Dynamic cyber risk estimation with Competitive Quantile Autoregression

1 code implementation • 25 Jan 2021 • Raisa Dzhamtyrova, Carsten Maple

We propose two methods for modelling Value-at-Risk (VaR) which can be used for any time-series data.

Time Series Time Series Analysis

Anomaly detection with superexperts under delayed feedback

1 code implementation • 8 Oct 2020 • Raisa Dzhamtyrova, Carsten Maple

The increasing connectivity of data and cyber-physical systems has resulted in a growing number of cyber-attacks.

Unsupervised Anomaly Detection

Aggregating Algorithm for Prediction of Packs

no code implementations • 23 Oct 2017 • Dmitry Adamskiy, Tony Bellotti, Raisa Dzhamtyrova, Yuri Kalnishkan

This paper formulates the protocol for prediction of packs, which a special case of prediction under delayed feedback.