1.2GNSep 24, 2024
Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine ModelsFang Wang, Marko Gacesa
This study extends the examination of the Efficient-Market Hypothesis in Bitcoin market during a five year fluctuation period, from September 1 2017 to September 1 2022, by analyzing 28,739,514 qualified tweets containing the targeted topic "Bitcoin". Unlike previous studies, we extracted fundamental keywords as an informative proxy for carrying out the study of the EMH in the Bitcoin market rather than focusing on sentiment analysis, information volume, or price data. We tested market efficiency in hourly, 4-hourly, and daily time periods to understand the speed and accuracy of market reactions towards the information within different thresholds. A sequence of machine learning methods and textual analyses were used, including measurements of distances of semantic vector spaces of information, keywords extraction and encoding model, and Light Gradient Boosting Machine (LGBM) classifiers. Our results suggest that 78.06% (83.08%), 84.63% (87.77%), and 94.03% (94.60%) of hourly, 4-hourly, and daily bullish (bearish) market movements can be attributed to public information within organic tweets.
2.3CRSep 22, 2024
A Visualized Malware Detection Framework with CNN and Conditional GANFang Wang, Hussam Al Hamadi, Ernesto Damiani
Malware visualization analysis incorporating with Machine Learning (ML) has been proven to be a promising solution for improving security defenses on different platforms. In this work, we propose an integrated framework for addressing common problems experienced by ML utilizers in developing malware detection systems. Namely, a pictorial presentation system with extensions is designed to preserve the identities of benign/malign samples by encoding each variable into binary digits and mapping them into black and white pixels. A conditional Generative Adversarial Network based model is adopted to produce synthetic images and mitigate issues of imbalance classes. Detection models architected by Convolutional Neural Networks are for validating performances while training on datasets with and without artifactual samples. Result demonstrates accuracy rates of 98.51% and 97.26% for these two training scenarios.
Multi-Defendant Legal Judgment Prediction via Hierarchical ReasoningYougang Lyu, Jitai Hao, Zihan Wang et al.
Multiple defendants in a criminal fact description generally exhibit complex interactions, and cannot be well handled by existing Legal Judgment Prediction (LJP) methods which focus on predicting judgment results (e.g., law articles, charges, and terms of penalty) for single-defendant cases. To address this problem, we propose the task of multi-defendant LJP, which aims to automatically predict the judgment results for each defendant of multi-defendant cases. Two challenges arise with the task of multi-defendant LJP: (1) indistinguishable judgment results among various defendants; and (2) the lack of a real-world dataset for training and evaluation. To tackle the first challenge, we formalize the multi-defendant judgment process as hierarchical reasoning chains and introduce a multi-defendant LJP method, named Hierarchical Reasoning Network (HRN), which follows the hierarchical reasoning chains to determine criminal relationships, sentencing circumstances, law articles, charges, and terms of penalty for each defendant. To tackle the second challenge, we collect a real-world multi-defendant LJP dataset, namely MultiLJP, to accelerate the relevant research in the future. Extensive experiments on MultiLJP verify the effectiveness of our proposed HRN.