Amitabh Chakravorty

Amitabh Chakravorty, Matthew Price, Nelly Elsayed et al.

Phishing attacks remain among the most prevalent cybersecurity threats, causing significant financial losses for individuals and organizations worldwide. This paper presents a machine learning-based phishing email detection system that analyzes email body content using natural language processing (NLP) techniques. Unlike existing approaches that primarily focus on URL analysis, our system classifies emails by extracting contextual features from the entire email content. We evaluated two classification models, Naive Bayes and Logistic Regression, trained on a combined corpus of 53,973 labeled emails from three distinct datasets. Our preprocessing pipeline incorporates lowercasing, tokenization, stop-word removal, and lemmatization, followed by Term Frequency-Inverse Document Frequency (TF-IDF) feature extraction with unigrams and bigrams. Experimental results demonstrate that Logistic Regression achieves 95.41% accuracy with an F1-score of 94.33%, outperforming Naive Bayes by 1.55 percentage points. The system was deployed as a web application with a FastAPI backend, providing real-time phishing classification with average response times of 127ms.

Amitabh Chakravorty, Nelly Elsayed

The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes in stock prices. This study examines the effectiveness of algorithms like decision trees, random forests, support vector machines (SVM) with different kernels, and K-Means Clustering using a dataset of Tesla stock transactions. Examining past data from April 2020 to March 2023, this study focuses on how well these algorithms identify trends and forecast stock price fluctuations. The paper uses Recursive Feature Elimination (RFE) and feature importance analysis to optimize the feature set and, hence, increase prediction accuracy. While it requires substantially greater processing time than other models, SVM with the Radial Basis Function (RBF) kernel displays the best accuracy. This paper highlights the trade-offs between accuracy and efficiency in machine learning models and proposes the possibility of pooling multiple data sources to raise prediction performance. The results of this paper aim to help financial analysts and investors in choosing strong algorithms to optimize investment strategies.