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WSC
2007
13 years 10 months ago
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
Jörn Dunkel, Stefan Weber
ACSAC
2007
IEEE
14 years 2 months ago
Security Usability Principles for Vulnerability Analysis and Risk Assessment
Usability is the weakest link in the security chain of many prominent applications. A set of security usability principles should therefore be considered when designing and engine...
Audun Jøsang, Bander AlFayyadh, Tyrone Gran...
KDD
2009
ACM
180views Data Mining» more  KDD 2009»
14 years 8 months ago
Using graph-based metrics with empirical risk minimization to speed up active learning on networked data
Active and semi-supervised learning are important techniques when labeled data are scarce. Recently a method was suggested for combining active learning with a semi-supervised lea...
Sofus A. Macskassy
DSOM
2007
Springer
14 years 1 months ago
On the Risk Exposure and Priority Determination of Changes in IT Service Management
This paper deals with the Change Management process within IT Service Management. Change Management includes several activities, some of which need to evaluate the risk exposure as...
Jacques Philippe Sauvé, Rodrigo A. Santos, ...
CRITIS
2007
13 years 9 months ago
Ideal Based Cyber Security Technical Metrics for Control Systems
Much of the world's critical infrastructure is at risk from attack through electronic networks connected to control systems. Security metrics are important because they provid...
Wayne F. Boyer, Miles A. McQueen