The Unintentional Insider Threat (UIT) concept highlights that insider threats might not always stem from malicious intent and can occur across various domains. This research examines how individuals with medical or p...The Unintentional Insider Threat (UIT) concept highlights that insider threats might not always stem from malicious intent and can occur across various domains. This research examines how individuals with medical or psychological issues might unintentionally become insider threats due to their perception of being targeted. Insights from the survey A Survey of Unintentional Medical Insider Threat Category indicate that such perceptions can be linked to underlying health conditions. The study Emotion Analysis Based on Belief of Targeted Individual Supporting Insider Threat Detection reveals that anger is a common emotion among these individuals. The findings suggest that UITs are often linked to medical or psychological issues, with anger being prevalent. To mitigate these risks, it is recommended that Insider Threat programs integrate expertise from medicine, psychology, and cybersecurity. Additionally, handwriting analysis is proposed as a potential tool for detecting insider threats, reflecting the evolving nature of threat assessment methodologies.展开更多
This paper investigates a linear strategy equilibrium in insider trading in continuous time allowing market makers to know some information on the value of a stock. By the use of filtering theory,the authors prove tha...This paper investigates a linear strategy equilibrium in insider trading in continuous time allowing market makers to know some information on the value of a stock. By the use of filtering theory,the authors prove that in a monopoly market, there exists a unique equilibrium of linear strategy of intensity in a closed form, such that the insider can make positive profits and at which, all of the private information on the value of the stock is released; and the more accurate the information on the value of the stock observed by the market makers, the less the positive profits are made by the insider, and even go to zero. However, there is no Nash equilibrium in a Cournot competition market between two insiders if they both adopt a linear strategy of intensity.展开更多
This paper develops a sequential fair Stackelberg auction model in which each of the two risk-seeking insiders has an equal chance to be a leader or follower at each auction stage. The authors establish the existence,...This paper develops a sequential fair Stackelberg auction model in which each of the two risk-seeking insiders has an equal chance to be a leader or follower at each auction stage. The authors establish the existence, uniqueness of sequential fair Stackelberg equilibria （in short, FSE） when both insiders adopt linear strategies, and find that at the sequential equilibria such two insiders compete aggressively that cause the liquidity of market to drop, the information to be revealed and the profit to go down very rapidly while the trading intensity goes substantially high. Furthermore, the authors also give continuous versions of corresponding parameters in the sequential FSE in closed forms, as the time interval between auctions approaches to zero. It shows that such parameters go down or up approximately exponentially and all of the liquidity of market, information and profit become zero while the trading intensity goes to infinity. Some numerical simulations about the sequential FSE are also illustrated.展开更多
文摘The Unintentional Insider Threat (UIT) concept highlights that insider threats might not always stem from malicious intent and can occur across various domains. This research examines how individuals with medical or psychological issues might unintentionally become insider threats due to their perception of being targeted. Insights from the survey A Survey of Unintentional Medical Insider Threat Category indicate that such perceptions can be linked to underlying health conditions. The study Emotion Analysis Based on Belief of Targeted Individual Supporting Insider Threat Detection reveals that anger is a common emotion among these individuals. The findings suggest that UITs are often linked to medical or psychological issues, with anger being prevalent. To mitigate these risks, it is recommended that Insider Threat programs integrate expertise from medicine, psychology, and cybersecurity. Additionally, handwriting analysis is proposed as a potential tool for detecting insider threats, reflecting the evolving nature of threat assessment methodologies.
基金supported by the National Natural Science Foundation of China under Grant No.11161011China Scholarship Council under Grant No.201308525118
文摘This paper investigates a linear strategy equilibrium in insider trading in continuous time allowing market makers to know some information on the value of a stock. By the use of filtering theory,the authors prove that in a monopoly market, there exists a unique equilibrium of linear strategy of intensity in a closed form, such that the insider can make positive profits and at which, all of the private information on the value of the stock is released; and the more accurate the information on the value of the stock observed by the market makers, the less the positive profits are made by the insider, and even go to zero. However, there is no Nash equilibrium in a Cournot competition market between two insiders if they both adopt a linear strategy of intensity.
基金supported by the National Natural Science Foundation of China under Grant No.10721101China’s National 973 Project(2006CB805900)+1 种基金supported by the National Natural Science Foundation of China under Grant Nos.11161011 and 11365005Guizhou EDKY[2016]027,Guizhou QKZYD[2016]4006,Guizhou ZDXK[2016]8
文摘This paper develops a sequential fair Stackelberg auction model in which each of the two risk-seeking insiders has an equal chance to be a leader or follower at each auction stage. The authors establish the existence, uniqueness of sequential fair Stackelberg equilibria （in short, FSE） when both insiders adopt linear strategies, and find that at the sequential equilibria such two insiders compete aggressively that cause the liquidity of market to drop, the information to be revealed and the profit to go down very rapidly while the trading intensity goes substantially high. Furthermore, the authors also give continuous versions of corresponding parameters in the sequential FSE in closed forms, as the time interval between auctions approaches to zero. It shows that such parameters go down or up approximately exponentially and all of the liquidity of market, information and profit become zero while the trading intensity goes to infinity. Some numerical simulations about the sequential FSE are also illustrated.
