Biblio

With the arrival of several face-swapping applications such as FaceApp, SnapChat, MixBooth, FaceBlender and many more, the authenticity of digital media content is hanging on a very loose thread. On social media platforms, videos are widely circulated often at a high compression factor. In this work, we analyze several deep learning approaches in the context of deepfakes classification in high compression scenarios and demonstrate that a proposed approach based on metric learning can be very effective in performing such a classification. Using less number of frames per video to assess its realism, the metric learning approach using a triplet network architecture proves to be fruitful. It learns to enhance the feature space distance between the cluster of real and fake videos embedding vectors. We validated our approaches on two datasets to analyze the behavior in different environments. We achieved a state-of-the-art AUC score of 99.2% on the Celeb-DF dataset and accuracy of 90.71% on a highly compressed Neural Texture dataset. Our approach is especially helpful on social media platforms where data compression is inevitable.

In this paper, we present an extensive evaluation of face recognition and verification approaches performed by the European COST Action MULTI-modal Imaging of FOREnsic SciEnce Evidence (MULTI-FORESEE). The aim of the study is to evaluate various face recognition and verification methods, ranging from methods based on facial landmarks to state-of-the-art off-the-shelf pre-trained Convolutional Neural Networks (CNN), as well as CNN models directly trained for the task at hand. To fulfill this objective, we carefully designed and implemented a realistic data acquisition process, that corresponds to a typical face verification setup, and collected a challenging dataset to evaluate the real world performance of the aforementioned methods. Apart from verifying the effectiveness of deep learning approaches in a specific scenario, several important limitations are identified and discussed through the paper, providing valuable insight for future research directions in the field.

In recent years, the spreading of malicious social media messages about financial stocks has threatened the security of financial market. Market Anomaly Attacks is an illegal practice in the stock or commodities markets that induces investors to make purchase or sale decisions based on false information. Identifying these threats from noisy social media datasets remains challenging because of the long time sequence in these social media postings, ambiguous textual context and the difficulties for traditional deep learning approaches to handle both temporal and text dependent data such as financial social media messages. This research developed a temporal recurrent neural network (TRNN) approach to capturing both time and text sequence dependencies for intelligent detection of market anomalies. We tested the approach by using financial social media of U.S. technology companies and their stock returns. Compared with traditional neural network approaches, TRNN was found to more efficiently and effectively classify abnormal returns.