Federated machine learning leverages edge computing to develop models from network user data, but privacy in federated learning remains a major challenge. Techniques using differential privacy have been proposed to address this, but bring their own challenges -- many require a trusted third party or else add too much noise to produce useful models. Recent advances in \emph{secure aggregation} using multiparty computation eliminate the need for a third party, but are computationally expensive especially at scale. We present a new federated learning protocol that leverages a novel differentially private, malicious secure aggregation protocol based on techniques from Learning With Errors. Our protocol outperforms current state-of-the art techniques, and empirical results show that it scales to a large number of parties, with optimal accuracy for any differentially private federated learning scheme.

Host-based Intrusion Detection Systems (HIDS) automatically detect events that indicate compromise by adversarial applications. HIDS are generally formulated as analyses of sequences of system events such as bash commands or system calls. Anomaly-based approaches to HIDS leverage models of normal (a.k.a. baseline) system behavior to detect and report abnormal events and have the advantage of being able to detect novel attacks. In this article, we develop a new method for anomaly-based HIDS using deep learning predictions of sequence-to-sequence behavior in system calls. Our proposed method, called the ALAD algorithm, aggregates predictions at the application level to detect anomalies. We investigate the use of several deep learning architectures, including WaveNet and several recurrent networks. We show that ALAD empowered with deep learning significantly outperforms previous approaches. We train and evaluate our models using an existing dataset, ADFA-LD, and a new dataset of our own construction, PLAID. As deep learning models are black box in nature, we use an alternate approach, allotaxonographs, to characterize and understand differences in baseline vs. attack sequences in HIDS datasets such as PLAID.

Using the most comprehensive source of commercially available data on the US National Market System, we analyze all quotes and trades associated with Dow 30 stocks in calendar year 2016 from the vantage point of a single and fixed frame of reference. We find that inefficiencies created in part by the fragmentation of the equity marketplace are relatively common and persist for longer than what physical constraints may suggest. Information feeds reported different prices for the same equity more than 120 million times, with almost 64 million dislocation segments featuring meaningfully longer duration and higher magnitude. During this period, roughly 22% of all trades occurred while the SIP and aggregated direct feeds were dislocated. The current market configuration resulted in a realized opportunity cost totaling over $160 million, a conservative estimate that does not take into account intra-day offsetting events.

Computer networks often serve as the first line of defense against malicious attacks. Although there are a growing number of tools for defining and enforcing security policies in software-defined networks (SDNs), most assume a single point of control and are unable to handle the challenges that arise in networks with multiple administrative domains. For example, consumers may want want to allow their home IoT networks to be configured by device vendors, which raises security and privacy concerns. In this paper we propose a framework called Proof-Carrying Network Code (PCNC) for specifying and enforcing security in SDNs with interacting administrative domains. Like Proof-Carrying Authorization (PCA), PCNC provides methods for managing authorization domains, and like Proof-Carrying Code (PCC), PCNC provides methods for enforcing behavioral properties of network programs. We develop theoretical foundations for PCNC and evaluate it in simulated and real network settings, including a case study that considers security in IoT networks for home health monitoring.

Using the most comprehensive, commercially-available dataset of trading activity in U.S. equity markets, we catalog and analyze quote dislocations between the SIP National Best Bid and Offer (NBBO) and a synthetic BBO constructed from direct feeds. We observe a total of over 3.1 billion dislocation segments in the Russell 3000 during trading in 2016, roughly 525 per second of trading. However, these dislocations do not occur uniformly throughout the trading day. We identify a characteristic structure that features more dislocations near the open and close. Additionally, around 23% of observed trades executed during dislocations. These trades may have been impacted by stale information, leading to estimated opportunity costs on the order of $ 2 billion USD. A subset of the constituents of the S&P 500 index experience the greatest amount of opportunity cost and appear to drive inefficiencies in other stocks. These results quantify impacts of the physical structure of the U.S. National Market System.