Related papers: Project Risk Management from the bottom-up: Activi…
The estimation of project completion time is to be repeated several times in the project planning phase to reach the optimal tradeoff between time, cost, and quality. Estimation procedures provide either an interval or a point estimate. The…
We propose a new measure of systemic risk to analyze the impact of the major financial market turmoils in the stock markets from 2000 to 2023 in the USA, Europe, Brazil, and Japan. Our Implied Volatility Realized Volatility Systemic Risk…
Driving in a dynamic environment that consists of other actors is inherently a risky task as each actor influences the driving decision and may significantly limit the number of choices in terms of navigation and safety plan. The risk…
The successful completion of a software development process depends on the analytical capability and foresightedness of the project manager. For the project manager, the main intriguing task is to manage the risk factors as they adversely…
Existing metrics in competing risks survival analysis such as concordance and accuracy do not evaluate a model's ability to jointly predict the event type and the event time. To address these limitations, we propose a new metric, which we…
In this paper, we address the problems faced by a group of agents that possess situational awareness, but lack a security mechanism, by the introduction of a adaptive risk management system. The Belief-Desire-Intention (BDI) architecture…
Although general-purpose AI systems offer transformational opportunities in science and industry, they simultaneously raise critical concerns about safety, misuse, and potential loss of control. Despite these risks, methods for assessing…
Cybersecurity threat and risk analysis (RA) approaches are used to identify and mitigate security risks early-on in the software development life-cycle. Existing approaches automate only parts of the analysis procedure, leaving key…
Authorship and citation practices evolve with time and differ by academic discipline. As such, indicators of research productivity based on citation records are naturally subject to historical and disciplinary effects. We observe these…
Software vulnerabilities often persist or re-emerge even after being fixed, revealing the complex interplay between code evolution and socio-technical factors. While source code metrics provide useful indicators of vulnerabilities, software…
Abstract. The risks AI presents to society are broadly understood to be manageable through general calculus, i.e., general frameworks designed to enable those involved in the development of AI to apprehend and manage risk, such as AI impact…
Research activities are generally observed and evaluated through the prism of their production and financial elements or team composition. In addition to standardized management indicators and bibliometrics, the French National Research…
Restarting a deterministic process always impedes its completion. However, it is known that restarting a random process can also lead to an opposite outcome -- expediting completion. Hence, the effect of restart is contingent on the…
Evaluating and validating the performance of prediction models is a fundamental task in statistics, machine learning, and their diverse applications. However, developing robust performance metrics for competing risks time-to-event data…
Procyclicality of historical risk measure estimation means that one tends to over-estimate future risk when present realized volatility is high and vice versa under-estimate future risk when the realized volatility is low. Out of it…
We propose a dynamical model for the estimation of Operational Risk in banking institutions. Operational Risk is the risk that a financial loss occurs as the result of failed processes. Examples of operational losses are the ones generated…
We introduce the Aggregated Systemic Risk Index (ASRI), comprising four weighted sub-indices: Stablecoin Concentration Risk (30%), DeFi Liquidity Risk (25%), Contagion Risk (25%), and Regulatory Opacity Risk (20%). Using data from DeFi…
In this paper, the authors propose a software metric called Class Activeness Metric which helps to determine the level of accessibility of the members of a class when it is instantiated as objects. Object interactions need to be straight…
We present a general framework for measuring the liquidity risk. The theoretical framework defines a class of risk measures that incorporate the liquidity risk into the standard risk measures. We consider a one-period risk measurement…
Currently, the increase in financial returns from economic operations is constrained in view of the lack of a single efficiency criterion, which allows uniquely identify the business operation by their main feature - the possibility of…