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We investigate whether a model with a time-varying probability of economic disaster can explain the pricing of collateralized… Expand Abstract : Existing classifier evaluation methods do not fully capture the intended use of classifiers in hybrid intrusion… Expand Collateralized debt obligations, which are securities with payoffs that are tied to the cash flows in a portfolio of defaultable… Expand How does the market value complex structured-credit securities? This issue is central to understanding the current financial… Expand This thesis deals with credit risk modeling and related mathematical issues. In particular we study first-passage models for… Expand Cyber Defense Exercises (CDX) continue to gain appreciation in the context of information security education. Primarily conducted… Expand In cybersecurity competitions, participants either create new or protect preconfigured information systems and then defend these… Expand Desulfurization of a commercial diesel fuel by different adsorbents was studied in a fixed-bed adsorber operated at ambient… Expand This paper describes the effort involve in executing cyber defense exercise while focusing on the white cell and red forces… Expand Information assurance is a new and rapidly evolving field. The best way to prepare professionals for the information age in light… Expand