Related papers: Cyber risk modeling using a two-phase Hawkes proce…
We study SIS epidemic spreading processes unfolding on a recent generalisation of the activity-driven modelling framework. In this model of time-varying networks each node is described by two variables: activity and attractiveness. The…
Financial contagion has been widely recognized as a fundamental risk to the financial system. Particularly potent is price-mediated contagion, wherein forced liquidations by firms depress asset prices and propagate financial stress,…
We study a multivariate Hawkes process as a model for time-continuous relational event networks. The model does not assume the network to be known, it includes covariates, and it allows for both common drivers, parameters common to all the…
This study examines how the fate of a perpetrator in a public mass shooting influences the fate of subsequent perpetrators. Using data from 1966 to 2024, we classify incidents according to whether the perpetrator died at the scene or…
Analysis of gun violence in the United States has utilized various models based on spatiotemporal point processes. Previous studies have identified a contagion effect in gun violence, characterized by bursts of diffusion across urban…
Increased coupling between critical infrastructure networks, such as power and communication systems, will have important implications for the reliability and security of these systems. To understand the effects of power-communication…
Multivariate Hawkes process provides a powerful framework for modeling temporal dependencies and event-driven interactions in complex systems. While existing methods primarily focus on uncovering causal structures among observed…
In today's digitally interconnected world, cybersecurity threats have reached unprecedented levels, presenting a pressing concern for individuals, organizations, and governments. This study employs a qualitative research approach to…
Multivariate Hawkes processes are commonly used to model streaming networked event data in a wide variety of applications. However, it remains a challenge to extract reliable inference from complex datasets with uncertainty quantification.…
Cyber networks are fundamental to many organization's infrastructure, and the size of cyber networks is increasing rapidly. Risk measurement of the entities/endpoints that make up the network via available knowledge about possible threats…
Hawkes process is a class of simple point processes that is self-exciting and has clustering effect. The intensity of this point process depends on its entire past history. It has wide applications in finance, insurance, neuroscience,…
The emergence of online social platforms, such as social networks and social media, has drastically affected the way people apprehend the information flows to which they are exposed. In such platforms, various information cascades spreading…
Our systematisation of knowledge on Social Engineering Attacks (SEAs), identifies the human, organisational, and adversarial dimensions of cyber threats. It addresses the growing risks posed by SEAs, highly relevant in the context physical…
This work focuses on a self-exciting point process defined by a Hawkes-like intensity and a switching mechanism based on a hidden Markov chain. Previous works in such a setting assume constant intensities between consecutive events. We…
In real world social networks, there are multiple cascades which are rarely independent. They usually compete or cooperate with each other. Motivated by the reinforcement theory in sociology we leverage the fact that adoption of a user to…
Previous work has shown that popular trending events are important external factors which pose significant influence on user search behavior and also provided a way to computationally model this influence. However, their problem formulation…
Characterizing attacker behavior with respect to Cyber-Physical Systems is important to assuring the security posture and resilience of these systems. Classical cyber vulnerability assessment approaches rely on the knowledge and experience…
This study is concerned with the dynamical behaviors of epidemic spreading over a two-layered interconnected network. Three models in different levels are proposed to describe cooperative spreading processes over the interconnected network,…
There is a rich history of models for the interaction of a biological contagion like influenza with the spread of related information such as an influenza vaccination campaign. Recent work on the spread of interacting contagions on networks…
Intrusion detection has focused primarily on detecting cyberattacks at the event-level. Since there is such a large volume of network data and attacks are minimal, machine learning approaches have focused on improving accuracy and reducing…