research on humans, maximizing the efficacy of automated evaluation before human subjects research must be undertaken. Leveraging recent advances in deep learning, the approach synthesizes realistic, interactive, and adaptive traffic for consumption by target web services. A case study applies the approach to evaluate an intrusion detection system equipped with application-layer embedded deceptive responses to attacks. Results demonstrate that synthesizing adaptive web traffic laced with evasive attacks powered by ensemble learning, online adaptive metric learning, and novel class detection to simulate skillful adversaries constitutes a challenging and aggressive test of cyberdeceptive defenses

TIME SERIES ANALYSIS ON STOCK MARKET FOR TEXT MINING CORRELATION OF ECONOMY NEWS

This paper proposes an information retrieval methodfor the economy news. Theeffect of economy news, are researched in the wordlevel and stock market valuesare considered as the ground proof.The correlation between stock market prices and economy news is an already ad-dressed problem for most of the countries. The mostwell-known approach is ap-plying the text mining approaches to the news and some time series analysis tech-niques over stock market closing values in order toapply classification or cluster-ing algorithms over the features extracted. This study goes further and tries to askthe question what are the available time series analysis techniques for the stockmarket closing values and which one is the most suitable? In this study, the newsand their dates are collected into a database and text mining is applied over thenews, the text mining part has been kept simple with only term frequency – in-verse document frequency method. For the time series analysis part, we havestudied 10 different methods such as random walk, moving average, acceleration,Bollinger band, price rate of change, periodic average, difference, momentum orrelative strength index and their variation. In this study we have also explainedthese techniques in a comparative way and we have applied the methods overTurkish Stock Market closing values for more than a2 year period. On the otherhand, we have applied the term frequency – inversedocument frequency methodon the economy news of one of the high-circulatingnewspapers in Turkey

Ensemble Classification over Stock Market Time Series and Economy News

Aim of this study is applying the ensemble classification methods over the stock market closing values, which can be assumed as time series and finding out the relation between the economy news. In order to keep the study back ground clear, the majority voting method has been applied over the three classification algorithms, which are the k-nearest neighborhood, support vector machine and the C4.5 tree. The results gathered from two different feature extraction methods are correlated with majority voting meta classifier (ensemble method) which is running over three classifiers. The results show the success rates are increased after the ensemble at least 2 to 3 percent success rate