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Hongliang Zhu

Publications and source records attributed to Hongliang Zhu.

4 recordsLinked to original sources

FedADB: Class Anchor-Driven Dual-Branch Federated Learning for Mitigating Forgetting

Multimodal data collected by heterogeneous devices are used for collaborative training, where federated learning (FL) serves as a key paradigm for effective distributed modeling with data privacy preservation. However, local training suffers from the forgetting of previously learned global knowledge under cross-client data heterogeneity, which leads to significant declines in both performance and convergence speed. Most previous studies rely on global alignment strategies to retain global knowledge, which hinder local optimization and lead to inadequate supervision of missing classes. Some studies introduce proxy datasets to supplement supervision for missing classes. However, it remains a challenge to balance class-wise global consistency and local optimization objectives without proxy datasets. In this work, we propose FedADB, a Class Anchor-Driven Dual-Branch FL framework. Specifically, the server generates class anchors optimized in a differentiable input space, which are shared across clients. These class anchors serve as global references that provide supervision for missing classes during local training. A dual-branch collaborative training mechanism is designed for clients. In this mechanism, the anchor-based global branch focuses on learning with global consistency, achieving global knowledge alignment by class-anchor balanced sampling. The local calibration branch focuses on learning discriminative local features, mitigating the degradation of local representations caused by excessive global alignment. Extensive experiments across multiple medical and natural datasets demonstrate that FedADB achieves significant improvements in both accuracy and convergence speed.

cs.CR

Isolate Trigger: Detecting and Eliminating Adaptive Backdoor Attacks

Deep learning models are widely deployed in various applications but remain vulnerable to stealthy adversarial threats, particularly backdoor attacks. Backdoor models trained on poisoned datasets behave normally with clean inputs but cause mispredictions when a specific trigger is present. Most existing backdoor defenses assume that adversaries only inject one backdoor with small and conspicuous triggers. However, adaptive backdoor that entangle multiple trigger patterns with benign features can effectively bypass existing defenses. To defend against these attacks, we propose Isolate Trigger (IsTr), an accurate and efficient framework for backdoor detection and mitigation. IsTr aims to eliminate the influence of benign features and reverse hidden triggers. IsTr is motivated by the observation that a model's feature extractor focuses more on benign features while its classifier focuses more on trigger patterns. Based on this difference, IsTr designs Steps and Differential-Middle-Slice to resolve the detecting challenge of isolating triggers from benign features. Moreover, IsTr employs unlearning-based repair to remove both attacker-injected and natural backdoors while maintaining model benign accuracy. We extensively evaluate IsTr against six representative backdoor attacks and compare with seven state-of-the-art baseline methods across three real-world applications: digit recognition, face recognition, and traffic sign recognition. In most cases, IsTr reduces detection overhead by an order of magnitude while achieving over 95\% detection accuracy and maintaining the post-repair attack success rate below 3\%, outperforming baseline defenses. IsTr remains robust against various adaptive attacks, even when trigger patterns are heavily entangled with benign features.

cs.CR

Pattern recognition in micro-trading behaviors before stock price jumps: A framework based on multivariate time series analysis

Studying the micro-trading behaviors before stock price jumps is an important problem for financial regulations and investment decisions. In this study, we provide a new framework to study pre-jump trading behaviors based on multivariate time series analysis. Different from the existing literature, our methodology takes into account the temporal information embedded in the trading-related attributes and can better evaluate and compare the abnormality levels of different attributes. Moreover, it can explore the joint informativeness of the attributes as well as select a subset of highly informative but minimally redundant attributes to analyze the homogeneous and idiosyncratic patterns in the pre-jump trades of individual stocks. In addition, our analysis involves a set of technical indicators to describe micro-trading behaviors. To illustrate the viability of the proposed methodology, an application case is conducted based on the level-2 data of 189 constituent stocks of the China Security Index 300. The individual and joint informativeness levels of the attributes in predicting price jumps are evaluated and compared. To this end, our experiment provides a set of jump indicators that can represent the pre-jump trading behaviors in the Chinese stock market and have detected some stocks with extremely abnormal pre-jump trades.

q-fin.ST

Predicting intraday jumps in stock prices using liquidity measures and technical indicators

Predicting the intraday stock jumps is a significant but challenging problem in finance. Due to the instantaneity and imperceptibility characteristics of intraday stock jumps, relevant studies on their predictability remain limited. This paper proposes a data-driven approach to predict intraday stock jumps using the information embedded in liquidity measures and technical indicators. Specifically, a trading day is divided into a series of 5-minute intervals, and at the end of each interval, the candidate attributes defined by liquidity measures and technical indicators are input into machine learning algorithms to predict the arrival of a stock jump as well as its direction in the following 5-minute interval. Empirical study is conducted on the level-2 high-frequency data of 1271 stocks in the Shenzhen Stock Exchange of China to validate our approach. The result provides initial evidence of the predictability of jump arrivals and jump directions using level-2 stock data as well as the effectiveness of using a combination of liquidity measures and technical indicators in this prediction. We also reveal the superiority of using random forest compared to other machine learning algorithms in building prediction models. Importantly, our study provides a portable data-driven approach that exploits liquidity and technical information from level-2 stock data to predict intraday price jumps of individual stocks.

q-fin.TR