Copertina

Deteccion de intrusiones en redes mediante algoritmos de aprendizaje automatico: Un estudio multiclase sobre el conjunto de datos NSL-KDD

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Vasquez, Luis Miguel Osco
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Computational Engineering, Finance, and Science
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Toward a Mapping of Capability and Skill Models using Asset Administration Shells and Ontologies
di: da Silva, Luis Miguel Vieira, et al.
Pubblicazione: (2023)

Aplicación Gráfica para el estudio de un Modelo de Celda Electrolítica usando Técnicas de Visualización de Campos Vectoriales
di: Mena, César
Pubblicazione: (2010)

Data-adaptive spline surfaces for non-separable hyperelastic energy functions
di: Wiesheier, Simon, et al.
Pubblicazione: (2026)

Learning ultra-compressible hyperelasticity with splines: Constitutive asymmetries and non-unique representations
di: Moreno-Mateos, Miguel Angel, et al.
Pubblicazione: (2026)

The Statistical Significance of the Inclusion of Graph Neural Networks in the Financial Time Series Forecasting Problem
di: Gregnanin, Marco, et al.
Pubblicazione: (2026)

Quantum Computing for Multi Period Asset Allocation
di: Sun, Queenie, et al.
Pubblicazione: (2024)

Intelligent Optimization of Mine Environmental Damage Assessment and Repair Strategies Based on Deep Learning
di: Cheng, Qishuo
Pubblicazione: (2024)

Tokenizing Stock Prices for Enhanced Multi-Step Forecast and Prediction
di: Zhu, Zhuohang, et al.
Pubblicazione: (2025)

Beyond TVL: An Explainable Risk Scoring Framework for Tokenized Real-World Assets
di: Mafrur, Rischan, et al.
Pubblicazione: (2026)

Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook
di: Dalen, Shaw
Pubblicazione: (2025)

AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
di: Fan, Tianyu, et al.
Pubblicazione: (2025)

EXFormer: A Multi-Scale Trend-Aware Transformer with Dynamic Variable Selection for Foreign Exchange Returns Prediction
di: Liu, Dinggao, et al.
Pubblicazione: (2025)

Tokenized but Illiquid? Evidence from Real-World Asset Markets
di: Mafrur, Rischan
Pubblicazione: (2026)

IVE: Enhanced Probabilistic Forecasting of Intraday Volume Ratio with Transformers
di: Lee, Hanwool, et al.
Pubblicazione: (2024)

Internet sentiment exacerbates intraday overtrading, evidence from A-Share market
di: Yifeng, Peng
Pubblicazione: (2024)

A Generative Adversarial Graph Neural Network for Synthetic Time Series Data
di: Gregnanin, Marco, et al.
Pubblicazione: (2026)

From Numbers to Words: Multi-Modal Bankruptcy Prediction Using the ECL Dataset
di: Arno, Henri, et al.
Pubblicazione: (2024)

Unsupervised Material Fingerprinting: Ultra-fast hyperelastic model discovery from full-field experimental measurements
di: Flaschel, Moritz, et al.
Pubblicazione: (2026)

Decentralized Token Economy Theory (DeTEcT)
di: Sadykhov, Rem, et al.
Pubblicazione: (2023)

Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
di: Cao, Zheng, et al.
Pubblicazione: (2025)

DeTEcT: Dynamic and Probabilistic Parameters Extension
di: Sadykhov, Rem, et al.
Pubblicazione: (2024)

Impacts of Economic Policies on Wealth Distribution in Token Economies
di: Sadykhov, Rem, et al.
Pubblicazione: (2026)

Koedds: A National Real Estate Investment Analysis
di: Kouma, Sean, et al.
Pubblicazione: (2025)

Quantifying Bounded Rationality: Formal Verification of Simon's Satisficing Through Flexible Stochastic Dominance
di: Li, Jingyuan, et al.
Pubblicazione: (2025)

Designing On-Chain Options: Amortizing Perpetual Options
di: Bichuch, Maxim, et al.
Pubblicazione: (2026)

Non-Atomic Arbitrage in Decentralized Finance
di: Heimbach, Lioba, et al.
Pubblicazione: (2024)

Option pricing model under the G-expectation framework
di: Pei, Ziting, et al.
Pubblicazione: (2026)

Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
di: Du, Yimin, et al.
Pubblicazione: (2025)

Transformers Beyond Order: A Chaos-Markov-Gaussian Framework for Short-Term Sentiment Forecasting of Any Financial OHLC timeseries Data
di: Pathan, Arif
Pubblicazione: (2025)

Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies
di: Chen, Qizhao
Pubblicazione: (2025)

Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds
di: Kim, Minwu, et al.
Pubblicazione: (2024)

MambaStock: Selective state space model for stock prediction
di: Shi, Zhuangwei
Pubblicazione: (2024)

The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity
di: Capponi, Agostino, et al.
Pubblicazione: (2023)

Learning to optimize convex risk measures: The cases of utility-based shortfall risk and optimized certainty equivalent risk
di: Gupte, Sumedh, et al.
Pubblicazione: (2025)

Ultra-low power sensor devices for monitoring physical activity and respiratory frequency in farmed fish
di: Martos-Sitcha, Juan Antonio, et al.
Pubblicazione: (2024)

Multi-objective Bayesian Optimisation of Spinodoid Cellular Structures for Crush Energy Absorption
di: Kansara, Hirak, et al.
Pubblicazione: (2024)

Meta-neural Topology Optimization: Knowledge Infusion with Meta-learning
di: Kuszczak, Igor, et al.
Pubblicazione: (2025)

FinGEAR: Financial Mapping-Guided Enhanced Answer Retrieval
di: Li, Ying, et al.
Pubblicazione: (2025)

All That Glisters Is Not Gold: A Benchmark for Reference-Free Counterfactual Financial Misinformation Detection
di: Jiang, Yuechen, et al.
Pubblicazione: (2026)

UCFE: A User-Centric Financial Expertise Benchmark for Large Language Models
di: Yang, Yuzhe, et al.
Pubblicazione: (2024)