Federated Learning (FL) represents a significant advancement in distributed machine learning, enabling multiple participants to collaboratively train models without sharing raw data. This decentralized approach enhances privacy by keeping data on local devices. However, FL introduces new privacy challenges, as model updates shared during training can inadvertently leak sensitive information. This chapter delves into the core privacy concerns within FL, including the risks of data reconstruction, model inversion attacks, and membership inference. It explores various privacy-preserving techniques, such as Differential Privacy (DP) and Secure Multi-Party Computation (SMPC), which are designed to mitigate these risks. The chapter also examines the trade-offs between model accuracy and privacy, emphasizing the importance of balancing these factors in practical implementations. Furthermore, it discusses the role of regulatory frameworks, such as GDPR, in shaping the privacy standards for FL. By providing a comprehensive overview of the current state of privacy in FL, this chapter aims to equip researchers and practitioners with the knowledge necessary to navigate the complexities of secure federated learning environments. The discussion highlights both the potential and limitations of existing privacy-enhancing techniques, offering insights into future research directions and the development of more robust solutions.

Adversarial attacks, particularly the Fast Gradient Sign Method (FGSM) and Projected Gradient Descent (PGD) pose significant threats to the robustness of deep learning models in image classification. This paper explores and refines defense mechanisms against these attacks to enhance the resilience of neural networks. We employ a combination of adversarial training and innovative preprocessing techniques, aiming to mitigate the impact of adversarial perturbations. Our methodology involves modifying input data before classification and investigating different model architectures and training strategies. Through rigorous evaluation of benchmark datasets, we demonstrate the effectiveness of our approach in defending against FGSM and PGD attacks. Our results show substantial improvements in model robustness compared to baseline methods, highlighting the potential of our defense strategies in real-world applications. This study contributes to the ongoing efforts to develop secure and reliable machine learning systems, offering practical insights and paving the way for future research in adversarial defense. By bridging theoretical advancements and practical implementation, we aim to enhance the trustworthiness of AI applications in safety-critical domains.

Predicting future stock prices and their movement patterns is a complex problem. Hence, building a portfolio of capital assets using the predicted prices to achieve the optimization between its return and risk is an even more difficult task. This work has carried out an analysis of the time series of the historical prices of the top five stocks from the nine different sectors of the Indian stock market from January 1, 2016, to December 31, 2020. Optimum portfolios are built for each of these sectors. For predicting future stock prices, a long-and-short-term memory (LSTM) model is also designed and fine-tuned. After five months of the portfolio construction, the actual and the predicted returns and risks of each portfolio are computed. The predicted and the actual returns of each portfolio are found to be high, indicating the high precision of the LSTM model.

Volatility clustering is a crucial property that has a substantial impact on stock market patterns. Nonetheless, developing robust models for accurately predicting future stock price volatility is a difficult research topic. For predicting the volatility of three equities listed on India's national stock market (NSE), we propose multiple volatility models depending on the generalized autoregressive conditional heteroscedasticity (GARCH), Glosten-Jagannathan-GARCH (GJR-GARCH), Exponential general autoregressive conditional heteroskedastic (EGARCH), and LSTM framework. Sector-wise stocks have been chosen in our study. The sectors which have been considered are banking, information technology (IT), and pharma. yahoo finance has been used to obtain stock price data from Jan 2017 to Dec 2021. Among the pulled-out records, the data from Jan 2017 to Dec 2020 have been taken for training, and data from 2021 have been chosen for testing our models. The performance of predicting the volatility of stocks of three sectors has been evaluated by implementing three different types of GARCH models as well as by the LSTM model are compared. It has been observed the LSTM performed better in predicting volatility in pharma over banking and IT sectors. In tandem, it was also observed that E-GARCH performed better in the case of the banking sector and for IT and pharma, GJR-GARCH performed better.

Contrastive Decoding (CD) has emerged as an effective inference-time strategy for enhancing open-ended text generation by exploiting the divergence in output probabilities between a large expert language model and a smaller amateur model. Although CD improves coherence and fluency, its dependence on a single amateur restricts its capacity to capture the diverse and multifaceted failure modes of language generation, such as repetition, hallucination, and stylistic drift. This paper proposes Multi-Amateur Contrastive Decoding (MACD), a generalization of the CD framework that employs an ensemble of amateur models to more comprehensively characterize undesirable generation patterns. MACD integrates contrastive signals through both averaging and consensus penalization mechanisms and extends the plausibility constraint to operate effectively in the multi-amateur setting. Furthermore, the framework enables controllable generation by incorporating amateurs with targeted stylistic or content biases. Experimental results across multiple domains, such as news, encyclopedic, and narrative, demonstrate that MACD consistently surpasses conventional decoding methods and the original CD approach in terms of fluency, coherence, diversity, and adaptability, all without requiring additional training or fine-tuning.

This chapter explores advancements in decoding strategies for large language models (LLMs), focusing on enhancing the Locally Typical Sampling (LTS) algorithm. Traditional decoding methods, such as top-k and nucleus sampling, often struggle to balance fluency, diversity, and coherence in text generation. To address these challenges, Adaptive Semantic-Aware Typicality Sampling (ASTS) is proposed as an improved version of LTS, incorporating dynamic entropy thresholding, multi-objective scoring, and reward-penalty adjustments. ASTS ensures contextually coherent and diverse text generation while maintaining computational efficiency. Its performance is evaluated across multiple benchmarks, including story generation and abstractive summarization, using metrics such as perplexity, MAUVE, and diversity scores. Experimental results demonstrate that ASTS outperforms existing sampling techniques by reducing repetition, enhancing semantic alignment, and improving fluency.

Accurate prediction of future prices of stocks is a difficult task to perform. Even more challenging is to design an optimized portfolio with weights allocated to the stocks in a way that optimizes its return and the risk. This paper presents a systematic approach towards building two types of portfolios, optimum risk, and eigen, for four critical economic sectors of India. The prices of the stocks are extracted from the web from Jan 1, 2016, to Dec 31, 2020. Sector-wise portfolios are built based on their ten most significant stocks. An LSTM model is also designed for predicting future stock prices. Six months after the construction of the portfolios, i.e., on Jul 1, 2021, the actual returns and the LSTM-predicted returns for the portfolios are computed. A comparison of the predicted and the actual returns indicate a high accuracy level of the LSTM model.

Adversarial attacks against deep learning models represent a major threat to the security and reliability of natural language processing (NLP) systems. In this paper, we propose a modification to the BERT-Attack framework, integrating Projected Gradient Descent (PGD) to enhance its effectiveness and robustness. The original BERT-Attack, designed for generating adversarial examples against BERT-based models, suffers from limitations such as a fixed perturbation budget and a lack of consideration for semantic similarity. The proposed approach in this work, PGD-BERT-Attack, addresses these limitations by leveraging PGD to iteratively generate adversarial examples while ensuring both imperceptibility and semantic similarity to the original input. Extensive experiments are conducted to evaluate the performance of PGD-BERT-Attack compared to the original BERT-Attack and other baseline methods. The results demonstrate that PGD-BERT-Attack achieves higher success rates in causing misclassification while maintaining low perceptual changes. Furthermore, PGD-BERT-Attack produces adversarial instances that exhibit greater semantic resemblance to the initial input, enhancing their applicability in real-world scenarios. Overall, the proposed modification offers a more effective and robust approach to adversarial attacks on BERT-based models, thus contributing to the advancement of defense against attacks on NLP systems.

A recommender system, also known as a recommendation system, is a type of information filtering system that attempts to forecast a user's rating or preference for an item. This article designs and implements a complete movie recommendation system prototype based on the Genre, Pearson Correlation Coefficient, Cosine Similarity, KNN-Based, Content-Based Filtering using TFIDF and SVD, Collaborative Filtering using TFIDF and SVD, Surprise Library based recommendation system technology. Apart from that in this paper, we present a novel idea that applies machine learning techniques to construct a cluster for the movie based on genres and then observes the inertia value number of clusters were defined. The constraints of the approaches discussed in this work have been described, as well as how one strategy overcomes the disadvantages of another. The whole work has been done on the dataset Movie Lens present at the group lens website which contains 100836 ratings and 3683 tag applications across 9742 movies. These data were created by 610 users between March 29, 1996, and September 24, 2018.

Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate prediction of future stock prices in an efficient stock market as the stock prices are assumed to be purely stochastic. However, numerous works proposed by researchers have demonstrated that it is possible to predict future stock prices with a high level of precision using sophisticated algorithms, model architectures, and the selection of appropriate variables in the models. This chapter proposes a collection of predictive regression models built on deep learning architecture for robust and precise prediction of the future prices of a stock listed in the diversified sectors in the National Stock Exchange (NSE) of India. The Metastock tool is used to download the historical stock prices over a period of two years (2013- 2014) at 5 minutes intervals. While the records for the first year are used to train the models, the testing is carried out using the remaining records. The design approaches of all the models and their performance results are presented in detail. The models are also compared based on their execution time and accuracy of prediction.

Large language models (LLMs) have achieved remarkable success across diverse natural language processing tasks but face persistent challenges in inference efficiency due to their autoregressive nature. While speculative decoding and beam sampling offer notable improvements, traditional methods verify draft sequences sequentially without prioritization, leading to unnecessary computational overhead. This work proposes the Hierarchical Verification Tree (HVT), a novel framework that restructures speculative beam decoding by prioritizing high-likelihood drafts and enabling early pruning of suboptimal candidates. Theoretical foundations and a formal verification-pruning algorithm are developed to ensure correctness and efficiency. Integration with standard LLM inference pipelines is achieved without requiring retraining or architecture modification. Experimental evaluations across multiple datasets and models demonstrate that HVT consistently outperforms existing speculative decoding schemes, achieving substantial reductions in inference time and energy consumption while maintaining or enhancing output quality. The findings highlight the potential of hierarchical verification strategies as a new direction for accelerating large language model inference.

Adversarial attacks on Natural Language Processing (NLP) models expose vulnerabilities by introducing subtle perturbations to input text, often leading to misclassification while maintaining human readability. Existing methods typically focus on word-level or local text segment alterations, overlooking the broader context, which results in detectable or semantically inconsistent perturbations. We propose a novel adversarial text attack scheme named Dynamic Contextual Perturbation (DCP). DCP dynamically generates context-aware perturbations across sentences, paragraphs, and documents, ensuring semantic fidelity and fluency. Leveraging the capabilities of pre-trained language models, DCP iteratively refines perturbations through an adversarial objective function that balances the dual objectives of inducing model misclassification and preserving the naturalness of the text. This comprehensive approach allows DCP to produce more sophisticated and effective adversarial examples that better mimic natural language patterns. Our experimental results, conducted on various NLP models and datasets, demonstrate the efficacy of DCP in challenging the robustness of state-of-the-art NLP systems. By integrating dynamic contextual analysis, DCP significantly enhances the subtlety and impact of adversarial attacks. This study highlights the critical role of context in adversarial attacks and lays the groundwork for creating more robust NLP systems capable of withstanding sophisticated adversarial strategies.

Stock price prediction is a challenging task and a lot of propositions exist in the literature in this area. Portfolio construction is a process of choosing a group of stocks and investing in them optimally to maximize the return while minimizing the risk. Since the time when Markowitz proposed the Modern Portfolio Theory, several advancements have happened in the area of building efficient portfolios. An investor can get the best benefit out of the stock market if the investor invests in an efficient portfolio and could take the buy or sell decision in advance, by estimating the future asset value of the portfolio with a high level of precision. In this project, we have built an efficient portfolio and to predict the future asset value by means of individual stock price prediction of the stocks in the portfolio. As part of building an efficient portfolio we have studied multiple portfolio optimization methods beginning with the Modern Portfolio theory. We have built the minimum variance portfolio and optimal risk portfolio for all the five chosen sectors by using past daily stock prices over the past five years as the training data, and have also conducted back testing to check the performance of the portfolio. A comparative study of minimum variance portfolio and optimal risk portfolio with equal weight portfolio is done by backtesting.

The term "Internet of Things" (IoT) refers to an ecosystem of interconnected physical objects and devices that are accessible through the Internet and can communicate with each other. The main strength of the IoT vision is the high impact it has created and will continue to do so on several aspects of the everyday life and behavior of its potential users. This book presents some of the state-of-the-art research work in the field of the IoT, especially on the issues of communication protocols, interoperability of protocols and semantics, trust security and privacy issues, reference architecture design, and standardization. It will be a valuable source of knowledge for researchers, engineers, practitioners, and graduate and doctoral students who are working in various fields of the IoT. It will also be useful for faculty members of graduate schools and universities.

Designing robust frameworks for precise prediction of future prices of stocks has always been considered a very challenging research problem. The advocates of the classical efficient market hypothesis affirm that it is impossible to accurately predict the future prices in an efficiently operating market due to the stochastic nature of the stock price variables. However, numerous propositions exist in the literature with varying degrees of sophistication and complexity that illustrate how algorithms and models can be designed for making efficient, accurate, and robust predictions of stock prices. We present a gamut of ten deep learning models of regression for precise and robust prediction of the future prices of the stock of a critical company in the auto sector of India. Using a very granular stock price collected at 5 minutes intervals, we train the models based on the records from 31st Dec, 2012 to 27th Dec, 2013. The testing of the models is done using records from 30th Dec, 2013 to 9th Jan 2015. We explain the design principles of the models and analyze the results of their performance based on accuracy in forecasting and speed of execution.

The paradigm of machine learning and artificial intelligence has pervaded our everyday life in such a way that it is no longer an area for esoteric academics and scientists putting their effort to solve a challenging research problem. The evolution is quite natural rather than accidental. With the exponential growth in processing speed and with the emergence of smarter algorithms for solving complex and challenging problems, organizations have found it possible to harness a humongous volume of data in realizing solutions that have far-reaching business values. This introductory chapter highlights some of the challenges and barriers that organizations in the financial services sector at the present encounter in adopting machine learning and artificial intelligence-based models and applications in their day-to-day operations.

Portfolio optimization is a challenging problem that has attracted considerable attention and effort from researchers. The optimization of stock portfolios is a particularly hard problem since the stock prices are volatile and estimation of their future volatilities and values, in most cases, is very difficult, if not impossible. This work uses three ratios, the Sharpe ratio, the Sortino ratio, and the Calmar ratio, for designing the mean-variance optimized portfolios for six important sectors listed in the National Stock Exchange (NSE) of India. Three portfolios are designed for each sector maximizing the ratios based on the historical prices of the ten most important stocks of each sector from Jan 1, 2017, to Dec 31, 2020. The evaluation of the portfolios is done based on their cumulative returns over the test period from Jan 1, 2021, to Dec 31, 2021. The ratio that yields the maximum cumulative returns for both the training and the test periods for the majority of the sectors is identified. The sectors that exhibit the maximum cumulative returns for the same ratio are also identified. The results provide useful insights for investors in the stock market in making their investment decisions based on the current return and risks associated with the six sectors and their stocks.