International audience

Artificial Intelligence (AI) is revolutionizing information security, influencing both attack and defense strategies. Attackers leverage AI to automate cyberattacks and exploit vulnerabilities, while defenders utilize it for anomaly detection, predictive threat modeling, and automated responses. Federated Learning (FL), a privacy-preserving training method, remains vulnerable to inference attacks. To address this, we propose the Rényi Differential Privacy (RDP) based federated learning (RDP-FL) framework, which incorporates moment accounted noise scaling to dynamically regulate the privacy budget, achieving an optimal balance between privacy and utility. This method minimizes unnecessary noise addition while maintaining strong privacy guarantees, thereby preserving data integrity and enhancing model performance. Experimental validation on the Medical-MNIST and CIFAR-10 datasets demonstrates the effectiveness of RDP-FL, showing its ability to safeguard data privacy while ensuring high classification accuracy. This work advances the ongoing efforts to enhance cybersecurity in an AI-driven landscape.

Elderly fatigue, a critical issue affecting the health and well-being of the aging population worldwide, presents as a substantial decline in physical and mental activity levels. This widespread condition reduces the quality of life and introduces significant hazards, such as increased accidents and cognitive deterioration. Therefore, this study proposed a model to detect fatigue in the elderly with satisfactory accuracy. In our contribution, we use video and image processing through a video in order to detect the elderly’s face recognition in each frame. The model identifies facial landmarks on the detected face and calculates the Eye Aspect Ratio (EAR), Eye Fixation, Eye Gaze Direction, Mouth Aspect Ratio (MAR), and 3D head pose. Among the various methods evaluated in our study, the Extra Trees algorithm outperformed all others machine learning methods, achieving the highest results with a sensitivity of 98.24%, specificity of 98.35%, and an accuracy of 98.29%.

The rapid expansion of contextual information from smartphones and Internet of Things (IoT) devices paved the way for Context-Aware Recommendation Systems (CARS). This abundance of contextual data heralds a transformative era for traditional recommendation systems. In alignment with this trend, we propose a novel model which provides personalized recommendations based on context. Our approach uses K-means algorithm to cluster users based on contextual features. Then, the model performs collaborative filtering based on matrix factorization with enhanced contextual biases to provide relevant recommendations. We demonstrated the performance of our method through experiments conducted on the movie recommender dataset LDOS-CoMoDa. The experimental results showed the effective performance of our proposal compared to reference methods, achieving an RMSE of 0.7416 and an MAE of 0.6183.

Financial markets operate as dynamic systems susceptible to ongoing changes influenced by recent crises, such as geopolitical and health crises. Due to these factors, investor uncertainty has increased, making it challenging to identify trends in the stock markets. Predicting stock market prices enhances investors’ ability to make accurate investment decisions. This paper proposes an intelligent financial system named Pred-IFDSS, aiming to recommend the best model for accurate predictions of future stock market indexes. Pred-IFDSS includes seven machine learning models: (1) Linear Regression (LR), (2) Support Vector Regression (SVR), (3) eXtreme Gradient Boosting (XGBoost), (4) Simple Recurrent Neural Network (SRNN), (5) Gated Recurrent Unit (GRU), (6) Long Short-Term Memory (LSTM), and (7) Artificial Neural Network (ANN). Each model is tuned using the grid search strategy, trained, and evaluated. Experiments are conducted on three stock market indexes (NASDAQ, S&P 500, and NYSE). To measure the performance of these models, three standard strategic indicators are employed (MSE, RMSE, and MAE). The outcomes of the experiments demonstrate that the error rate in SRNN model is very low, and we recommend it to assist investors in foreseeing future trends in stock market prices and making the right investment decisions.

Drug target interaction is an important area of drug discovery, development, and repositioning. Knowing that in vitro experiments are time-consuming and computationally expensive, the development of an efficient predictive model is a promising challenge for Drug-Target Interactions (DTIs) prediction. Motivated by this problem, we propose in this paper a new prediction model called DeepCNN-DTI to efficiently solve such complex real-world activities. The main motivation behind this work is to explore the advantages of a deep learning strategy with feature extraction techniques, resulting in an advanced model that effectively captures the complex relationships between drug molecules and target proteins for accurate DTIs prediction. Experimental results generated based on a set of data in terms of accuracy, precision, sensitivity, specificity, and F1-score demonstrate the superiority of the model compared to other competing learning strategies.

Financial markets are dynamic and open systems. They are subject to the influence of environmental changes. For this reason, predicting stock market prices is a difficult task for investors due to the volatility of the financial stock markets nature. Stock market forecasting leads investors to make decisions with more confidence based on the prediction of stock market price behavior. Indeed, a lot of analysts are greatly focused in the research domain of stock market prediction. Generally, the stock market prediction tools are categorized into two types of algorithms: (1) linear models like Auto Regressive (AR), Moving Average (MA), Auto-Regressive Integrated Moving Average (ARIMA), and (2) non-linear models like Autoregressive Conditionally Heteroscedastic (ARCH), Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and recently Neural Network (NN)). This paper aspires to crucially predict the stock index movement for National Association of Securities Dealers Automated Quotations (NASDAQ) based on deep learning networks. We propose a hybrid stock price prediction model using Convolutional Neural Network (CNN) for feature selection and Neural Network models to perform the task of prediction. To evaluate the performance of the proposed models, we use five regression evaluation metrics: Root Mean Square Error (RMSE), Mean Square Error (MSE), Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE) and R-Square (R2), and the Execution Time (ET) metric to calculate the necessary time for running each hybrid model. The results reveal that error rates in the CNN-BGRU model are found to be lower compared to CNN-GRU, CNN-LSTM, CNN-BLSTM and the the existing hybrid models. This research work produces a practical experience for decision makers on financial time series data.

The prediction of stock price movements is one of the most challenging tasks in financial market field. Stock price trends depended on various external factors like investor's sentiments, health and political crises which can make stock prices more volatile and chaotic. Lately, two crises affected the variation of stock prices, COVID-19 pandemic and Russia-Ukraine conflict. Investors need a robust system to predict future stock trends in order to make successful investments and to face huge losses in uncertainty situations. Recently, various machine learning (ML) models have been proposed to make accurate stock movement predictions. In this paper, a framework including five ML classifiers (Gaussian Naive Bayes (GNB), Random Forest (RF), Gradient Boosting (GB), Support Vector Machine (SVM), and K-Nearest Neighbors (kNN))) is proposed to predict the closing price trends. Technical indicators are calculated and used with historical stock data as input. These classifiers are hybridized with Principal Component Analysis method (PCA) for feature selection and Grid Search (GS) Optimization Algorithm for hyper-parameters tuning. Experimental results are conducted on National Association of Securities Dealers Automated Quotations (NASDAQ) stock data covering the period from 2018 to 2023. The best result was found with the Random Forest classifier model which achieving the highest accuracy (61%).