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Secure signal authentication is arguably one of the most challenging problems in the Internet of Things (IoT), due to the large-scale nature of the system and its susceptibility to man-in-the-middle and data-injection attacks. In this paper, a novel watermarking algorithm is proposed for dynamic authentication of IoT signals to detect cyber-attacks. The proposed watermarking algorithm, based on a deep learning long short-term memory structure, enables the IoT devices (IoTDs) to extract a set of stochastic features from their generated signal and dynamically watermark these features into the signal. This method enables the IoT gateway, which collects signals from the IoTDs, to effectively authenticate the reliability of the signals. Moreover, in massive IoT scenarios, since the gateway cannot authenticate all of the IoTDs simultaneously due to computational limitations, a game-theoretic framework is proposed to improve …