Related papers: Heavy-Tailed Distribution of Cyber-Risks
We study the efficacy of strategies aimed at controlling the spread of deception-based cyber-threats unfolding on online social networks. We model directed and temporal interactions between users using a family of activity-driven networks…
Insurance data can be asymmetric with heavy tails, causing inadequate adjustments of the usually applied models. To deal with this issue, hierarchical models for collective risk with heavy-tails of the claims distributions that take also…
The distribution of numbers in human documents is determined by a variety of diverse natural and human factors, whose relative significance can be evaluated by studying the numbers' frequency of occurrence. Although it has been studied…
The resilience of internet service is crucial for ensuring consistent communication, facilitating emergency response in digitally-dependent society. Due to empirical data constraints, there has been limited research on internet service…
We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…
We study the diffusion behavior of real-time information. Typically, real-time information is valuable only for a limited time duration, and hence needs to be delivered before its "deadline." Therefore, real-time information is much easier…
We consider industrial federated learning, a collaboration between a small number of powerful, potentially competing industrial players, mediated by a third party aspiring to improve the service it provides to its customers. We argue that…
"Distributed Identity" refers to the transition from centralized identity systems using Decentralized Identifiers (DID) and Verifiable Credentials (VC) for secure and privacy-preserving authentications. With distributed identity, control of…
Cyber Threat Intelligence (CTI) sharing is an important activity to reduce information asymmetries between attackers and defenders. However, this activity presents challenges due to the tension between data sharing and confidentiality, that…
As cyber attacks have become more frequent, cyber insurance premiums have increased, resulting in the need for better modeling of cyber risk. Toward this direction, Jevti\'{c} and Lanchier (2020) proposed a dynamic structural model of…
This paper presents a comparative survey of cyberthreat and attack trends starting from 2010 till date Cyber security breaches are constantly on the rise with huge uncertainty and risks The trend is causing rife globally because of its…
We study a discrete-time stochastic process that can also be interpreted as a model for a viral evolution. A distinguishing feature of our process is power-law tails due to dynamics that resembles preferential attachment models. In the…
Understanding the properties exhibited by Spatial-temporal evolution of cyber attacks improve cyber threat intelligence. In addition, better understanding on threats patterns is a key feature for cyber threats prevention, detection, and…
We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over Aug 1998 - Oct 2004. Specifically, we examine the distributions of (un)directed…
This paper conducts a systematic statistical analysis of the characteristics of the geographical empirical distributions for the numbers of both cumulative and daily confirmed COVID-19 cases and deaths at county, city, and state levels over…
We consider the estimation of small probabilities or other risk quantities associated with rare but catastrophic events. In the model-based literature, much of the focus has been devoted to efficient Monte Carlo computation or analytical…
On the Internet large service providers tend to control the digital identities of users. These defacto identity authorities wield significant power over users, compelling them to comply with non-negotiable terms, before access to services…
We empirically study the activity patterns of individual blog-posting and find significant memory effects. The memory coefficient first decays in a power law and then turns to an exponential form. Moreover, the inter-event time distribution…
In search of many social and economical systems, it is found that node strength distribution as well as degree distribution demonstrate the behavior of power-law with droop-head and heavy-tail. We present a new model for the growth of…
Distributed Denial of Service (DDoS) is a common type of Cybercrime. It can strongly damage a company reputation and increase its costs. Attackers improve continuously their strategies. They doubled the amount of unleashed communication…