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Bruno L. Dalmazo

Publications and source records attributed to Bruno L. Dalmazo.

6 recordsLinked to original sources

Decoding Market Emotion from Blockchain Activity: A Data-Driven Sentiment Classifier

The growing use of Bitcoin as a decentralized digital asset and investment tool has sparked strong interest in understanding its market behavior. This study presents a new approach to analyze Bitcoin market sentiment by combining on-chain and financial data with social media posts. Unlike models that aim to predict prices, this work focuses on explaining market sentiment using blockchain transactions, historical price data of Bitcoin, and daily Twitter sentiment classifications. The method merges sentiment trends with on-chain and financial metrics, normalized into a dataset for detailed market analysis. Multiple machine learning models were tested using cross-validation, with Gradient Boosting (XGBoost) emerging as the most reliable model for classifying sentiment, achieving an average F1-score of about 0.84. SHAP (SHapley Additive exPlanations), a game theory-based method for model interpretability, was used to quantify the contribution of on-chain features to the model's predictions, improving transparency. The results indicate that this data combination yields meaningful predictive signals and insights, supporting data-driven cryptocurrency analysis and future improvements with deep learning.

cs.LG

On the Impact of Entropy-based Features

Network anomaly detection is increasingly challenging due to the growing diversity and variability of traffic patterns, which are not always well captured by traditional statistical features. In this work, we explore the use of entropy as an additional feature to support supervised network traffic classification. The main idea is to use entropy to represent variability in selected traffic attributes, complementing conventional descriptors rather than replacing them. We integrate the entropy-based feature into a standard machine learning pipeline and evaluate its impact through a direct comparison between models trained with and without this feature. Experiments conducted on a public intrusion detection dataset show consistent improvements in classification performance, while the additional computational cost remains low. The analysis of confusion matrices indicates a reduction in misclassifications, especially in traffic scenarios with higher variability. Overall, the results suggest that entropy-based features offer a simple and practical way to enhance existing anomaly detection pipelines. This approach is particularly attractive in settings where lightweight feature engineering and interpretability are important, making entropy a useful complement to commonly used traffic features.

cs.CR

Improving Network Anomaly Detection via Choquet-Integral-Based Feature Aggregation

This work investigates a generalized Choquet-integral-based feature aggregation framework to improve anomaly detection in high-dimensional network traffic data. The approach combines adaptive weighting with incremental feature selection to address feature redundancy. Using Random Forest and XGBoost classifiers, we evaluate models trained with both raw and Choquet-aggregated features under varying feature subset sizes. The proposed aggregation achieves up to $7\%$ higher accuracy while reducing data volume by $77.5\%$ (from $214$~MB to $48$~MB), without degrading precision and recall. Results averaged over multiple stratified repetitions indicate that Choquet-based aggregation yields statistically significant gains ($p < 0.05$) in scenarios with limited feature availability, highlighting its suitability for real-time intrusion detection under bandwidth and feature-availability constraints.

cs.CR

Impact of Data-Oriented and Object-Oriented Design on Performance and Cache Utilization with Artificial Intelligence Algorithms in Multi-Threaded CPUs

The growing performance gap between multi-core CPUs and main memory necessitates hardware-aware software design paradigms. This study provides a comprehensive performance analysis of Data Oriented Design (DOD) versus the traditional Object-Oriented Design (OOD), focusing on cache utilization and efficiency in multi-threaded environments. We developed and compared four distinct versions of the A* search algorithm: single-threaded OOD (ST-OOD), single-threaded DOD (ST-DOD), multi-threaded OOD (MT-OOD), and multi-threaded DOD (MT-DOD). The evaluation was based on metrics including execution time, memory usage, and CPU cache misses. In multi-threaded tests, the DOD implementation demonstrated considerable performance gains, with faster execution times and a lower number of raw system calls and cache misses. While OOD occasionally showed marginal advantages in memory usage or percentage-based cache miss rates, DOD's efficiency in data-intensive operations was more evident. Furthermore, our findings reveal that for a fine-grained task like the A* algorithm, the overhead associated with thread management led to single-threaded versions significantly outperforming their multi-threaded counterparts in both paradigms. We conclude that even when performance differences appear subtle in simple algorithms, the consistent advantages of DOD in critical metrics highlight its foundational architectural superiority, suggesting it is a more effective approach for maximizing hardware efficiency in complex, large-scale AI and parallel computing tasks.

cs.AI

Machine Learning vs. Randomness: Challenges in Predicting Binary Options Movements

Binary options trading is often marketed as a field where predictive models can generate consistent profits. However, the inherent randomness and stochastic nature of binary options make price movements highly unpredictable, posing significant challenges for any forecasting approach. This study demonstrates that machine learning algorithms struggle to outperform a simple baseline in predicting binary options movements. Using a dataset of EUR/USD currency pairs from 2021 to 2023, we tested multiple models, including Random Forest, Logistic Regression, Gradient Boosting, and k-Nearest Neighbors (kNN), both before and after hyperparameter optimization. Furthermore, several neural network architectures, including Multi-Layer Perceptrons (MLP) and a Long Short-Term Memory (LSTM) network, were evaluated under different training conditions. Despite these exhaustive efforts, none of the models surpassed the ZeroR baseline accuracy, highlighting the inherent randomness of binary options. These findings reinforce the notion that binary options lack predictable patterns, making them unsuitable for machine learning-based forecasting.

q-fin.CP

Federated Learning under Attack: Improving Gradient Inversion for Batch of Images

Federated Learning (FL) has emerged as a machine learning approach able to preserve the privacy of user's data. Applying FL, clients train machine learning models on a local dataset and a central server aggregates the learned parameters coming from the clients, training a global machine learning model without sharing user's data. However, the state-of-the-art shows several approaches to promote attacks on FL systems. For instance, inverting or leaking gradient attacks can find, with high precision, the local dataset used during the training phase of the FL. This paper presents an approach, called Deep Leakage from Gradients with Feedback Blending (DLG-FB), which is able to improve the inverting gradient attack, considering the spatial correlation that typically exists in batches of images. The performed evaluation shows an improvement of 19.18% and 48,82% in terms of attack success rate and the number of iterations per attacked image, respectively.

cs.CR