CompSciRN: Other Cybersecurity最新文献

{"title":"Constructing Cointegrated Cryptocurrency Portfolios for Statistical Arbitrage","authors":"Tim Leung, H. Nguyễn","doi":"10.2139/ssrn.3235890","DOIUrl":"https://doi.org/10.2139/ssrn.3235890","url":null,"abstract":"\u0000Purpose\u0000This paper aims to present a methodology for constructing cointegrated portfolios consisting of different cryptocurrencies and examines the performance of a number of trading strategies for the cryptocurrency portfolios.\u0000\u0000\u0000Design/methodology/approach\u0000The authors apply a series of statistical methods, including the Johansen test and Engle–Granger test, to derive a linear combination of cryptocurrencies that form a mean-reverting portfolio. Trading systems are designed and different trading strategies with stop-loss constraints are tested and compared according to a set of performance metrics.\u0000\u0000\u0000Findings\u0000The paper finds cointegrated portfolios involving four cryptocurrencies: Bitcoin (BTC), Ethereum (ETH), Bitcoin Cash (BCH) and Litecoin (LTC), and the corresponding trading strategies are shown to be profitable under different configurations.\u0000\u0000\u0000Originality/value\u0000The main contributions of the study are the use of multiple altcoins in addition to bitcoin to construct a cointegrated portfolio, and the detailed comparison of the performance of different trading strategies with and without stop-loss constraints.\u0000","PeriodicalId":128369,"journal":{"name":"CompSciRN: Other Cybersecurity","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123379828","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Challenges of Internet of Things and Big Data Integration","authors":"Z. Alansari, N. B. Anuar, A. Kamsin, S. Soomro, M. R. Belgaum, Mahdi H. Miraz, J. Alshaer","doi":"10.1007/978-3-319-95450-9_4","DOIUrl":"https://doi.org/10.1007/978-3-319-95450-9_4","url":null,"abstract":"","PeriodicalId":128369,"journal":{"name":"CompSciRN: Other Cybersecurity","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-06-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125528114","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Cybersecurity Startup Founders in Greater Washington, DC: Prior Experience Required","authors":"E. Carmel, Jonathan Aberman, Bini Byambasuren","doi":"10.2139/ssrn.3686705","DOIUrl":"https://doi.org/10.2139/ssrn.3686705","url":null,"abstract":"The Greater Washington region is one of three leading cybersecurity industry clusters in the world. The proximity of this region to federal agencies, particularly in national security, has created a vibrant ecosystem linking talent and businesses with federal and commercial customers. National security agencies, such as the National Security Agency and the Defense Advanced Projects Research Agency, are a specific driver of cybersecurity research and development. Collectively, these favorable conditions support a broad array of businesses that contract with the federal government and provide cybersecurity innovations to commercial customers around the world. <br><br>To better understand the composition of the Greater Washington region’s cybersecurity business base, this study differentiates between the more than 850 cybersecurity businesses in the region identified by us in a prior study that did at least some cybersecurity business and focuses more squarely on those that work only in cybersecurity. We describe these businesses as “pure play” cybersecurity firms. Our study examined the roots of pure-play cybersecurity firms by examining the background of their founders. We collected data on 177 pure-play cyber firms – and their founders – in the Greater Washington region (61% of the firms are in Northern Virginia and the rest in suburban Maryland and Washington D.C.). We believe that our dataset represents close to a census of such firms in this region. In these firms, there are 264 founders (48% of the firms have just one founder). <br><br>There is clearly a premium placed on prior experience in the national security ecosystem. Almost three quarters (72%) of the pure-play cybersecurity firms had at least one founder with prior experience as either a vendor to the government or as a government employee. And in more than half of these firms (52%) this experience was a direct result of government service. This validates those who have previously argued that there is a close connection between Greater Washington region cybersecurity startups and the national security ecosystem. It also distinguishes the region from competing cybersecurity clusters such as Silicon Valley. Additionally, the premium on locally gained experience makes the Greater Washington region’s pure play cybersecurity startup ecosystem very much a local industry: 78% of founders worked in Greater Washington prior to founding the firm. <br><br>Our research provided some other important insights. More than a quarter (26%) of founders founded at least one firm prior to their current business. Observers of innovation-based economic development often tie the long-term viability of a region as a tech hub to its ability to generate serial entrepreneurs. We also saw less impact from universities than what prevails in competing regions, as only 8% of founders emerged from university work. Demographically, female founders represented 8% of all founders, which underscores the shortfall of wome","PeriodicalId":128369,"journal":{"name":"CompSciRN: Other Cybersecurity","volume":"101 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122093822","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}