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See detailFeasibility of Stellar as a Blockchain-based Micropayment System
Khan, Nida UL; Ahmad, Tabrez; State, Radu UL

in Springer SmartBlock 2019 - 2nd International Conference on Smart Blockchain (in press)

The advent of Bitcoin was heralded as an innovation in the global monetary system, that could bring down transaction fees by circumventing the need for third parties and conduct transactions in real time ... [more ▼]

The advent of Bitcoin was heralded as an innovation in the global monetary system, that could bring down transaction fees by circumventing the need for third parties and conduct transactions in real time. The divisibility of a blockchain cryptocurrency to even fractions of a cent, caused microtransactions to become feasible to formerly non-existent denominations. These microtransactions have spurred the development of novel ways of monetizing online resources and hold the potential to aid in alleviation of poverty. The paper conducts a feasibility study on Stellar as a blockchain-based micropayment system. It highlights the computational and other issues that impedes its progress and utilizes a characterization model for micropayment systems to evaluate the efficacy of the Stellar platform. The paper conducts a comparison with the micropayment solutions from Bitcoin, Ethereum and PayPal. The paper analyzes a subset of transactions from the Stellar blockchain to aid in drawing a conclusion on the undertaken study and elaborates on the mitigation tools to enable fraud prevention in online monetary transactions. [less ▲]

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See detailMQLV: Optimal Policy of Money Management in Retail Banking with Q-Learning
Charlier, Jérémy Henri J. UL; Ormazabal, Gaston; State, Radu UL et al

in Proceedings of the Fourth Workshop on MIning DAta for financial applicationS (MIDAS 2019) co-located with the 2019 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2019) (2019, September)

Reinforcement learning has become one of the best approach to train a computer game emulator capable of human level performance. In a reinforcement learning approach, an optimal value function is learned ... [more ▼]

Reinforcement learning has become one of the best approach to train a computer game emulator capable of human level performance. In a reinforcement learning approach, an optimal value function is learned across a set of actions, or decisions, that leads to a set of states giving different rewards, with the objective to maximize the overall reward. A policy assigns to each state-action pairs an expected return. We call an optimal policy a policy for which the value function is optimal. QLBS, Q-Learner in the Black-Scholes(-Merton) Worlds, applies the reinforcement learning concepts, and noticeably, the popular Q-learning algorithm, to the financial stochastic model of Black, Scholes and Merton. It is, however, specifically optimized for the geometric Brownian motion and the vanilla options. Its range of application is, therefore, limited to vanilla option pricing within the financial markets. We propose MQLV, Modified Q-Learner for the Vasicek model, a new reinforcement learning approach that determines the optimal policy of money management based on the aggregated financial transactions of the clients. It unlocks new frontiers to establish personalized credit card limits or bank loan applications, targeting the retail banking industry. MQLV extends the simulation to mean reverting stochastic diffusion processes and it uses a digital function, a Heaviside step function expressed in its discrete form, to estimate the probability of a future event such as a payment default. In our experiments, we first show the similarities between a set of historical financial transactions and Vasicek generated transactions and, then, we underline the potential of MQLV on generated Monte Carlo simulations. Finally, MQLV is the first Q-learning Vasicek-based methodology addressing transparent decision making processes in retail banking. [less ▲]

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See detailVisualization of AE's Training on Credit Card Transactions with Persistent Homology
Charlier, Jérémy Henri J. UL; Petit, François UL; Ormazabal, Gaston et al

in Proceedings of the International Workshop on Applications of Topological Data Analysis In conjunction with ECML PKDD 2019 (2019, September)

Auto-encoders are among the most popular neural network architecture for dimension reduction. They are composed of two parts: the encoder which maps the model distribution to a latent manifold and the ... [more ▼]

Auto-encoders are among the most popular neural network architecture for dimension reduction. They are composed of two parts: the encoder which maps the model distribution to a latent manifold and the decoder which maps the latent manifold to a reconstructed distribution. However, auto-encoders are known to provoke chaotically scattered data distribution in the latent manifold resulting in an incomplete reconstructed distribution. Current distance measures fail to detect this problem because they are not able to acknowledge the shape of the data manifolds, i.e. their topological features, and the scale at which the manifolds should be analyzed. We propose Persistent Homology for Wasserstein Auto-Encoders, called PHom-WAE, a new methodology to assess and measure the data distribution of a generative model. PHom-WAE minimizes the Wasserstein distance between the true distribution and the reconstructed distribution and uses persistent homology, the study of the topological features of a space at different spatial resolutions, to compare the nature of the latent manifold and the reconstructed distribution. Our experiments underline the potential of persistent homology for Wasserstein Auto-Encoders in comparison to Variational Auto-Encoders, another type of generative model. The experiments are conducted on a real-world data set particularly challenging for traditional distance measures and auto-encoders. PHom-WAE is the first methodology to propose a topological distance measure, the bottleneck distance, for Wasserstein Auto-Encoders used to compare decoded samples of high quality in the context of credit card transactions. [less ▲]

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See detailDeep dive into Interledger: Understanding the Interledger ecosystem - Part 3
Trestioreanu, Lucian Andrei UL; Cassagnes, Cyril UL; State, Radu UL

Learning material (2019)

At the technical level, the goal of Interledger is to provide an architecture and a minimal set of protocols to enable interoperability for any value transfer system. The Interledger protocol is literally ... [more ▼]

At the technical level, the goal of Interledger is to provide an architecture and a minimal set of protocols to enable interoperability for any value transfer system. The Interledger protocol is literally a protocol for interledger payments. To understand how is it possible to achieve this goal, several aspects of the technology require a deeper analysis. For this reason, in our journey to become knowledgeable and active contributor we decided to create our own test-bed on our premises. By doing so, we noticed that some aspects are well documented but we found that others might need more attention and clarification. Despite a large community effort, the task to keep information on a fast evolving software ecosystem is tedious and not always the priority for such a project. Therefore, the purpose of this document is to guide, through several hands-on activities, community members who want to engage at different levels. The document consolidates all the relevant information from generating a simple payment to ultimately create a test-bed with the Interledger protocol suite between Ripple and other distributed ledger technology. [less ▲]

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See detailDeep dive into Interledger: Understanding the Interledger ecosystem - Part 2
Trestioreanu, Lucian Andrei UL; Cassagnes, Cyril UL; State, Radu UL

Learning material (2019)

At the technical level, the goal of Interledger is to provide an architecture and a minimal set of protocols to enable interoperability for any value transfer system. The Interledger protocol is literally ... [more ▼]

At the technical level, the goal of Interledger is to provide an architecture and a minimal set of protocols to enable interoperability for any value transfer system. The Interledger protocol is literally a protocol for interledger payments. To understand how is it possible to achieve this goal, several aspects of the technology require a deeper analysis. For this reason, in our journey to become knowledgeable and active contributor we decided to create our own test-bed on our premises. By doing so, we noticed that some aspects are well documented but we found that others might need more attention and clarification. Despite a large community effort, the task to keep information on a fast evolving software ecosystem is tedious and not always the priority for such a project. Therefore, the purpose of this document is to guide, through several hands-on activities, community members who want to engage at different levels. The document consolidates all the relevant information from generating a simple payment to ultimately create a test-bed with the Interledger protocol suite between Ripple and other distributed ledger technology. [less ▲]

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See detailDeep dive into Interledger: Understanding the Interledger ecosystem - Part 1
Trestioreanu, Lucian Andrei UL; Cassagnes, Cyril UL; State, Radu UL

Learning material (2019)

At the technical level, the goal of Interledger is to provide an architecture and a minimal set of protocols to enable interoperability for any value transfer system. The Interledger protocol is literally ... [more ▼]

At the technical level, the goal of Interledger is to provide an architecture and a minimal set of protocols to enable interoperability for any value transfer system. The Interledger protocol is literally a protocol for interledger payments. To understand how is it possible to achieve this goal, several aspects of the technology require a deeper analysis. For this reason, in our journey to become knowledgeable and active contributor we decided to create our own test-bed on our premises. By doing so, we noticed that some aspects are well documented but we found that others might need more attention and clarification. Despite a large community effort, the task to keep information on a fast evolving software ecosystem is tedious and not always the priority for such a project. Therefore, the purpose of this document is to guide, through several hands-on activities, community members who want to engage at different levels. The document consolidates all the relevant information from generating a simple payment to ultimately create a test-bed with the Interledger protocol suite between Ripple and other distributed ledger technology. [less ▲]

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See detailStandardising smart contracts: Automatically inferring ERC standards
Norvill, Robert UL; Fiz Pontiveros, Beltran UL; State, Radu UL et al

in 2019 IEEE International Conference on Blockchain and Cryptocurrency (2019)

Ethereum smart contracts have become common enough to warrant the need for standards to ensure ease of use. The most well known standard was created for the emerging token ecosystem and the exchanges ... [more ▼]

Ethereum smart contracts have become common enough to warrant the need for standards to ensure ease of use. The most well known standard was created for the emerging token ecosystem and the exchanges serving it: the ERC20 standard. In this work we use the function selectors present in Ethereum smart contract bytecode to define contract purpose. Contracts are clustered according to the selectors they have. A Reverse look-up from selectors to function names is used to label clusters. We use the function names in clusters to suggest candidates for ERC standardisation. [less ▲]

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See detailWhispering Botnet Command and Control Instructions
Steichen, Mathis UL; Ferreira Torres, Christof UL; Fiz Pontiveros, Beltran UL et al

in 2nd Crypto Valley Conference on Blockchain Technology, Zug 24-26 June 2019 (2019, June 25)

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See detailDeep dive into Interledger: Understanding the Interledger ecosystem
Trestioreanu, Lucian Andrei UL; Cassagnes, Cyril UL; State, Radu UL

Learning material (2019)

At the technical level, the goal of Interledger is to provide an architecture and a minimal set of protocols to enable interoperability for any value transfer system. The Interledger protocol is literally ... [more ▼]

At the technical level, the goal of Interledger is to provide an architecture and a minimal set of protocols to enable interoperability for any value transfer system. The Interledger protocol is literally a protocol for interledger payments. To understand how is it possible to achieve this goal, several aspects of the technology require a deeper analysis. For this reason, in our journey to become knowledgeable and active contributor we decided to create our own test-bed on our premises. By doing so, we noticed that some aspects are well documented but we found that others might need more attention and clarification. Despite a large community effort, the task to keep information on a fast evolving software ecosystem is tedious and not always the priority for such a project. Therefore, the purpose of this document is to guide, through several hands-on activities, community members who want to engage at different levels. The document consolidates all the relevant information from generating a simple payment to ultimately create a test-bed with the Interledger protocol suite between Ripple and other distributed ledger technology. [less ▲]

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See detailPHom-GeM: Persistent Homology for Generative Models
Charlier, Jérémy Henri J. UL; State, Radu UL; Hilger, Jean UL

in The 6th Swiss Conference on Data Science (2019)

Generative neural network models, including Generative Adversarial Network (GAN) and Auto-Encoders (AE), are among the most popular neural network models to generate adversarial data. The GAN model is ... [more ▼]

Generative neural network models, including Generative Adversarial Network (GAN) and Auto-Encoders (AE), are among the most popular neural network models to generate adversarial data. The GAN model is composed of a generator that produces synthetic data and of a discriminator that discriminates between the generator’s output and the true data. AE consist of an encoder which maps the model distribution to a latent manifold and of a decoder which maps the latent manifold to a reconstructed distribution. However, generative models are known to provoke chaotically scattered reconstructed distribution during their training, and consequently, incomplete generated adversarial distributions. Current distance measures fail to address this problem because they are not able to acknowledge the shape of the data manifold, i.e. its topological features, and the scale at which the manifold should be analyzed. We propose Persistent Homology for Generative Models, PHom-GeM, a new methodology to assess and measure the distribution of a generative model. PHom-GeM minimizes an objective function between the true and the reconstructed distributions and uses persistent homology, the study of the topological features of a space at different spatial resolutions, to compare the nature of the true and the generated distributions. Our experiments underline the potential of persistent homology for Wasserstein GAN in comparison to Wasserstein AE and Variational AE. The experiments are conducted on a real-world data set particularly challenging for traditional distance measures and generative neural network models. PHom-GeM is the first methodology to propose a topological distance measure, the bottleneck distance, for generative models used to compare adversarial samples in the context of credit card transactions. [less ▲]

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See detailMint Centrality: A Centrality Measure for the Bitcoin Transaction Graph
Fiz Pontiveros, Beltran UL; Steichen, Mathis UL; State, Radu UL

Poster (2019, May 17)

In this work, we consider the graph of confirmed transactions in Bitcoin. Understanding this graph is essential to discern the different economic activities conducted by the pseudonymous actors. In ... [more ▼]

In this work, we consider the graph of confirmed transactions in Bitcoin. Understanding this graph is essential to discern the different economic activities conducted by the pseudonymous actors. In addition to traditional graph analysis methods, new metrics need to be engineered specifically for the bitcoin transaction graph. Hence, we propose a new centrality measure named mint centrality. The measure uses the inherent tree structure of transactions in bitcoin and their relation to the corresponding set of coinbase transactions, and can be evaluated with linear complexity. We evaluate the mint centrality on the first 200,000 blocks of the public bitcoin blockchain. [less ▲]

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See detailDemo: Blockchain for the Simplification and Automation of KYC Result Sharing
Norvill, Robert UL; Steichen, Mathis UL; Shbair, Wazen UL et al

in IEEE International Conference on Blockchain and Cryptocurrency (ICBC 2019) (2019, May 14)

Know Your Customer (KYC) processes performed by banks on their customers are redundant, cumbersome and costly. Therefore, a system is proposed to automate menial tasks and allow sharing of data related to ... [more ▼]

Know Your Customer (KYC) processes performed by banks on their customers are redundant, cumbersome and costly. Therefore, a system is proposed to automate menial tasks and allow sharing of data related to KYC. A blockchain dictates the collaboration between different participants and several services are built around it to support the functionality of the system as a whole. An access control system is used to share data legitimately. [less ▲]

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See detailBlockZoom: Large-Scale Blockchain Testbed
Shbair, Wazen UL; Steichen, Mathis UL; Francois, Jerome et al

in IEEE International Conference on Blockchain and Cryptocurrency (ICBC 2019) (2019, May 14)

Future blockchain applications are anticipated to serve millions of users. Thus the evaluation of new blockchain applications have to consider large-scale assessment of the technologies behind the scene ... [more ▼]

Future blockchain applications are anticipated to serve millions of users. Thus the evaluation of new blockchain applications have to consider large-scale assessment of the technologies behind the scene. Most of current testing approaches have been done either on simulators or via local small blockchain networks. Hence, the performance in real world conditions is unpredictable. This demonstration introduces BlockZoom, a large-scale blockchain testbed that runs on top of a highly reconfigurable and controllable HPC platform. BlockZoom presents a reproducible environment for experimenting distributed ledgers technologies and smart contract applications. Through different configuration scenarios developers can evaluate the applications performance and the blockchain behavior at a scale comparable to the production environment. The target audience of this demonstration includes researchers and developers in blockchain technology. [less ▲]

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See detailPredicting Sparse Clients' Actions with CPOPT-Net in the Banking Environment
Charlier, Jérémy Henri J. UL; State, Radu UL; Hilger, Jean UL

in 32nd Canadian Conference on Artificial Intelligence Proceedings (2019, May)

The digital revolution of the banking system with evolving European regulations have pushed the major banking actors to innovate by a newly use of their clients' digital information. Given highly sparse ... [more ▼]

The digital revolution of the banking system with evolving European regulations have pushed the major banking actors to innovate by a newly use of their clients' digital information. Given highly sparse client activities, we propose CPOPT-Net, an algorithm that combines the CP canonical tensor decomposition, a multidimensional matrix decomposition that factorizes a tensor as the sum of rank-one tensors, and neural networks. CPOPT-Net removes efficiently sparse information with a gradient-based resolution while relying on neural networks for time series predictions. Our experiments show that CPOPT-Net is capable to perform accurate predictions of the clients' actions in the context of personalized recommendation. CPOPT-Net is the first algorithm to use non-linear conjugate gradient tensor resolution with neural networks to propose predictions of financial activities on a public data set. [less ▲]

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See detailROS-Defender: SDN-based Security Policy Enforcement for Robotic Applications
Rivera, Sean UL; Lagraa, Sofiane UL; State, Radu UL et al

in IEEE Workshop on the Internet of Safe Things, Co-located with IEEE Security and Privacy 2019 (2019, May)

Abstract—In this paper we propose ROS-Defender, a holistic approach to secure robotics systems, which integrates a Security Event Management System (SIEM), an intrusion prevention system (IPS) and a ... [more ▼]

Abstract—In this paper we propose ROS-Defender, a holistic approach to secure robotics systems, which integrates a Security Event Management System (SIEM), an intrusion prevention system (IPS) and a firewall for a robotic system. ROS-Defender combines anomaly detection systems at application (ROS) level and network level, with dynamic policy enforcement points using software defined networking (SDN) to provide protection against a large class of attacks. Although SIEMs, IPS, and firewall have been previously used to secure computer networks, ROSDefender is applying them for the specific use case of robotic systems, where security is in many cases an afterthought. [less ▲]

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See detailTime Series Modeling of Market Price in Real-Time Bidding
Du, Manxing UL; Hammerschmidt, Christian UL; Varisteas, Georgios UL et al

in 27th European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning (2019, April)

Real-Time-Bidding (RTB) is one of the most popular online advertisement selling mechanisms. Modeling the highly dynamic bidding environment is crucial for making good bids. Market prices of auctions ... [more ▼]

Real-Time-Bidding (RTB) is one of the most popular online advertisement selling mechanisms. Modeling the highly dynamic bidding environment is crucial for making good bids. Market prices of auctions fluctuate heavily within short time spans. State-of-the-art methods neglect the temporal dependencies of bidders’ behaviors. In this paper, the bid requests are aggregated by time and the mean market price per aggregated segment is modeled as a time series. We show that the Long Short Term Memory (LSTM) neural network outperforms the state-of-the-art univariate time series models by capturing the nonlinear temporal dependencies in the market price. We further improve the predicting performance by adding a summary of exogenous features from bid requests. [less ▲]

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See detailEvaluation of End-To-End Learning for Autonomous Driving: The Good, the Bad and the Ugly
Varisteas, Georgios UL; Frank, Raphaël UL; Sajadi Alamdari, Seyed Amin UL et al

in 2nd International Conference on Intelligent Autonomous Systems, Singapore, Feb. 28 to Mar. 2, 2019 (2019, March 01)

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See detailA Tale of Location-Based User Authentication
Falk, Eric UL; Toth, Vendel; Knaff, Alexandre et al

in IEEE BigComp2019 - The 6th IEEE International Conference on Big Data and Smart Computing (2019)

The attitude towards passwords has drastically changed over the past years. Although they protected workstations from illicit access for decades, with today’s increased computational power, simple ... [more ▼]

The attitude towards passwords has drastically changed over the past years. Although they protected workstations from illicit access for decades, with today’s increased computational power, simple passwords became easy targets for attacks, whereas complex passwords are difficult to remember for the users. It appears as if the classical password protection has become obsolete and has to give way to similarly secured schemes, which are seamless for users. Novel methodologies may be sound and secure from a technical point of view, their success will be challenged by the simple question whether a user feels secure or not. In this work, we propose a proximity based login and session locking scheme, based on bluetooth beacons. We describe the big data architecture required to implement secured location-based services in smart buildings. To round our contribution out, we describe a medium scale user study with 40 participants, conducted to answer the question: Do users feel secure? [less ▲]

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See detailReal-time attack detection on robot cameras: A self-driving car application
Lagraa, Sofiane UL; Cailac, Maxime; Rivera, Sean UL et al

in International Conference on Robotic Computing (2019, February)

The Robot Operating System (ROS) are being deployed for multiple life critical activities such as self-driving cars, drones, and industries. However, the security has been persistently neglected ... [more ▼]

The Robot Operating System (ROS) are being deployed for multiple life critical activities such as self-driving cars, drones, and industries. However, the security has been persistently neglected, especially the image flows incoming from camera robots. In this paper, we perform a structured security assessment of robot cameras using ROS. We points out a relevant number of security flaws that can be used to take over the flows incoming from the robot cameras. Furthermore, we propose an intrusion detection system to detect abnormal flows. Our defense approach is based on images comparisons and unsupervised anomaly detection method. We experiment our approach on robot cameras embedded on a self-driving car. [less ▲]

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See detailROSploit: Cybersecurity tool for ROS
Rivera, Sean UL; Lagraa, Sofiane UL; State, Radu UL

in International Conference on Robotic Computing (2019, February)

Abstract—Robotic Operating System(ROS) security research is currently in a preliminary state, with limited research in tools or models. Considering the trend of digitization of robotic systems, this lack ... [more ▼]

Abstract—Robotic Operating System(ROS) security research is currently in a preliminary state, with limited research in tools or models. Considering the trend of digitization of robotic systems, this lack of foundational knowledge increases the potential threat posed by security vulnerabilities in ROS. In this article, we present a new tool to assist further security research in ROS, ROSploit. ROSploit is a modular two-pronged offensive tool covering both reconnaissance and exploitation of ROS systems, designed to assist researchers in testing exploits for ROS. [less ▲]

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