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The generalization performance of a risk prediction model can be evaluated by its calibration, which measures the agreement between predicted and observed outcomes on external validation data. Here, methods for assessing the calibration of…

统计方法学 · 统计学 2020-01-31 Moritz Berger , Matthias Schmid

In a world of ever-increasing systems interdependence, effective cybersecurity policy design seems to be one of the most critically understudied elements of our national security strategy. Enterprise cyber technologies are often implemented…

物理与社会 · 物理学 2017-06-28 Michael D. Norman , Matthew T. K. Koehler

Where machine-learned predictive risk scores inform high-stakes decisions, such as bail and sentencing in criminal justice, fairness has been a serious concern. Recent work has characterized the disparate impact that such risk scores can…

机器学习 · 计算机科学 2019-06-04 Nathan Kallus , Angela Zhou

Social networks are the prime channel for the spreading of computer viruses. Yet the study of their propagation neglects the temporal nature of social interactions and the heterogeneity of users' susceptibility. Here, we introduce a…

物理与社会 · 物理学 2019-05-29 Terry Brett , George Loukas , Yamir Moreno , Nicola Perra

The predictiveness curve is a valuable tool for predictive evaluation, risk stratification, and threshold selection in a target population, given a single biomarker or a prediction model. In the presence of competing risks, regression…

统计方法学 · 统计学 2025-08-04 Wei Tao , Jing Ning , Wen Li , Wenyaw Chan , Xi Luo , Ruosha Li

Risk scores are an interpretable and actionable class of machine learning models with applications in medicine, insurance, and risk management. Unlike most computational methods, risk scores are designed to be computed by a human by…

机器学习 · 计算机科学 2026-05-05 Costa Georgantas , Jonas Richiardi

The collective risk model differentiates usually between claims frequencies (and their distribution) and claim sizes (and their distribution). For the claims frequencies typically classical discrete distributions are considered, such as…

风险管理 · 定量金融 2023-09-12 Dietmar Pfeifer

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…

Digital monitoring studies collect real-time high frequency data via mobile sensors in the subjects' natural environment. This data can be used to model the impact of changes in physiology on recurrent event outcomes such as smoking, drug…

统计方法学 · 统计学 2022-04-15 Walter Dempsey

Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…

机器学习 · 计算机科学 2026-03-30 Hanyu Duan , Yi Yang , Ahmed Abbasi , Kar Yan Tam

In bankruptcy prediction, the proportion of events is very low, which is often oversampled to eliminate this bias. In this paper, we study the influence of the event rate on discrimination abilities of bankruptcy prediction models. First…

机器学习 · 统计学 2018-03-14 Lili Zhang , Jennifer Priestley , Xuelei Ni

Breaking cybersecurity events are shared across a range of websites, including security blogs (FireEye, Kaspersky, etc.), in addition to social media platforms such as Facebook and Twitter. In this paper, we investigate methods to analyze…

计算与语言 · 计算机科学 2019-05-06 Shi Zong , Alan Ritter , Graham Mueller , Evan Wright

The use of cumulative incidence functions for characterizing the risk of one type of event in the presence of others has become increasingly popular over the past decade. The problems of modeling, estimation and inference have been treated…

统计方法学 · 统计学 2020-11-16 Youngjoo Cho , Annette M. Molinaro , Chen Hu , Robert L. Strawderman

Machine learning (ML) started to become widely deployed in cyber security settings for shortening the detection cycle of cyber attacks. To date, most ML-based systems are either proprietary or make specific choices of feature…

密码学与安全 · 计算机科学 2019-07-11 Talha Ongun , Timothy Sakharaov , Simona Boboila , Alina Oprea , Tina Eliassi-Rad

Outsourcing of information and communication technologies (ICT) and related services is an established and growing industry. Recent trends, such as the move toward multi-sourcing have increased the complexity and risk of these outsourcing…

计算机与社会 · 计算机科学 2016-06-09 Deborah Bunker , Catherine Hardy , Abdul Babar , Ken Stevens

Cyber security incidents are increasing and humans play an important role in reducing their likelihood and impact. We identify a skewed focus towards technical aspects of cyber security in the literature, whereas factors influencing the…

密码学与安全 · 计算机科学 2024-05-30 Marten de Bruin , Konstantinos Mersinas

Threat modeling has emerged as a key process for understanding relevant threats within businesses. However, understanding the importance of threat events is rarely driven by the business incorporating the system. Furthermore, prioritization…

密码学与安全 · 计算机科学 2024-02-23 Jan von der Assen , Muriel F. Franco , Muyao Dong , Burkhard Stiller

Typical risk classification procedure in insurance is consists of a priori risk classification determined by observable risk characteristics, and a posteriori risk classification where the premium is adjusted to reflect the policyholder's…

应用统计 · 统计学 2020-02-04 Rosy Oh , Youngju Lee , Dan Zhu , Jae Youn Ahn

Purpose To conduct a systematic review of machine learning models for predicting violent behaviour by synthesising and appraising their validity, usefulness, and performance. Methods We systematically searched nine bibliographic databases…

统计方法学 · 统计学 2025-12-01 Stefaniya Kozhevnikova , Denis Yukhnenko , Giulio Scola , Seena Fazel

Cyber assurance, which is the ability to operate under the onslaught of cyber attacks and other unexpected events, is essential for organizations facing inundating security threats on a daily basis. Organizations usually employ multiple…

密码学与安全 · 计算机科学 2022-07-26 Nan Sun , Chang-Tsun Li , Hin Chan , Md Zahidul Islam , Md Rafiqul Islam , Warren Armstrong
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