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Jan Jürjens

Publications and source records attributed to Jan Jürjens.

11 recordsLinked to original sources
arXiv2024

Beyond Trading Data: The Hidden Influence of Public Awareness and Interest on Cryptocurrency Volatility

Since Bitcoin first appeared on the scene in 2009, cryptocurrencies have become a worldwide phenomenon as important decentralized financial assets. Their decentralized nature, however, leads to notable volatility against traditional fiat currencies, making the task of accurately forecasting the crypto-fiat exchange rate complex. This study examines the various independent factors that affect the volatility of the Bitcoin-Dollar exchange rate. To this end, we propose CoMForE, a multimodal AdaBoost-LSTM ensemble model, which not only utilizes historical trading data but also incorporates public sentiments from related tweets, public interest demonstrated by search volumes, and blockchain hash-rate data. Our developed model goes a step further by predicting fluctuations in the overall cryptocurrency value distribution, thus increasing its value for investment decision-making. We have subjected this method to extensive testing via comprehensive experiments, thereby validating the importance of multimodal combination over exclusive reliance on trading data. Further experiments show that our method significantly surpasses existing forecasting tools and methodologies, demonstrating a 19.29% improvement. This result underscores the influence of external independent factors on cryptocurrency volatility.

q-fin.ST↗
arXiv2024

Data Trading and Monetization: Challenges and Open Research Directions

Traditional data monetization approaches face challenges related to data protection and logistics. In response, digital data marketplaces have emerged as intermediaries simplifying data transactions. Despite the growing establishment and acceptance of digital data marketplaces, significant challenges hinder efficient data trading. As a result, few companies can derive tangible value from their data, leading to missed opportunities in understanding customers, pricing decisions, and fraud prevention. In this paper, we explore both technical and organizational challenges affecting data monetization. Moreover, we identify areas in need of further research, aiming to expand the boundaries of current knowledge by emphasizing where research is currently limited or lacking.

cs.DC↗
arXiv2024

Reconstruction as a service: a data space for off-site image reconstruction in magnetic particle imaging

Magnetic particle imaging (MPI) is an emerging medical imaging modality which offers a unique combination of high temporal and spatial resolution, sensitivity and biocompatibility. For system-matrix (SM) based image reconstruction in MPI, a huge amount of calibration data needs to be acquired prior to reconstruction in a time-consuming procedure. Conventionally, the data is recorded on-site inside the scanning device, which significantly limits the time that the scanning device is available for patient care in a clinical setting. Due to its size, handling the calibration data can be challenging. To solve these issues of recording and handling the data, data spaces could be used, as it has been shown that the calibration data can be measured in dedicated devices off-site. We propose a data space aimed at improving the efficiency of SM-based image reconstruction in MPI. The data space consists of imaging facilities, calibration data providers and reconstruction experts. Its specifications follow the reference architecture model of international data spaces (IDS). Use-cases of image reconstruction in MPI are formulated. The stakeholders and tasks are listed and mapped to the terminology of IDS. The signal chain in MPI is analysed to identify a minimum information model which is used by the data space.

cs.SE↗
arXiv2022

Checking Security Compliance between Models and Code

It is challenging to verify that the planned security mechanisms are actually implemented in the software. In the context of model-based development, the implemented security mechanisms must capture all intended security properties that were considered in the design models. Assuring this compliance manually is labor intensive and can be error-prone. This work introduces the first semi-automatic technique for secure data flow compliance checks between design models and code. We develop heuristic-based automated mappings between a design-level model (SecDFD, provided by humans) and a code-level representation (Program Model, automatically extracted from the implementation) in order to guide users in discovering compliance violations, and hence potential security flaws in the code. These mappings enable an automated, and project-specific static analysis of the implementation with respect to the desired security properties of the design model. We developed two types of security compliance checks and evaluated the entire approach on open source Java projects.

cs.SE↗
arXiv2022

Formalizing Cost Fairness for Two-Party Exchange Protocols using Game Theory and Applications to Blockchain (Extended Version)

Existing fair exchange protocols usually neglect consideration of cost when assessing their fairness. However, in an environment with non-negligible transaction cost, e.g., public blockchains, high or unexpected transaction cost might be an obstacle for wide-spread adoption of fair exchange protocols in business applications. For example, as of 2021-12-17, the initialization of the FairSwap protocol on the Ethereum blockchain requires the selling party to pay a fee of approx. 349.20 USD per exchange. We address this issue by defining cost fairness, which can be used to assess two-party exchange protocols including implied transaction cost. We show that in an environment with non-negligible transaction cost where one party has to initialize the exchange protocol and the other party can leave the exchange at any time cost fairness cannot be achieved.

cs.DC↗
arXiv2022

COIN: Counterfactual Image Generation for VQA Interpretation

Due to the significant advancement of Natural Language Processing and Computer Vision-based models, Visual Question Answering (VQA) systems are becoming more intelligent and advanced. However, they are still error-prone when dealing with relatively complex questions. Therefore, it is important to understand the behaviour of the VQA models before adopting their results. In this paper, we introduce an interpretability approach for VQA models by generating counterfactual images. Specifically, the generated image is supposed to have the minimal possible change to the original image and leads the VQA model to give a different answer. In addition, our approach ensures that the generated image is realistic. Since quantitative metrics cannot be employed to evaluate the interpretability of the model, we carried out a user study to assess different aspects of our approach. In addition to interpreting the result of VQA models on single images, the obtained results and the discussion provides an extensive explanation of VQA models' behaviour.

cs.CV↗
arXiv2017

Comparing Bug Finding Tools with Reviews and Tests

Bug finding tools can find defects in software source code us- ing an automated static analysis. This automation may be able to reduce the time spent for other testing and review activities. For this we need to have a clear understanding of how the defects found by bug finding tools relate to the defects found by other techniques. This paper describes a case study using several projects mainly from an industrial environment that were used to analyse the interrelationships. The main finding is that the bug finding tools predominantly find different defects than testing but a subset of defects found by reviews. However, the types that can be detected are analysed more thoroughly. Therefore, a combination is most advisable if the high number of false positives of the tools can be tolerated.

cs.SE↗
arXiv2013

Guiding a General-Purpose C Verifier to Prove Cryptographic Protocols

We describe how to verify security properties of C code for cryptographic protocols by using a general-purpose verifier. We prove security theorems in the symbolic model of cryptography. Our techniques include: use of ghost state to attach formal algebraic terms to concrete byte arrays and to detect collisions when two distinct terms map to the same byte array; decoration of a crypto API with contracts based on symbolic terms; and expression of the attacker model in terms of C programs. We rely on the general-purpose verifier VCC; we guide VCC to prove security simply by writing suitable header files and annotations in implementation files, rather than by changing VCC itself. We formalize the symbolic model in Coq in order to justify the addition of axioms to VCC.

cs.CR↗
arXiv2011

An Efficient Approach towards Mitigating Soft Errors Risks

Smaller feature size, higher clock frequency and lower power consumption are of core concerns of today's nano-technology, which has been resulted by continuous downscaling of CMOS technologies. The resultant 'device shrinking' reduces the soft error tolerance of the VLSI circuits, as very little energy is needed to change their states. Safety critical systems are very sensitive to soft errors. A bit flip due to soft error can change the value of critical variable and consequently the system control flow can completely be changed which leads to system failure. To minimize soft error risks, a novel methodology is proposed to detect and recover from soft errors considering only 'critical code blocks' and 'critical variables' rather than considering all variables and/or blocks in the whole program. The proposed method shortens space and time overhead in comparison to existing dominant approaches.

cs.OH↗
arXiv2011

Extracting and Verifying Cryptographic Models from C Protocol Code by Symbolic Execution

Consider the problem of verifying security properties of a cryptographic protocol coded in C. We propose an automatic solution that needs neither a pre-existing protocol description nor manual annotation of source code. First, symbolically execute the C program to obtain symbolic descriptions for the network messages sent by the protocol. Second, apply algebraic rewriting to obtain a process calculus description. Third, run an existing protocol analyser (ProVerif) to prove security properties or find attacks. We formalise our algorithm and appeal to existing results for ProVerif to establish computational soundness under suitable circumstances. We analyse only a single execution path, so our results are limited to protocols with no significant branching. The results in this paper provide the first computationally sound verification of weak secrecy and authentication for (single execution paths of) C code.

cs.CR↗