Select Publications
By Mr Bao Doan
Book Chapters
, 2024, 'Bayesian Learned Models Can Detect Adversarial Malware for Free', in , pp. 45 - 65, http://dx.doi.org/10.1007/978-3-031-70879-4_3
Journal articles
, 2026, 'Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms', Journal of Forecasting, http://dx.doi.org/10.1002/for.70206
, 2025, 'The Interconnection between Net Buying Pressures in Derivatives and Spot Markets', The British Accounting Review, pp. 101702, http://dx.doi.org/10.1016/j.bar.2025.101702
, 2024, 'Cryptocurrency systematic risk dynamics', Economics Letters, 241, http://dx.doi.org/10.1016/j.econlet.2024.111788
, 2024, 'Portfolio management for insurers and pension funds and COVID-19: targeting volatility for equity, balanced, and target-date funds with leverage constraints', Annals of Actuarial Science, 18, pp. 78 - 101, http://dx.doi.org/10.1017/S1748499523000143
, 2023, 'Minimum tick size, market quality and costs of trade execution in Vietnam', PLOS ONE, 18, pp. e0285821, http://dx.doi.org/10.1371/journal.pone.0285821
, 2023, 'The net economic benefits of power plants: International evidence', Energy Policy, 175, pp. 113478, http://dx.doi.org/10.1016/j.enpol.2023.113478
, 2022, 'Beta measurement with high frequency returns', Finance Research Letters, 47, http://dx.doi.org/10.1016/j.frl.2021.102632
, 2022, 'Design and Evaluation of a Multi-Domain Trojan Detection Method on Deep Neural Networks', IEEE Transactions on Dependable and Secure Computing, 19, pp. 2349 - 2364, http://dx.doi.org/10.1109/TDSC.2021.3055844
, 2022, 'TnT Attacks! Universal Naturalistic Adversarial Patches Against Deep Neural Network Systems', IEEE Transactions on Information Forensics and Security, 17, pp. 3816 - 3830, http://dx.doi.org/10.1109/tifs.2022.3198857
, 2022, 'Price discovery in the cryptocurrency market: evidence from institutional activity', Journal of Industrial and Business Economics, 49, pp. 111 - 131, http://dx.doi.org/10.1007/s40812-021-00202-0
, 2022, 'Stock price movements: Evidence from global equity markets', Journal of Empirical Finance, 69, pp. 123 - 143, http://dx.doi.org/10.1016/j.jempfin.2022.09.001
, 2021, 'Effects from containment and closure policies to market quality: Do they really matter in Vietnam during Covid-19?', PLOS ONE, 16, pp. e0248703, http://dx.doi.org/10.1371/journal.pone.0248703
, 2021, 'Is there any information content of traded stocks in an emerging market? Evidence from Vietnam', International Economics, 167, pp. 78 - 87, http://dx.doi.org/10.1016/j.inteco.2021.06.002
, 2018, 'Portfolio management with targeted constant market volatility', Insurance Mathematics and Economics, 83, pp. 134 - 147, http://dx.doi.org/10.1016/j.insmatheco.2018.09.010
Conference Papers
, 2025, 'Bayesian Low-Rank Learning (Bella): A Practical Approach to Bayesian Neural Networks', in Proceedings of the Aaai Conference on Artificial Intelligence, pp. 16298 - 16307, http://dx.doi.org/10.1609/aaai.v39i15.33790
, 2024, 'On the Credibility of Backdoor Attacks Against Object Detectors in the Physical World', in Proceedings Annual Computer Security Applications Conference Acsac, pp. 940 - 956, http://dx.doi.org/10.1109/ACSAC63791.2024.00079
, 2023, 'Feature-Space Bayesian Adversarial Learning Improved Malware Detector Robustness', in Proceedings of the 37th Aaai Conference on Artificial Intelligence Aaai 2023, pp. 14783 - 14791, http://dx.doi.org/10.1609/aaai.v37i12.26727
, 2022, 'Transferable Graph Backdoor Attack', in ACM International Conference Proceeding Series, pp. 321 - 332, http://dx.doi.org/10.1145/3545948.3545976
, 2020, 'Februus: Input Purification Defense Against Trojan Attacks on Deep Neural Network Systems', Association for Computing Machinery (ACM), pp. 897 - 912, presented at
Preprints
, 2026, Feature-Space Bayesian Adversarial Learning Improved Malware Detector Robustness, http://dx.doi.org/10.48550/arxiv.2301.12680
, 2026, Didact: A Cross-Domain Capability Discovery System for Defence, http://dx.doi.org/10.48550/arxiv.2606.06942
, 2026, A Benchmark Construction and Evaluation Framework for Specialist Domains: Case Study on Defense-related Documents, http://dx.doi.org/10.48550/arxiv.2604.17943
, 2025, Bayesian Low-Rank LeArning (Bella): A Practical Approach to Bayesian Neural Networks, http://dx.doi.org/10.48550/arxiv.2407.20891
, 2024, On the Credibility of Backdoor Attacks Against Object Detectors in the Physical World, http://dx.doi.org/10.48550/arxiv.2408.12122
, 2024, Bayesian Learned Models Can Detect Adversarial Malware For Free, http://dx.doi.org/10.48550/arxiv.2403.18309
, 2023, Bayesian Learning with Information Gain Provably Bounds Risk for a Robust Adversarial Defense, http://dx.doi.org/10.48550/arxiv.2212.02003
, 2022, TnT Attacks! Universal Naturalistic Adversarial Patches Against Deep Neural Network Systems, http://dx.doi.org/10.48550/arxiv.2111.09999
, 2022, Transferable Graph Backdoor Attack, http://dx.doi.org/10.48550/arxiv.2207.00425
, 2021, Portfolio Management for Insurers and Pension Funds and COVID-19: Targeting Volatility for Equity, Balanced and Target-Date Funds with Leverage Constraints, http://dx.doi.org/10.2139/ssrn.3773495
, 2020, Februus: Input Purification Defense Against Trojan Attacks on Deep Neural Network Systems, http://dx.doi.org/10.48550/arxiv.1908.03369
, 2020, Backdoor Attacks and Countermeasures on Deep Learning: A Comprehensive Review, http://dx.doi.org/10.48550/arxiv.2007.10760
, 2019, Design and Evaluation of a Multi-Domain Trojan Detection Method on Deep Neural Networks, http://dx.doi.org/10.48550/arxiv.1911.10312
, 2019, Beta Measurement and Forecasting with High Frequency Returns, http://dx.doi.org/10.2139/ssrn.3444103
, 2018, A Portfolio-Based Measure of Economic Uncertainty, http://dx.doi.org/10.2139/ssrn.3307999
, 2017, Targeting Market Neutrality and Volatility, http://dx.doi.org/10.2139/ssrn.3021477
, Event Studies in Finance with Dynamic Betas, http://dx.doi.org/10.2139/ssrn.6240838
, Neutralizing Market Risk with Backward and Forward Looking Betas, http://dx.doi.org/10.2139/ssrn.5736646