Stock market or equity market have a profound impact in today's economy. A rise or fall in the share price has an important role in determining the investor's gain. The existing forecasting methods make use of both linear (AR, MA, ARIMA) and non-linear algorithms (ARCH, GARCH, Neural Networks), but they focus on predicting the stock index movement or price forecasting for a single company using the daily closing price. The proposed method is a model independent approach. Here we are not fitting the data to a specific model, rather we are identifying the latent dynamics existing in the data using deep learning architectures. In this work we use three different deep learning architectures for the price prediction of NSE listed companies and compares their performance. We are applying a sliding window approach for predicting future values on a short term basis. The performance of the models were quantified using percentage error.

Stock price prediction is a challenging problem as the market is quite unpredictable. We propose a method for price prediction using Dynamic Mode Decomposition assuming stock market as a dynamic system. DMD is an equation free, data-driven, spatio-temporal algorithm which decomposes a system to modes that have predetermined temporal behaviour associated with them. These modes help us determine how the system evolves and the future state of the system can be predicted. We have used these modes for the predictive assessment of the stock market. We worked with the time series data of the companies listed in National Stock Exchange. The granularity of time was minute. We have sampled a few companies across sectors listed in National Stock Exchange and used the minute-wise stock price to predict their price in next few minutes. The obtained price prediction results were compared with actual stock prices. We used Mean Absolute Percentage Error to calculate the deviation of predicted price from actual price for each company. Price prediction for each company was made in three different ways. In the first, we sampled companies belonging to the same sector to predict the future price. In the latter, we considered sampled companies from all sectors for prediction. In the first and second method, the sampling as well as the prediction window size were fixed. In the third method the sampling of companies was done from all sectors considered. The sampling window was kept fixed, but predictions were made until it crossed a threshold error. Prediction was found to be more accurate when samples were taken from all the sectors, than from a single sector. When sampling window alone was fixed; the predictions could be made for longer period for certain instances of sampling.

In this paper we propose a deep learning framework for classification of malware. There has been an enormous increase in the volume of malware generated lately which represents a genuine security danger to organizations and people. So as to battle the expansion of malwares, new strategies are needed to quickly identify and classify malware. Malimg dataset, a publicly available benchmark data set was used for the experimentation. The architecture used in this work is a hybrid cost-sensitive network of one-dimensional Convolutional Neural Network (CNN) and Long Short-Term Memory (LSTM) network which obtained an accuracy of 94.4%, an increase in performance compared to work done by [1] which got 84.9%. Hyper parameter tuning is done on deep learning architecture to set the parameters. A learning rate of 0.01 was taken for all experiments. Train-test split of 70-30% was done during experimentation. This facilitates to find how well the models perform on imbalanced data sets. Usual methods like disassembly, decompiling, de-obfuscation or execution of the binary need not be done in this proposed method. The source code and the trained models are made publicly available for further research.

Real-time prediction of domain names that are generated using the Domain Generation Algorithms (DGAs) is a challenging cyber security task. Scope to collect the vast amount of data for training favored data-driven techniques and deep learning architectures have the potential to address this challenge. This paper proposes a deep learning framework using long short-term memory (LSTM) architecture for prediction of the domain names that are generated using the DGAs. Binary classification had benign and DGA domain names and multiclass classification was performed using 20 different DGAs. For the binary classification, LSTM model gave accuracy of 98.7% and 71.3% on two different test data sets and for the multi-class classification, it gave accuracy of 68.3% and 67.0% respectively. Two diversified data sets were used to analyze the robustness of the LSTM architecture.