157 résultats pour « riskmanagement »

Strategic Data Access Management

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"An employee may be attacked by a potentially sophisticated adversary whose goal is to steal all their data. Therefore, the firm trades off the efficiency benefit of the more permissive data access architecture with the adversarial risk it incurs. We characterize the firm's optimal data access architecture and investigate how it depends both on the adversarial environment and the firm's technology."

A Time Series Approach to Explainability for Neural Nets with Applications to Risk‑Management

"We here propose a novel XAI [eXplainable AI] technique for deep learning methods (DL) which preserves and exploits the natural time ordering of the data. Simple applications to financial data illustrate the potential of the new approach in the context of risk-management and fraud-detection."

Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms

" In this paper, we use stochastic algorithms schemes in estimating MSRM [market data based systemic risk measure] and prove that the resulting estimators are consistent and asymptotically normal. We also test numerically the performance of these algorithms on several examples."

Cyber Risk: Hyperconnectivity and the Political Economy of Uncertainty

"This paper explores the notion of ‘cyber risk’, asking how we might understand it through a sociotechnical lens. It pays specific attention to how we can theorise cyber risk as an assemblage of sociotechnical ‘riskscapes’, in which our understanding of risk goes beyond organisational imperatives of ‘risk management’ and into treating cyber risk as a set of productive knowledges and practices within a political economy of uncertainty."

HGV4Risk: Hierarchical Global View‑guided Sequence Representation Learning for Risk Prediction

"Despite that some attention or self-attention based models with time-aware or feature-aware enhanced strategies have achieved better performance compared with other temporal modeling methods, such improvement is limited due to a lack of guidance from global view. To address this issue, we propose a novel end-to-end Hierarchical Global View-guided (HGV) sequence representation learning framework. "

The Government Behind Insurance Governance: Lessons for Ransomware

"This paper analyzes how governments support insurance markets to maintain insurability and limit risks to society. We propose a new conceptual framework grouping government interventions into three dimensions: regulation of risky activity, public investment in risk reduction, and co-insurance."