ok. it's likely you could figure out how to whitelist it somehow. don't know your specific product, but if you whitelist a new temp folder, set that as tempdir just for octave's pkg install, then change back and remove the whitelist, it should minimize the amount of time you have something 'unprotected' on your system. You'll have to verify afterward that everything in the package runs, but i think that is likely. one example of whitelisting instructions can be found here:
I don't know if trendmicro has some sort of file submittal portal for it to correct the false positive.