深圳大学四十周年校庆暨数学学科四十周年庆

荔园学者Colloquium第四十七期

讲座题目: A Self-exciting Marked Point Process for Modeling Data Breach Lifecycle

主讲人：赵鹏教授（江苏师范大学）

讲座时间：2023年10月25日 下午2:40-3:40

讲座地点：深圳大学粤海校区汇星楼一楼三号教室

内容概述：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.

主讲人简介：赵鹏，博士毕业于兰州大学，现为江苏师范大学教授、副校长。主要从事可靠性统计和网络可靠性等领域的研究工作。先后入选基金委国家优青项目、杰青项目。担任期刊Commun. Stat.副主编（AE）、《应用概率统计》《数理统计与管理》编委。曾获江苏省“双创人才”、江苏省数学成就奖、江苏省教学成果一等奖（第一完成人）等。担任中国现场统计研究会理事、大数据统计分会副理事长、全国工业统计教学研究会常务理事、青年统计学家协会副会长、中国数学会概率统计分会常务理事等。

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邀请人：数学科学学院

数学科学学院

2023年10月20日