Modeling multivariate cyber risks: deep learning dating extreme value theory

DOI10.1080/02664763.2021.1936468arXiv2103.08450OpenAlexW3170505588MaRDI QIDQ6157139

Unnamed Author, Unnamed Author, Xing Fang, Maochao Xu, Peng Zhao

Publication date: 19 June 2023

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.08450

zbMATH Keywords

heavy tailGPDcyber attacksLSTMhigh-dimensional dependence

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Editorial to the special issue: Statistical Approaches for Big Data and Machine Learning

Cites Work

• Unnamed Item
• A survey of emerging threats in cybersecurity
• Deep Learning: Methods and Applications
• Modeling multivariate cybersecurity risks
• Cybersecurity Insurance: Modeling and Pricing

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