The MITRE ATT&CK Framework provides a rich and actionable repository of adversarial tactics, techniques, procedures (TTP). However, this information would be highly useful for attack diagnosis (i.e., forensics) mitigation intrusion response) if we can reliably construct technique associations that will enable predicting unobserved techniques based on observed ones. In paper, present our statistical machine learning analysis APT Software data reported by to infer the clustering represents...

We propose a new algorithm for simultaneous variable selection and parameter estimation the single-index quantile regression (SIQR) model . The proposed algorithm, which is non iterative , consists of two steps. Step 1 performs an initial method. 2 uses results to obtain better conditional quantiles using them, perform parametric component SIQR model. It shown that method consistently estimates relevant variables estimated derived in satisfies oracle property.

Value-at-Risk (VaR) is one of the best known and most heavily used measures financial risk. In this paper, we introduce a non-iterative semiparametric model for VaR estimation called single index quantile regression time series (SIQRTS) model. To test its performance, give an application to four major US market indices: S&P 500 Index, Russell 2000 Dow Jones Industrial Average, NASDAQ Composite Index. Our results suggest that method has good finite sample performance often outperforms number...

Functional data have received significant attention as they frequently appear in modern applications, such functional magnetic resonance imaging (fMRI) and natural language processing.The infinite-dimensional nature of makes it necessary to use dimension reduction techniques.Most existing techniques, however, rely on the covariance operator, which can be affected by heavy-tailed unusual observations.Therefore, this paper, we consider a robust sliced inverse regression for multivariate...

Abstract In this paper we consider the problem of estimating expected shortfall (ES) for discrete time stochastic volatility (SV) models. Specifically, develop Monte Carlo methods to evaluate ES a variety commonly used SV This includes both models where innovations are independent and there is dependence. dependence aims capture well-known leverage effect. The performance our analyzed through simulations empirical analyses four major US indices.

Abstract The tenure process began in the United States 1915, and since then it has been subject of both commendation condemnation. Still, is norm majority higher education institutions States. Tenure remains highly desirable for many academia, those mechanical engineering technology are no exception. This paper aims to 1) determine variability perceptions requirements among assistant associate professors programs 2) identify perceived impediments faculty seeking obtain tenure. Similar...

Quantile regression (QR) is a well-established method of tail analysis. Application QR can become very challenging when dealing with high-dimensional data, thus requiring dimension reduction techniques. While the current literature on these techniques focuses extracting linear combinations predictor variables that contain all information about conditional quantile, non-linear features potentially achieve greater reduction. We, therefore, present first application transformed for quantiles,...

Marginalizing the importance of characterizing tail events can lead to catastrophic repercussions. Look no further than examples from meteorology and climatology (polar reversals, natural disasters), economics (2008 subprime mortgage crisis), or even medical-diagnostics (low/high risk patients in survival analysis). Investigating these become more challenging when working with high-dimensional data, making it necessary use dimension reduction techniques. Although research has recently turned...

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. However, application of QR can become very challenging when dealing with high-dimensional data, making it necessary use dimension reduction techniques. Existing techniques focus on the entire conditional distribution. We turn our attention for quantiles and introduce a method that serves as an intermediate step between linear nonlinear reduction. The idea apply existing...

Abstract The tenure process has been both applauded and criticized since its inception in 1915. While some institutions have chosen to move away from the process, it is still prevalent US higher education system. title of tenured professor a sought after prize by untenured faculty, those chemical engineering are no exception. Anecdotally, faculty know that can be variable among institutions, at times unclear, sometimes perceived as unachievable. aims this paper shed light on perceptions...

Abstract The tenure process is a way of life in the majority US higher education institutions, and faculty engineering disciplines are no exceptions to this practice. A tenured position coveted sought by many aspiring assistant professors. Since began 1915, it has faced both criticism praise. This paper aims highlight variability perceptions requirements among professors civil engineering, architectural construction programs, between universities different research activity intensities...

Abstract The academic tenure process began in the US 1915, and since then, concept has been both criticized praised. Arguments for include freedom of teaching/research, economic security, while critics comment on faculty underperformance emphasis research over teaching. Yet, a tenured position is coveted sought by many aspiring assistant professors education system, that includes from civil engineering construction disciplines. This paper aims to display variability perceptions requirements...

The MITRE ATT&CK Framework provides a rich and actionable repository of adversarial tactics, techniques, procedures (TTP). However, this information would be highly useful for attack diagnosis (i.e., forensics) mitigation intrusion response) if we can reliably construct technique associations that will enable predicting unobserved techniques based on observed ones. In paper, present our statistical machine learning analysis APT Software data reported by to infer the clustering represents...