Predicting Cyber-Events by Leveraging Hacker Sentiment

Investigating Deep Stock Market Forecasting with Sentiment Analysis

When forecasting financial time series, incorporating relevant sentiment analysis data into the feature space is a common assumption to increase the capacities of the model. In addition, deep learning architectures and state-of-the-art schemes are increasingly used due to their efficiency. This work compares state-of-the-art methods in financial time series forecasting incorporating sentiment analysis. Through an extensive experimental process, 67 different feature setups consisting of stock closing prices and sentiment scores were tested on a variety of different datasets and metrics. In total, 30 state-of-the-art algorithmic schemes were used over two case studies: one comparing methods and one comparing input feature setups. The aggregated results indicate, on the one hand, the prevalence of a proposed method and, on the other, a conditional improvement in model efficiency after the incorporation of sentiment setups in certain forecast time frames.

A Compression-Based Method for Detecting Anomalies in Textual Data

Nowadays, information and communications technology systems are fundamental assets of our social and economical model, and thus they should be properly protected against the malicious activity of cybercriminals. Defence mechanisms are generally articulated around tools that trace and store information in several ways, the simplest one being the generation of plain text files coined as security logs. Such log files are usually inspected, in a semi-automatic way, by security analysts to detect events that may affect system integrity, confidentiality and availability. On this basis, we propose a parameter-free method to detect security incidents from structured text regardless its nature. We use the Normalized Compression Distance to obtain a set of features that can be used by a Support Vector Machine to classify events from a heterogeneous cybersecurity environment. In particular, we explore and validate the application of our method in four different cybersecurity domains: HTTP anomaly identification, spam detection, Domain Generation Algorithms tracking and sentiment analysis. The results obtained show the validity and flexibility of our approach in different security scenarios with a low configuration burden.