Capability acquisition graphs (CAGs) provide a powerful framework for modeling insider threats, network attacks and system vulnerabilities. However, CAG-based security modeling systems have yet to be deployed in practice. This paper demonstrates the feasibility of applying CAGs to insider threat analysis. In particular, it describes the design and operation of an information-centric, graphics-o...

Large data-rich network datasets are ubiquitous. Increasing research and development in graph databases offers analysts the ability to query large networks for interesting patterns. Graph querying allows analysts to quickly find matches for desired subgraphs from a large network (e.g., a clique of suspiciously communicating machines on a company intranet). Many of these systems do not support t...

The ability to obtain accurate volatility forecasts is an important issue for the financial analyst. In this paper, we use the DAN2 model, a multilayer perceptron and an ARCH model to predict the monthly conditional variance of stock prices. The results show that DAN2 model is more accurate for predicting in-sample and out-of-sample variance that the other considered models for the used dataset...

Malware needs to execute on a target machine while simultaneously keeping its payload confidential from a malware analyst. Standard encryption can be used to ensure the confidentiality, but it does not address the problem of hiding the key. Any analyst can find the decryption key if it is stored in the malware or derived in plain view. One approach is to derive the key from a part of the enviro...

Sell-side analysts commonly transition to buy-side money managers. I examine whether these career transitions compromise sell-side research, relying on granular information of 6,310 analysts. find that issue recommendations favor their future employers during the year immediately before transition. This favoritism is more pronounced among stocks where a single analyst impactful and present only...