arXiv subjects

Jaydip Sen

Publications and source records attributed to Jaydip Sen.

At least 91 records · Page 5Linked to original sources

arXiv2017

A Time Series Analysis-Based Forecasting Framework for the Indian Healthcare Sector

Designing efficient and robust algorithms for accurate prediction of stock market prices is one of the most exciting challenges in the field of time series analysis and forecasting. With the exponential rate of development and evolution of sophisticated algorithms and with the availability of fast computing platforms, it has now become possible to effectively and efficiently extract, store, process and analyze high volume of stock market data with diversity in its contents. Availability of complex algorithms which can execute very fast on parallel architecture over the cloud has made it possible to achieve higher accuracy in forecasting results while reducing the time required for computation. In this paper, we use the time series data of the healthcare sector of India for the period January 2010 till December 2016. We first demonstrate a decomposition approach of the time series and then illustrate how the decomposition results provide us with useful insights into the behavior and properties exhibited by the time series. Further, based on the structural analysis of the time series, we propose six different methods of forecasting for predicting the time series index of the healthcare sector. Extensive results are provided on the performance of the forecasting methods to demonstrate their effectiveness.

q-fin.ST↗

arXiv2016

An Alternative Framework for Time Series Decomposition and Forecasting and its Relevance for Portfolio Choice: A Comparative Study of the Indian Consumer Durable and Small Cap Sectors

One of the challenging research problems in the domain of time series analysis and forecasting is making efficient and robust prediction of stock market prices. With rapid development and evolution of sophisticated algorithms and with the availability of extremely fast computing platforms, it has now become possible to effectively extract, store, process and analyze high volume stock market time series data. Complex algorithms for forecasting are now available for speedy execution over parallel architecture leading to fairly accurate results. In this paper, we have used time series data of the two sectors of the Indian economy: Consumer Durables sector and the Small Cap sector for the period January 2010 to December 2015 and proposed a decomposition approach for better understanding of the behavior of each of the time series. Our contention is that various sectors reveal different time series patterns and understanding them is essential for portfolio formation. Further, based on this structural analysis, we have also proposed several robust forecasting techniques and analyzed their accuracy in prediction using suitably chosen training and test data sets. Extensive results are presented to demonstrate the effectiveness of our propositions.

cs.OH↗

arXiv2016

A Framework for Predictive Analysis of Stock Market Indices : A Study of the Indian Auto Sector

Analysis and prediction of stock market time series data has attracted considerable interest from the research community over the last decade. Rapid development and evolution of sophisticated algorithms for statistical analysis of time series data, and availability of high-performance hardware has made it possible to process and analyze high volume stock market time series data effectively, in real-time. Among many other important characteristics and behavior of such data, forecasting is an area which has witnessed considerable focus. In this work, we have used time series of the index values of the Auto sector in India during January 2010 to December 2015 for a deeper understanding of the behavior of its three constituent components, e.g., the trend, the seasonal component, and the random component. Based on this structural analysis, we have also designed five approaches for forecasting and also computed their accuracy in prediction using suitably chosen training and test data sets. Extensive results are presented to demonstrate the effectiveness of our proposed decomposition approaches of time series and the efficiency of our forecasting techniques, even in presence of a random component and a sharply changing trend component in the time-series.

cs.OH↗

arXiv2016

Decomposition of Time Series Data of Stock Markets and its Implications for Prediction: An Application for the Indian Auto Sector

With the rapid development and evolution of sophisticated algorithms for statistical analysis of time series data, the research community has started spending considerable effort in technical analysis of such data. Forecasting is also an area which has witnessed a paradigm shift in its approach. In this work, we have used the time series of the index values of the Auto sector in India during January 2010 to December 2015 for a deeper understanding of the behavior of its three constituent components, e.g., the Trend, the Seasonal component, and the Random component. Based on this structural analysis, we have also designed three approaches for forecasting and also computed their accuracy in prediction using suitably chosen training and test data sets. The results clearly demonstrate the accuracy of our decomposition results and efficiency of our forecasting techniques, even in presence of a dominant Random component in the time series.

q-fin.ST↗

arXiv2013

A Survey on Security and Privacy Protocols for Cognitive Wireless Sensor Networks

Wireless sensor networks have emerged as an important and new area in wireless and mobile computing research because of their numerous potential applications that range from indoor deployment scenarios in home and office to outdoor deployment in adversary's territory in tactical battleground. Since in many WSN applications, lives and livelihoods may depend on the timeliness and correctness of sensor data obtained from dispersed sensor nodes, these networks must be secured to prevent any possible attacks that may be launched on them. Security is, therefore, an important issue in WSNs. However, this issue becomes even more critical in cognitive wireless sensor networks, a type of WSN in which the sensor nodes have the capabilities of changing their transmission and reception parameters according to the radio environment under which they operate in order to achieve reliable and efficient communication and optimum utilization of the network resources. This survey paper presents a comprehensive discussion on various security issues in CWSNs by identifying numerous security threats in these networks and defense mechanisms to counter these vulnerabilities. Various types of attacks on CWSNs are categorized under different classes based on their natures and tragets, and corresponding to each attack class, appropriate security mechanisms are presented. The paper also identifies some open problems in this emerging area of wireless networking.

cs.CR↗

arXiv2013

Homomorphic Encryption: Theory & Applications

The goal of this chapter is to present a survey of homomorphic encryption techniques and their applications. After a detailed discussion on the introduction and motivation of the chapter, we present some basic concepts of cryptography. The fundamental theories of homomorphic encryption are then discussed with suitable examples. The chapter then provides a survey of some of the classical homomorphic encryption schemes existing in the current literature. Various applications and salient properties of homomorphic encryption schemes are then discussed in detail. The chapter then introduces the most important and recent research direction in the filed - fully homomorphic encryption. A significant number of propositions on fully homomorphic encryption is then discussed. Finally, the chapter concludes by outlining some emerging research trends in this exicting field of cryptography.

cs.CR↗

arXiv2013

Security and Privacy Issues in Cloud Computing

Cloud computing transforms the way information technology (IT) is consumed and managed, promising improved cost efficiencies, accelerated innovation, faster time-to-market, and the ability to scale applications on demand (Leighton, 2009). According to Gartner, while the hype grew exponentially during 2008 and continued since, it is clear that there is a major shift towards the cloud computing model and that the benefits may be substantial (Gartner Hype-Cycle, 2012). However, as the shape of the cloud computing is emerging and developing rapidly both conceptually and in reality, the legal/contractual, economic, service quality, interoperability, security and privacy issues still pose significant challenges. In this chapter, we describe various service and deployment models of cloud computing and identify major challenges. In particular, we discuss three critical challenges: regulatory, security and privacy issues in cloud computing. Some solutions to mitigate these challenges are also proposed along with a brief presentation on the future trends in cloud computing deployment.

cs.CR↗

arXiv2013

Detection of Cooperative Black Hole Attack in Wireless Ad Hoc Networks

A mobile ad hoc network (MANET) is a collection of autonomous nodes that communicate with each other by forming a multi-hop radio network and maintaining connections in a decentralized manner. Security remains a major challenge for these networks due to their features of open medium, dynamically changing topologies, reliance on cooperative algorithms, absence of centralized monitoring points, and lack of clear lines of defense. Protecting the network layer of a MANET from malicious attacks is an important and challenging security issue, since most of the routing protocols for MANETs are vulnerable to various types of attacks. Ad hoc on-demand distance vector routing (AODV) is a very popular routing algorithm. However, it is vulnerable to the well-known black hole attack, where a malicious node falsely advertises good paths to a destination node during the route discovery process but drops all packets in the data forwarding phase. This attack becomes more severe when a group of malicious nodes cooperate each other. The proposed mechanism does not apply any cryptographic primitives on the routing messages. Instead, it protects the network by detecting and reacting to malicious activities of the nodes. Simulation results show that the scheme has a significantly high detection rate with moderate network traffic overhead and computation overhead in the nodes.

cs.CR↗

arXiv2013

Security and Privacy Challenges in Cognitive Wireless Sensor Networks

Wireless sensor networks (WSNs) have attracted a lot of interest in the research community due to their potential applicability in a wide range of real-world practical applications. However, due to the distributed nature and their deployments in critical applications without human interventions and sensitivity and criticality of data communicated, these networks are vulnerable to numerous security and privacy threats that can adversely affect their performance. These issues become even more critical in cognitive wireless sensor networks (CWSNs) in which the sensor nodes have the capabilities of changing their transmission and reception parameters according to the radio environment under which they operate in order to achieve reliable and efficient communication and optimum utilization of the network resources. This chapter presents a comprehensive discussion on the security and privacy issues in CWSNs by identifying various security threats in these networks and various defense mechanisms to counter these vulnerabilities. Various types of attacks on CWSNs are categorized under different classes based on their natures and targets, and corresponding to each attack class, appropriate security mechanisms are also discussed. Some critical research issues on security and privacy in CWSNs are also identified.

cs.CR↗

arXiv2013

Security and Privacy Issues in Wireless Mesh Networks: A Survey

This book chapter identifies various security threats in wireless mesh network (WMN). Keeping in mind the critical requirement of security and user privacy in WMNs, this chapter provides a comprehensive overview of various possible attacks on different layers of the communication protocol stack for WMNs and their corresponding defense mechanisms. First, it identifies the security vulnerabilities in the physical, link, network, transport, application layers. Furthermore, various possible attacks on the key management protocols, user authentication and access control protocols, and user privacy preservation protocols are presented. After enumerating various possible attacks, the chapter provides a detailed discussion on various existing security mechanisms and protocols to defend against and wherever possible prevent the possible attacks. Comparative analyses are also presented on the security schemes with regards to the cryptographic schemes used, key management strategies deployed, use of any trusted third party, computation and communication overhead involved etc. The chapter then presents a brief discussion on various trust management approaches for WMNs since trust and reputation-based schemes are increasingly becoming popular for enforcing security in wireless networks. A number of open problems in security and privacy issues for WMNs are subsequently discussed before the chapter is finally concluded.

cs.CR↗

arXiv2013

Security in Wireless Sensor Networks

Wireless sensor networks have attracted a lot of interest over the last decade in wireless and mobile computing research community. Applications of these networks are numerous and growing, which range from indoor deployment scenarios in the home and office to outdoor deployment in adversary's territory in a tactical battleground. However, due to distributed nature and their deployment in remote areas, these networks are vulnerable to numerous security threats that can adversely affect their performance. This chapter provides a comprehensive discussion on the state of the art in security technologies for wireless sensor networks. It identifies various possible attacks at different layers of the communication protocol stack in a typical sensor network and their possible countermeasures. A brief discussion on the future direction of research in WSN security is also included.

cs.CR↗

arXiv2012

Secure and Privacy-Preserving Authentication Protocols for Wireless Mesh Networks

Wireless mesh networks (WMNs) have emerged as a promising concept to meet the challenges in next-generation wireless networks such as providing flexible, adaptive, and reconfigurable architecture while offering cost-effective solutions to service providers. As WMNs become an increasingly popular replacement technology for last-mile connectivity to the home networking, community and neighborhood networking, it is imperative to design efficient and secure communication protocols for these networks. However, several vulnerabilities exist in currently existing protocols for WMNs. These security loopholes can be exploited by potential attackers to launch attack on WMNs. The absence of a central point of administration makes securing WMNs even more challenging. The broadcast nature of transmission and the dependency on the intermediate nodes for multi-hop communications lead to several security vulnerabilities in WMNs. The attacks can be external as well as internal in nature. External attacks are launched by intruders who are not authorized users of the network. For example, an intruding node may eavesdrop on the packets and replay those packets at a later point of time to gain access to the network resources. On the other hand, the internal attacks are launched by the nodes that are part of the WMN. On example of such attack is an intermediate node dropping packets which it was supposed to forward. This chapter presents a comprehensive discussion on the current authentication and privacy protection schemes for WMN. In addition, it proposes a novel security protocol for node authentication and message confidentiality and an anonymization scheme for privacy protection of users in WMNs.

cs.CR↗

arXiv2012

Reputation- and Trust-Based Systems for Wireless Self-organizing Networks

Traditional approach of providing network security has been to borrow tools and mechanisms from cryptography. However, the conventional view of security based on cryptography alone is not sufficient for the defending against unique and novel types of misbehavior exhibited by nodes in wireless self-organizing networks such as mobile ad hoc networks and wireless sensor networks. Reputation-based frameworks, where nodes maintain reputation of other nodes and use it to evaluate their trustworthiness, are deployed to provide scalable, diverse and a generalized approach for countering different types of misbehavior resulting form malicious and selfish nodes in these networks. In this chapter, we present a comprehensive discussion on reputation and trust-based systems for wireless self-organizing networks. Different classes of reputation system are described along with their unique characteristics and working principles. A number of currently used reputation systems are critically reviewed and compared with respect to their effectiveness and efficiency of performance. Some open problems in the area of reputation and trust-based system within the domain of wireless self-organizing networks are also discussed.

cs.CR↗

arXiv2012

Cross-Layer Protocols for Multimedia Communications over Wireless Networks

In the last few years, the Internet throughput, usage and reliability have increased almost exponentially. The introduction of broadband wireless mobile ad hoc networks (MANETs) and cellular networks together with increased computational power have opened the door for a new breed of applications to be created, namely real-time multimedia applications. Delivering real-time multimedia traffic over a complex network like the Internet is a particularly challenging task since these applications have strict quality-of-service (QoS) requirements on bandwidth, delay, and delay jitter. Traditional Internet protocol (IP)-based best effort service is not able to meet these stringent requirements. The time-varying nature of wireless channels and resource constrained wireless devices make the problem even more difficult. To improve perceived media quality by end users over wireless Internet, QoS supports can be addressed in different layers, including application layer, transport layer and link layer. Cross layer design is a well-known approach to achieve this adaptation. In cross-layer design, the challenges from the physical wireless medium and the QoS-demands from the applications are taken into account so that the rate, power, and coding at the physical (PHY) layer can adapted to meet the requirements of the applications given the current channel and network conditions. A number of propositions for cross-layer designs exist in the literature. In this chapter, an extensive review has been made on these cross-layer architectures that combine the application-layer, transport layer and the link layer controls. Particularly, the issues like channel estimation techniques, adaptive controls at the application and link layers for energy efficiency, priority based scheduling, transmission rate control at the transport layer, and adaptive automatic repeat request (ARQ) are discussed in detail.

cs.NI↗

arXiv2012

An Efficient Security Mechanism for High-Integrity Wireless Sensor Networks

Wireless sensor networks (WSNs) have recently attracted a lot of interest in the research community due their wide range of applications. Unfortunately, these networks are vulnerable to numerous security threats that can adversely affect their proper functioning. This problem is more critical if the network is deployed for some mission-critical applications such as in a tactical battlefield. Random failure of nodes and intentional compromise of nodes by an insider attack in a WSN pose particularly difficult challenges to security engineers as these attacks cannot be defended by traditional cryptography-based mechanisms. In this paper, a security solution is proposed for detecting compromised and faulty nodes in a WSN. The mechanism also isolates a compromised node from the network so that it cannot participate in any network activity. The proposed mechanism is based on misbehavior classification, behaviour monitoring and trust management. It involves minimum computation and communication overhead and is ideally suited for a resource-constrained, high-integrity WSN.

cs.CR↗

arXiv2012

An Efficient Algorithm for Detection of Selfish Packet Dropping Nodes in Wireless Mesh Networks

In a wireless mesh network (WMN), high speed routers equipped with advanced antennas, communicate with each other in a multi-hop fashion over wireless channels and form a broadband backhaul. WMNs provide reliable connectivity and fault-tolerance, as each node is connected to several other nodes. If a node fails due to hardware problems, its neighbors can find another route. Extra capacity can be achieved by introducing additional nodes in the network. However, the throughput of a WMN may be severely degraded due to presence of some selfish routers that avoid forwarding packets for other nodes even as they send their own traffic through the network. This paper presents an algorithm for detection of selfish nodes in a WMN that uses statistical theory of inference for reliable clustering of the nodes. Simulation results show that the algorithm has a high detection rate and a low rate of false positives.

cs.CR↗

arXiv2012

Privacy Preservation Technologies in Internet of Things

Since the beginning of the Internet thirty years ago, we have witnessed a number of changes in the application of communication technologies. Today, the Internet can be described to a large extent as a ubiquitous infrastructure that is always accessible. After the era of connecting places and connecting people, the Internet of the future will also connect things. The idea behind the resulting Internet of Things is to seamlessly gather and use information about objects of the real world during their entire lifecycle. In this paper, we consider different approaches to technological protection of user data privacy in the world of Internet of Things. In particular,we consider what kind of security problems are being faced and what level of protection can be provided by applying approaches based on secure multi-party computations.

cs.CR↗

arXiv2012

An Attack on Privacy Preserving Data Aggregation Protocol for Wireless Sensor Networks

In-network data aggregation in Wireless Sensor Networks (WSNs) provides efficient bandwidth utilization and energy-efficient computing.Supporting efficient in-network data aggregation while preserving the privacy of the data of individual sensor nodes has emerged as an important requirement in numerous WSN applications. For privacy-preserving data aggregation in WSNs, He et al. (INFOCOM 2007) have proposed a Cluster-based Private Data Aggregation (CPDA) that uses a clustering protocol and a well-known key distribution scheme for computing an additive aggregation function in a privacy-preserving manner. In spite of the wide popularity of CPDA, it has been observed that the protocol is not secure and it is also possible to enhance its efficiency. In this paper, we first identify a security vulnerability in the existing CPDA scheme, wherein we show how a malicious participant node can launch an attack on the privacy protocol so as to get access to the private data of its neighboring sensor nodes. Next it is shown how the existing CPDA scheme can be made more efficient by suitable modification of the protocol. Further, suitable modifications in the existing protocol have been proposed so as to plug the vulnerability of the protocol.

cs.CR↗