Cyber Attacks: From Phenomena to Prediction

When: Friday, November 20, 2015
Where: PGH 232
Time: 11:00 AM

Speaker: Prof. Maochao Xu, Department of Mathematics, Illinois State University

Host: Prof. Ricardo Vilalta

Cyber-attack is one of the most important safety issues nowadays. It has become a powerful but low cost option of warfare. While the importance is well recognized, there have not been many studies in this sub-field perhaps because it demands both real data and suitable statistical methods. In this talk, I will discuss the real attack data collected in the University of Texas at San Antonio, and big data provided by CAIDA. The phenomena exhibited by the attack data have produced numerous challenges, which include long-range dependence, seasonality and heavy tail.  Various time series models are tailored to analyze the phenomena and predict the attack rates. If time permits, I will also discuss the framework of cybersecurity insurance modeling and pricing. Some future research will be mentioned as well.

Bio:

Maochao Xu is an Associate Professor in the Department of Mathematics at Illinois State University.  His research includes extreme value theory, risk analysis and cybersecurity. His research has been funded by ARO, Casualty Actuarial Society and Society of Actuaries. He is currently an Associate Editor of Communications in Statistics.