Copertina

Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Malavasi, Matteo, Peters, Gareth W., Treuck, Stefan, Shevchenko, Pavel V., Jang, Jiwook, Sofronov, Georgy
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Cryptography and Security Risk Management Statistical Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Financial Dynamics and Interconnected Risk of Liquid Restaking
di: Sevim, Hasret Ozan, et al.
Pubblicazione: (2026)

Real-time Risk Metrics for Programmatic Stablecoin Crypto Asset-Liability Management (CALM)
di: Bluhm, Marcel, et al.
Pubblicazione: (2024)

Cyber Risk Assessment for Capital Management
di: Chong, Wing Fung, et al.
Pubblicazione: (2022)

Measuring Tail Risks
di: Chen, Kan, et al.
Pubblicazione: (2022)

Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
di: Jang, Jiwook, et al.
Pubblicazione: (2025)

The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return
di: Martin, Richard J.
Pubblicazione: (2022)

Reliability-Aware ETF Tail-Risk Monitoring
di: Zhong, Tenghan, et al.
Pubblicazione: (2026)

Risk-Sensitive Specialist Routing for Volatility Forecasting
di: Zhong, Tenghan
Pubblicazione: (2026)

Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market
di: Xu, Penggan
Pubblicazione: (2025)

LLM as a Risk Manager: LLM Semantic Filtering for Lead-Lag Trading in Prediction Markets
di: Kim, Sumin, et al.
Pubblicazione: (2026)

Enhancing a Risk Model by Adding Transient Statistical Factors
di: Tzikas, Alexandros E., et al.
Pubblicazione: (2026)

The Limits of Lognormal: Assessing Cryptocurrency Volatility and VaR using Geometric Brownian Motion
di: Kaur, Ekleen
Pubblicazione: (2026)

Stablecoin Design with Adversarial-Robust Multi-Agent Systems via Trust-Weighted Signal Aggregation
di: You, Shengwei, et al.
Pubblicazione: (2026)

Data-Driven Risk Measurement by SV-GARCH-EVT Model
di: Xiao, Minheng
Pubblicazione: (2022)

Risk-neutral valuation of options under arithmetic Brownian motions
di: Liu, Qiang, et al.
Pubblicazione: (2024)

Benchmark-Neutral Risk-Minimization for insurance products and nonreplicable claims
di: Schmutz, Michael, et al.
Pubblicazione: (2025)

Identifying Risk Variables From Raw ESG Data Using Its Hierarchical Structure
di: Chen, Zhi, et al.
Pubblicazione: (2025)

Analysis of Contagion in China's Stock Market: A Hawkes Process Perspective
di: Yang, Junwei
Pubblicazione: (2025)

Optimizing Neural Networks for Bermudan Option Pricing: Convergence Acceleration, Future Exposure Evaluation and Interpolation in Counterparty Credit Risk
di: Dhandapani, Vikranth Lokeshwar, et al.
Pubblicazione: (2024)

Model-free Analysis of Dynamic Trading Strategies
di: Ananova, Anna, et al.
Pubblicazione: (2020)

Modeling and Analysis of Crypto-Backed Over-Collateralized Stable Derivatives in DeFi
di: Feng, Zhenbang, et al.
Pubblicazione: (2024)

A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios
di: Kündig, Pascal, et al.
Pubblicazione: (2024)

Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions
di: Zhang, Jinghan, et al.
Pubblicazione: (2024)

Uni-FinLLM: A Unified Multimodal Large Language Model with Modular Task Heads for Micro-Level Stock Prediction and Macro-Level Systemic Risk Assessment
di: Zhang, Gongao, et al.
Pubblicazione: (2026)

A cost of capital approach to determining the LGD discount rate
di: Larney, Janette, et al.
Pubblicazione: (2025)

Regime-Dependent Predictive Structure Between Equity Factors: Evidence from Granger Causality
di: Lee, Chorok
Pubblicazione: (2026)

Algorithmic Monitoring: Measuring Market Stress with Machine Learning
di: Schmitt, Marc
Pubblicazione: (2026)

Real-time VaR Calculations for Crypto Derivatives in kdb+/q
di: Chen, Yutong, et al.
Pubblicazione: (2023)

Random processes for long-term market simulations
di: Zumbach, Gilles
Pubblicazione: (2025)

Do Prediction Markets Forecast Cryptocurrency Volatility? Evidence from Kalshi Macro Contracts
di: Mohanty, Hardhik, et al.
Pubblicazione: (2026)

Cross-Domain Behavioral Credit Modeling: transferability from private to central data
di: Didkovskyi, O., et al.
Pubblicazione: (2024)

Multiple split approach -- multidimensional probabilistic forecasting of electricity markets
di: Maciejowska, Katarzyna, et al.
Pubblicazione: (2024)

Foundation Time-Series AI Model for Realized Volatility Forecasting
di: Goel, Anubha, et al.
Pubblicazione: (2025)

Unified GARCH-Recurrent Neural Network in Financial Volatility Forecasting
di: Wei, Jingyi, et al.
Pubblicazione: (2025)

Marking-Aware Sequential VaR Recalibration for Standardized Option Books
di: Zhong, Tenghan, et al.
Pubblicazione: (2026)

Modelling and Predicting the Conditional Variance of Bitcoin Daily Returns: Comparsion of Markov Switching GARCH and SV Models
di: Koch, Dennis, et al.
Pubblicazione: (2024)

Network Security under Heterogeneous Cyber-Risk Profiles and Contagion
di: Botteghi, Elisa, et al.
Pubblicazione: (2026)

Economic Security of Multiple Shared Security Protocols
di: Nag, Abhimanyu, et al.
Pubblicazione: (2025)

Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
di: Luwang, Salam Rabindrajit, et al.
Pubblicazione: (2026)

Workplace sustainability or financial resilience? Composite-financial resilience index
di: Daadmehr, Elham
Pubblicazione: (2024)