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Physical Sciences and Mathematics Commons™
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Full-Text Articles in Physical Sciences and Mathematics
The Chain-Link Fence Model: A Framework For Creating Security Procedures, Robert F. Houghton
The Chain-Link Fence Model: A Framework For Creating Security Procedures, Robert F. Houghton
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
Information technology security professionals are facing an ever growing threat to the networks that they defend. The process for creating procedures to help stem this threat is very difficult for security professionals. The Chain-Link Fence Model helps security professionals by guiding them through the process of creating and implementing new security procedures.
Empirical Properties Of Functional Regression Models And Application To High-Frequency Financial Data, Xi Zhang
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
Functional data analysis (FDA) has grown into a substantial field of statistical research, with new methodology, numerous useful applications and interesting novel theoretical developments. My dissertation focuses on the empirical properties of functional regression models and their application to financial data. We start from testing the empirical properties of forecasts with the functional autoregressive models based on simulated and real data. We define intraday returns and consider their prediction from such returns on a market index. This is an extension to intraday data of the Capital Asset Pricing model. Finally we investigate multifactor functional models and assess their suitability for …