Evaluation of strategic investments in information technology
Communications of the ACM
A comparative analysis of regression and neural networks for university admission
Information Sciences: an International Journal
Neural Networks: A Comprehensive Foundation
Neural Networks: A Comprehensive Foundation
Why Information Security is Hard-An Economic Perspective
ACSAC '01 Proceedings of the 17th Annual Computer Security Applications Conference
Journal of Computer Security - IFIP 2000
How much is enough: a risk management approach to computer security
How much is enough: a risk management approach to computer security
Editorial: data mining for financial decision making
Decision Support Systems - Special issue: Data mining for financial decision making
EDDIE-automation, a decision support tool for financial forecasting
Decision Support Systems - Special issue: Data mining for financial decision making
Journal of Management Information Systems - Special section: Realizing value from information technology investment
Network Security Essentials: Applications and Standards (3rd Edition)
Network Security Essentials: Applications and Standards (3rd Edition)
A Comparison of Classification Methods for Predicting Deception in Computer-Mediated Communication
Journal of Management Information Systems
Evaluating and Tuning Predictive Data Mining Models Using Receiver Operating Characteristic Curves
Journal of Management Information Systems
International Journal of Electronic Commerce
Credit risk assessment with a multistage neural network ensemble learning approach
Expert Systems with Applications: An International Journal
Short communication: Data mining method for listed companies' financial distress prediction
Knowledge-Based Systems
Expert Systems with Applications: An International Journal
Bankruptcy forecasting: An empirical comparison of AdaBoost and neural networks
Decision Support Systems
Review: Neural networks and statistical techniques: A review of applications
Expert Systems with Applications: An International Journal
The adaptive neuro-fuzzy model for forecasting the domestic debt
Knowledge-Based Systems
Expert Systems with Applications: An International Journal
Decision-Theoretic and Game-Theoretic Approaches to IT Security Investment
Journal of Management Information Systems
Towards ubiquitous information supply for individual investors: A decision support system design
Decision Support Systems
Financial time series forecasting using independent component analysis and support vector regression
Decision Support Systems
Quantifying the benefits of investing in information security
Communications of the ACM - Scratch Programming for All
Estimating the market impact of security breach announcements on firm values
Information and Management
Commercial Internet filters: Perils and opportunities
Decision Support Systems
Information Systems Research
Trading team composition for the intraday multistock market
Decision Support Systems
Information Resources Management Journal
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With the growing importance of Internet-based businesses, malicious code attacks on information technology infrastructures have been on the rise. Prior studies have indicated that these malicious attacks are associated with detrimental economic effects on the attacked firms. On the other hand, we conjecture that more intense malicious attacks boost the stock price of information security firms. Furthermore, we use artificial neural networks and vector autoregression analyses as complementary methods to study the relationship between the stock market returns of information security firms and the intensity of malicious attacks, computed as the product of the number of malicious attacks and their severity levels. A major contribution of this work is the resulting time-delayed artificial neural network model that allows stock return predictions and is particularly useful as an investment decision support system for hedge funds and other investors, whose portfolios are at risk of losing market value during malicious attacks.