相关论文: Joint Cyber Risk Assessment of Network Systems wit…
We study cascades on a two-layer multiplex network, with asymmetric feedback that depends on the coupling strength between the layers. Based on an analytical branching process approximation, we calculate the systemic risk measured by the…
There are two strategic and longstanding questions about cyber risk that organizations largely have been unable to answer: What is an organization's estimated risk exposure and how does its security compare with peers? Answering both…
Cyber threats affect all kinds of organisations. Risk analysis is an essential methodology for cybersecurity as it allows organisations to deal with the cyber threats potentially affecting them, prioritise the defence of their assets and…
The paper provides a comprehensive overview of modeling and pricing cyber insurance and includes clear and easily understandable explanations of the underlying mathematical concepts. We distinguish three main types of cyber risks:…
The spreading of dangerous malware or faults in inter-dependent networks of electronics devices has raised deep concern, because from the ICT networks infections may propagate to other Critical Infrastructures producing the well-known…
Power system communication networks enable operators to remotely monitor and control field equipment. The sophistication of these networks is also increasing as operators continue the trend towards digitization, which is beneficial in…
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…
Management of systemic risk in financial markets is traditionally associated with setting (higher) capital requirements for market participants. There are indications that while equity ratios have been increased massively since the…
Air transportation has been becoming a major part of transportation infrastructure worldwide. Hence the study of the Airports Networks, the backbone of air transportation, is becoming increasingly important. In complex systems domain,…
A cyber-attack is a malicious attempt by experienced hackers to breach the target information system. Usually, the cyber-attacks are characterized as hybrid TTPs (Tactics, Techniques, and Procedures) and long-term adversarial behaviors,…
We study the response of complex networks subject to attacks on vertices and edges. Several existing complex network models as well as real-world networks of scientific collaborations and Internet traffic are numerically investigated, and…
Not a day goes by without news about a cyber attack. Fear spreads out and lots of wrong ideas circulate. This survey aims at showing how all these uncertainties about cyber can be transformed into manageable risk. After reviewing the main…
Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the production of complex products, they may also…
A diffusion process on complex networks is introduced in order to uncover their large scale topological structures. This is achieved by focusing on the slowest decaying diffusive modes of the network. The proposed procedure is applied to…
In this paper we present a novel algorithm to study the evolution of credit risk across complex multilayer networks. Pagerank-like algorithms allow for the propagation of an influence variable across single networks, and allow quantifying…
Internet finance is a new financial model that applies Internet technology to payment, capital borrowing and lending and transaction processing. In order to study the internal risks, this paper uses the Internet financial risk elements as…
Network structures in a wide array of systems such as social networks, transportation, power and water distribution infrastructures, and biological and ecological systems can exhibit critical thresholds or tipping points beyond which there…
Cyber insurance is a complementary mechanism to further reduce the financial impact on the systems after their effort in defending against cyber attacks and implementing resilience mechanism to maintain the system-level operator even though…
In real networks complex topological features are often associated with a diversity of interactions as measured by the weights of the links. Moreover, spatial constraints may as well play an important role, resulting in a complex interplay…
In this paper we estimate the propagation of liquidity shocks through interbank markets when the information about the underlying credit network is incomplete. We show that techniques such as Maximum Entropy currently used to reconstruct…