Joon Sern Lee

h-index1
2papers
63citations

2 Papers

2.9CRSep 2, 2022
BinImg2Vec: Augmenting Malware Binary Image Classification with Data2Vec

Joon Sern Lee, Kai Keng Tay, Zong Fu Chua

Rapid digitalisation spurred by the Covid-19 pandemic has resulted in more cyber crime. Malware-as-a-service is now a booming business for cyber criminals. With the surge in malware activities, it is vital for cyber defenders to understand more about the malware samples they have at hand as such information can greatly influence their next course of actions during a breach. Recently, researchers have shown how malware family classification can be done by first converting malware binaries into grayscale images and then passing them through neural networks for classification. However, most work focus on studying the impact of different neural network architectures on classification performance. In the last year, researchers have shown that augmenting supervised learning with self-supervised learning can improve performance. Even more recently, Data2Vec was proposed as a modality agnostic self-supervised framework to train neural networks. In this paper, we present BinImg2Vec, a framework of training malware binary image classifiers that incorporates both self-supervised learning and supervised learning to produce a model that consistently outperforms one trained only via supervised learning. We were able to achieve a 4% improvement in classification performance and a 0.5% reduction in performance variance over multiple runs. We also show how our framework produces embeddings that can be well clustered, facilitating model explanability.

13.7LGJan 25, 2019
Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization

Pengqian Yu, Joon Sern Lee, Ilya Kulyatin et al.

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a challenging problem. Here, we design a deep reinforcement learning (RL) architecture with an autonomous trading agent such that, investment decisions and actions are made periodically, based on a global objective, with autonomy. In particular, without relying on a purely model-free RL agent, we train our trading agent using a novel RL architecture consisting of an infused prediction module (IPM), a generative adversarial data augmentation module (DAM) and a behavior cloning module (BCM). Our model-based approach works with both on-policy or off-policy RL algorithms. We further design the back-testing and execution engine which interact with the RL agent in real time. Using historical {\em real} financial market data, we simulate trading with practical constraints, and demonstrate that our proposed model is robust, profitable and risk-sensitive, as compared to baseline trading strategies and model-free RL agents from prior work.