Search Results for author: Mingyue Zhang Wu

Found 1 papers, 0 papers with code

Modeling Multivariate Cyber Risks: Deep Learning Dating Extreme Value Theory

no code implementations15 Mar 2021 Mingyue Zhang Wu, Jinzhu Luo, Xing Fang, Maochao Xu, Peng Zhao

The proposed model not only enjoys the high accurate point predictions via deep learning but also can provide the satisfactory high quantile prediction via extreme value theory.

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