The 40th Anniversary of Shenzhen University and the 40th Anniversary of Mathematics Department

Liyuan scholar Colloquium forty-seven

Lecture Title: A Self-exciting Marked Point Process for Modeling Data Breach Lifecycle

Speaker:Prof. Peng Zhao (Jiangsu Normal University)

Lecture time:October 25, 2023 2:40-3:40 p.m.

Lecture location:Classroom No. 3, 1/F, Hui Xing Building, Yuehai Campus, Shenzhen University, China

Overview：Data breaches cause significant financial losses every year and have become a major concern for businesses. To mitigate the damage caused by a data breach, a key concept of the data breach lifecycle that involves three components, the occurrence of a breach, the time to detect the breach, and the time to report the breach, has to be well understood. In this talk, we initialize the statistical modeling of the data breach lifecycle via a self-exciting marked point process. The proposed model accommodates the heterogeneity between hacking and non-hacking events, and the dependence between two marks - the time to detect the breach and the time to report the breach - is modeled via a copula approach. The missing and censoring mechanisms are taken into account in the modeling process as well. Empirical studies show that the proposed approach has satisfactory fitting and predictive performance.

Speaker Introduction：Peng Zhao, Ph.D. graduated from Lanzhou University, is now a professor and vice president of Jiangsu Normal University. He is mainly engaged in the research work in the fields of reliability statistics and network reliability. He has been selected for the National Excellent Youth Program and Jieqing Program of the Foundation Committee. He serves as Associate Editor (AE) of Commun. Stat. and Editorial Board member of Applied Probability Statistics and Mathematical Statistics and Management. He has been awarded the "Shuangchuang Talents" of Jiangsu Province, the Achievement Award of Mathematics of Jiangsu Province, and the First Prize of Teaching Achievements of Jiangsu Province (first accomplisher). He serves as a director of China Field Statistics Research Society, vice president of Big Data Statistics Branch, executive director of National Industrial Statistics Teaching Research Society, vice president of Young Statisticians Association, and executive director of Probability Statistics Branch of Chinese Mathematical Society.

Teachers and students are welcome to participate!

Invited by: School of Mathematical Sciences

School of Mathematical Sciences

October 20, 2023