A new risk measurement method for China's carbon market

Author(s):  
Xianzi Yang ◽  
Chen Zhang ◽  
Yu Yang ◽  
Wenjun Wang ◽  
Zulfiqar Ali Wagan
Author(s):  
Fajri Adrianto ◽  
Laela Susdiani

Value at Risk (VAR) is a risk measurement method that use in risk investment calculation. VAR shows risk in nominal. This research calculate risk portfolio of stock using VAR method and measure whether VAR value overvalued or underestimated. Using historical simulation method is found VAR value tend to decrease when stock investment consist more stocks in the portfolio. Risk investment calculation consistent with standar devistion as risk measurement, which the more investment diversified the less the risk in the investment. Then, using backtesting reveal that VAR tend too high in portfolio consisting small number of stocks. VAR value can accepted in the portfolio that consist many stocks or the more investment diversified the more accurate VAR value as risk measurement.


2021 ◽  
Vol 2021 ◽  
pp. 1-18
Author(s):  
Hui Li ◽  
Limin Shen ◽  
Yuying Wang ◽  
Jiayin Feng ◽  
Honglei Tan ◽  
...  

To solve the issue of measuring the risk of the application-layer collusion privilege escalation attacks in Android apps, this paper proposed a risk measurement method based on the feature weight and behavior determination. Analytic hierarchy process (AHP) is used to calculate the weight of feature in the feature set extracted from the app. App behavior and attack behavior are modeled by process algebra. The weak equivalent and nonequivalent are introduced to determine the behavior of apps, whereas the measurement function is constructed to calculate the app risk measurement value. In an experiment with three known apps, the measurement values are 0.629, 1, and 0.976. These results are consistent with reality, and the effectiveness and feasibility of the proposed method are verified. Through the benchmark and test set experiments, it can be seen that the measurement value of apps that has weak equivalent to attack behavior is distributed between 0.0468 and 1, and the measurement value distribution is reasonable, which verifies the accuracy and rationality of the method.


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