Related papers: Modeling Multivariate Cyber Risks: Deep Learning D…
The growing cybersecurity threats make it essential to use high-quality data to train Machine Learning (ML) models for network traffic analysis, without noisy or missing data. By selecting the most relevant features for cyber-attack…
Proactive cyber-risk assessment is gaining momentum due to the wide range of sectors that can benefit from the prevention of cyber-incidents by preserving integrity, confidentiality, and the availability of data. The rising attention to…
Machine learning techniques are currently used extensively for automating various cybersecurity tasks. Most of these techniques utilize supervised learning algorithms that rely on training the algorithm to classify incoming data into…
We present a deep transformation model for probabilistic regression. Deep learning is known for outstandingly accurate predictions on complex data but in regression tasks, it is predominantly used to just predict a single number. This…
Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…
Digital systems find it challenging to keep up with cybersecurity threats. The daily emergence of more than 560,000 new malware strains poses significant hazards to the digital ecosystem. The traditional malware detection methods fail to…
While advanced machine learning (ML) models are deployed in numerous real-world applications, previous works demonstrate these models have security and privacy vulnerabilities. Various empirical research has been done in this field.…
We extract firms' cyber risk with a machine learning algorithm measuring the proximity between their disclosures and a dedicated cyber corpus. Our approach outperforms dictionary methods, uses full disclosure and not devoted-only sections,…
This paper details the approach of the team $\textit{Kohrrelation}$ in the 2021 Extreme Value Analysis data challenge, dealing with the prediction of wildfire counts and sizes over the contiguous US. Our approach uses ideas from…
Data poisoning attacks compromise the integrity of machine-learning models by introducing malicious training samples to influence the results during test time. In this work, we investigate backdoor data poisoning attack on deep neural…
Quantification of risk positions under model uncertainty is of crucial importance from both viewpoints of external regulation and internal management. The concept of model uncertainty, sometimes also referred to as model ambiguity. Although…
Deep latent variable models have achieved significant empirical successes in model-based reinforcement learning (RL) due to their expressiveness in modeling complex transition dynamics. On the other hand, it remains unclear theoretically…
In this paper we propose a framework for assessing the risk associated with deploying a machine learning model in a specified environment. For that we carry over the risk definition from decision theory to machine learning. We develop and…
Extreme value theory provides an asymptotically justified framework for estimation of exceedance probabilities in regions where few or no observations are available. For multivariate tail estimation, the strength of extremal dependence is…
Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…
Conditional extreme value models have been introduced by Heffernan and Resnick (2007) to describe the asymptotic behavior of a random vector as one specific component becomes extreme. Obviously, this class of models is related to classical…
When applying multivariate extreme value statistics to analyze tail risk in compound events defined by a multivariate random vector, one often assumes that all dimensions share the same extreme value index. While such an assumption can be…
Deep learning (DL) has significantly transformed cybersecurity, enabling advancements in malware detection, botnet identification, intrusion detection, user authentication, and encrypted traffic analysis. However, the rise of adversarial…
This paper leverages the statistics of extreme values to predict the worst-case convergence times of machine learning algorithms. Timing is a critical non-functional property of ML systems, and providing the worst-case converge times is…
A large number of online services provide automated recommendations to help users to navigate through a large collection of items. New items (products, videos, songs, advertisements) are suggested on the basis of the user's past history and…