Create BackStockPros

Open OrsonTyphanel93 opened this issue 9 months ago • 5 comments

MarketBack , notebook , june 11, 2024 link

MarketBack , notebook , september 16, 2024 link

Backdoor attack via jumps-Diffusion and stochastic processes : BackStockPros

Hello Dear @beat-buesser ! , I recently performed a more specific and complex analysis on stochastic calculations and jumps incorporating a more advanced Bayesian analysis, in order to understand the change in data distribution during a backdoor attack, you will find attached the full code, you can also download in the code the full csv file containing all the details of this Bayesian stochastic analysis.

Description

Diffusion Process with Jumps :

Now, suppose the underlying diffusion process is no longer simply geometric Brownian motion, but there is also a jump process,

$$ \frac{d S_t}{S_t} = \nu dt + \sigma dW_t + (\eta - 1) dq_t, $$

where $dq_t$ is a homogeneous Poisson process, with parameter $\lambda$, and where $\eta - 1$ corresponds to the amplitude of the jump (making $S_t$ pass to $\eta S_t$ if there is a jump at time $t$).

This research paper presents a comprehensive approach for executing backdoor attacks on audio data. It uses a diffusion model and a Bayesian approach (via stochastic process effects). The effectiveness of the attack method and its discretion are confirmed by evaluation results, which highlight their ability to manipulate the integrity and security of audio systems.

Simulation of a continuous change in performance due to backdoor triggering using the Ornstein-Uhlenbeck process
Simulate performance fluctuations due to the backdoor trigger using the Ito formula for jump-diffusion
Simulate the spread of the backdoor effect using the Black-Scholes to Diffusion method
Simulate the spread of the backdoor effect over time using the Kolmogorov-Feller equation

After compilation, please examine the results of the csv file. This file contains information that can help improve understanding in various fields, such as finance, particle physics and chaotic time, where the passage of data to undetectable backdoors, biological simulations etc...