Amulya Saxena

h-index7
2papers

2 Papers

CRMar 3, 2025
Too Much to Trust? Measuring the Security and Cognitive Impacts of Explainability in AI-Driven SOCs

Nidhi Rastogi, Shirid Pant, Devang Dhanuka et al.

Explainable AI (XAI) holds significant promise for enhancing the transparency and trustworthiness of AI-driven threat detection in Security Operations Centers (SOCs). However, identifying the appropriate level and format of explanation, particularly in environments that demand rapid decision-making under high-stakes conditions, remains a complex and underexplored challenge. To address this gap, we conducted a three-month mixed-methods study combining an online survey (N1=248) with in-depth interviews (N2=24) to examine (1) how SOC analysts conceptualize AI-generated explanations and (2) which types of explanations are perceived as actionable and trustworthy across different analyst roles. Our findings reveal that participants were consistently willing to accept XAI outputs, even in cases of lower predictive accuracy, when explanations were perceived as relevant and evidence-backed. Analysts repeatedly emphasized the importance of understanding the rationale behind AI decisions, expressing a strong preference for contextual depth over a mere presentation of outcomes on dashboards. Building on these insights, this study re-evaluates current explanation methods within security contexts and demonstrates that role-aware, context-rich XAI designs aligned with SOC workflows can substantially improve practical utility. Such tailored explainability enhances analyst comprehension, increases triage efficiency, and supports more confident responses to evolving threats.

PMOct 22, 2024
Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading

Zimeng Lyu, Amulya Saxena, Rohaan Nadeem et al.

Stock return forecasting is a major component of numerous finance applications. Predicted stock returns can be incorporated into portfolio trading algorithms to make informed buy or sell decisions which can optimize returns. In such portfolio trading applications, the predictive performance of a time series forecasting model is crucial. In this work, we propose the use of the Evolutionary eXploration of Augmenting Memory Models (EXAMM) algorithm to progressively evolve recurrent neural networks (RNNs) for stock return predictions. RNNs are evolved independently for each stocks and portfolio trading decisions are made based on the predicted stock returns. The portfolio used for testing consists of the 30 companies in the Dow-Jones Index (DJI) with each stock have the same weight. Results show that using these evolved RNNs and a simple daily long-short strategy can generate higher returns than both the DJI index and the S&P 500 Index for both 2022 (bear market) and 2023 (bull market).