arXiv subjects

Zhiyang Fang

Publications and source records attributed to Zhiyang Fang.

2 recordsLinked to original sources

arXiv2023

DroidRL: Reinforcement Learning Driven Feature Selection for Android Malware Detection

Due to the completely open-source nature of Android, the exploitable vulnerability of malware attacks is increasing. Machine learning, leading to a great evolution in Android malware detection in recent years, is typically applied in the classification phase. Since the correlation between features is ignored in some traditional ranking-based feature selection algorithms, applying wrapper-based feature selection models is a topic worth investigating. Though considering the correlation between features, wrapper-based approaches are time-consuming for exploring all possible valid feature subsets when processing a large number of Android features. To reduce the computational expense of wrapper-based feature selection, a framework named DroidRL is proposed. The framework deploys DDQN algorithm to obtain a subset of features which can be used for effective malware classification. To select a valid subset of features over a larger range, the exploration-exploitation policy is applied in the model training phase. The recurrent neural network (RNN) is used as the decision network of DDQN to give the framework the ability to sequentially select features. Word embedding is applied for feature representation to enhance the framework's ability to find the semantic relevance of features. The framework's feature selection exhibits high performance without any human intervention and can be ported to other feature selection tasks with minor changes. The experiment results show a significant effect when using the Random Forest as DroidRL's classifier, which reaches 95.6% accuracy with only 24 features selected.

cs.CR↗

arXiv2021

MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price

Bitcoin, one of the major cryptocurrencies, presents great opportunities and challenges with its tremendous potential returns accompanying high risks. The high volatility of Bitcoin and the complex factors affecting them make the study of effective price forecasting methods of great practical importance to financial investors and researchers worldwide. In this paper, we propose a novel approach called MRC-LSTM, which combines a Multi-scale Residual Convolutional neural network (MRC) and a Long Short-Term Memory (LSTM) to implement Bitcoin closing price prediction. Specifically, the Multi-scale residual module is based on one-dimensional convolution, which is not only capable of adaptive detecting features of different time scales in multivariate time series, but also enables the fusion of these features. LSTM has the ability to learn long-term dependencies in series, which is widely used in financial time series forecasting. By mixing these two methods, the model is able to obtain highly expressive features and efficiently learn trends and interactions of multivariate time series. In the study, the impact of external factors such as macroeconomic variables and investor attention on the Bitcoin price is considered in addition to the trading information of the Bitcoin market. We performed experiments to predict the daily closing price of Bitcoin (USD), and the experimental results show that MRC-LSTM significantly outperforms a variety of other network structures. Furthermore, we conduct additional experiments on two other cryptocurrencies, Ethereum and Litecoin, to further confirm the effectiveness of the MRC-LSTM in short-term forecasting for multivariate time series of cryptocurrencies.

q-fin.TR↗