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A Quantitative Threat Modeling Approach to Maximize the Return on Security Investment in Cloud Computing
Schilling, Andreas - 2015
holistic way. The integrated threat model presented in this paper leverages quantitative modeling and mathematical optimization …
Persistent link: https://www.econbiz.de/10013032187
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Optimal Execution of Foreign Securities : A Double-Execution Problem with Signatures and Machine Learning
Cartea, Álvaro - 2020
We employ the expected signature of equity and foreign exchange markets to derive an optimal double-execution trading strategy. The signature of a path of a stochastic process is a sequence of real numbers that provides a full description of the evolution of the process. The double-execution...
Persistent link: https://www.econbiz.de/10012838568
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A linear model for optimal cybersecurity investment in Industry 4.0 supply chains
Sawik, Tadeusz - In: International journal of production research 60 (2022) 4, pp. 1368-1385
Persistent link: https://www.econbiz.de/10013170854
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Selecting security control portfolios : a multi-objective simulation-optimization approach
Kiesling, Elmar; Ekelhart, Andreas; Grill, Bernhard; … - In: EURO Journal on decision processes 4 (2016) 1/2, pp. 85-117
Persistent link: https://www.econbiz.de/10011614765
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A rough cut cybersecurity investment using portfolio of security controls with maximum cybersecurity value
Sawik, Tadeusz; Sawik, Bartosz - In: International journal of production research 60 (2022) 21, pp. 6556-6572
Persistent link: https://www.econbiz.de/10013501090
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MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole; Rieder, Ulrich - In: Finance and stochastics 13 (2009) 4, pp. 591-611
Persistent link: https://www.econbiz.de/10003899534
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A heuristic algorithm for portfolio optimization
Ketabi, Saeedeh; Abzari, Mahdi; Abbasi, A. - In: Finance India : the quarterly journal of Indian … 24 (2010) 2, pp. 433-441
Persistent link: https://www.econbiz.de/10008840487
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A hybrid immune multiobjective optimization algorithm
Chen, Jianyong; Lin, Qiuzhen; Ji, Zhen - In: European journal of operational research : EJOR 204 (2010) 2, pp. 294-302
Persistent link: https://www.econbiz.de/10003947126
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A multiobjective immune algorithm based on a multiple-affinity model
Hu, Zhi-hua - In: European journal of operational research : EJOR 202 (2010) 1, pp. 60-72
Persistent link: https://www.econbiz.de/10003960010
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Robust portfolio optimization with a hybrid heuristic algorithm
Fastrich, Björn; Winker, Peter - In: Computational Management Science : CMS 9 (2012) 1, pp. 63-88
Persistent link: https://www.econbiz.de/10009426597