Dynamic cyber risk estimation with Competitive Quantile Autoregression

The visualisation of the predictions of the cyber hacking breaches' sizes is available here, and of the predictions of cyber hacking breaches' inter-arrival times is available here. You can also reproduce the results using Binder. Click on . You will see the RStudio window. In the RStudio, you can run the notebooks located in the folder notebooks that reproduce the paper's results. The main functions of the implementation are located in the folder dynamic_risk.

Installation

The easiest way to run the project is to use Binder (see above). If you want to run the project locally you need to download R and RStudio. Clone the repository:

git clone https://github.com/alan-turing-institute/dynamic_cyber_risk.git dynamic_cyber_risk

Open Rstudio and run install.R to install the required packages. After that, you should be able to run the notebooks to reproduce the paper's results.