作者: MingJian Tang , Mamoun Alazab , Yuxiu Luo
DOI: 10.1109/CCC.2016.10
关键词: Risk management 、 Conditional variance 、 Engineering 、 Time series 、 Risk analysis (engineering) 、 Vulnerability management 、 Econometrics 、 Predictive modelling 、 Empirical research 、 Vulnerability 、 Data modeling
摘要: With an ever-increasing trend of cybercrimes and incidents due to software vulnerabilities exposures, effective proactive vulnerability management becomes imperative in modern organisations regardless large or small. Forecasting models leveraging rich historical disclosure data undoubtedly provide important insights inform the cyber community with anticipated risks. In this paper, we proposed a novel framework for statistically analysing long-term time series between January 1999 2016. By utilising sound framework, initiated study on not only testing but also modelling persistent volatilities data. sharp contrast existing models, consider capturing both mean conditional variance latent series. Through extensive empirical studies, composite model is shown effectively capture sporadic nature addition, paper paves way further stochastic perspective proliferation towards more accurate prediction better risk management.