Cyber risk modeling using a two-phase Hawkes process with external excitation

A Boumezoued, Y Cherkaoui, C Hillairet - arXiv preprint arXiv:2311.15701, 2023 - arxiv.org
With the growing digital transformation of the worldwide economy, cyber risk has become a
major issue. As 1% of the world's GDP (around $1,000 billion) is allegedly lost to cybercrime …

On the Efficient Marginalization of Probabilistic Sequence Models

A Boyd - 2024 - escholarship.org
Real-world data often exhibits sequential dependence, across diverse domains such as
human behavior, medicine, finance, and climate modeling. Probabilistic methods capture …