86,095 research outputs found

    Evaluation of Intelligent Intrusion Detection Models

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    This paper discusses an evaluation methodology that can be used to assess the performance of intelligent techniques at detecting, as well as predicting, unauthorised activities in networks. The effectiveness and the performance of any developed intrusion detection model will be determined by means of evaluation and validation. The evaluation and the learning prediction performance for this task will be discussed, together with a description of validation procedures. The performance of developed detection models that incorporate intelligent elements can be evaluated using well known standard methods, such as matrix confusion, ROC curves and Lift charts. In this paper these methods, as well as other useful evaluation approaches, are discussed.Peer reviewe

    RAROC Based Capital Budgeting and Performance Evaluation: A Case Study of Bank Capital Allocation

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    This paper describes the RAROC system developed at Bank of America (B of A) in order to examine how risk-based capital allocation models work. I begin by discussing the economic rational for allocating capital in a diversified organization like the B of A. Drawing on recent work by Froot and Stein (1995) and Stein (1996), I argue that the capital budgeting process used by the B of A resembles the operation of an internal capital market in which businesses are allocated capital with the objective of mitigating the costs of external financing. Viewing the capital budgeting process in this way is useful because it suggests that a businesses contribution to the overall variability of the cash flows of the bank will be an important factor in evaluating the risk of (and the capital allocated to) a specific business unit. In addition, since RAROC systems are used both for capital budgeting and management compensation, the measures of risk are designed to limit rent seeking and influence activities by division managers, Next, given the theoretical background, I provide a detailed look at how the RAROC capital allocation and performance evaluation system works at B of A. The primary objective of B of A's system is to assign equity capital to business units (and ultimately to individual credits) so each business unit has the same cost of equity capital. This process implies that investments in riskier projects or business units (measured by the projects contribution to the overall volatility of the market value of the bank) will be required to use less leverage than investments in less risky business units. This paper was presented at the Financial Institutions Center's October 1996 conference on "

    Lightweight Sensing Uncertainty Metric – Incorporating Accuracy and Trust

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    Project Slope - A study of lunar orbiter photographic evaluation secondary analysis tasks Final report

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    Project SLOPE /Study of Lunar Orbiter Photographic Evaluation/ techniques, implementation and accurac

    A monitoring strategy for application to salmon-bearing watersheds

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    Measurement techniques and instruments suitable for life-prediction testing of photovoltaic arrays

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    Array failure modes, relevant materials property changes, and primary degradation mechanisms are discussed as a prerequisite to identifying suitable measurement techniques and instruments. Candidate techniques and instruments are identified on the basis of extensive reviews of published and unpublished information. These methods are organized in six measurement categories - chemical, electrical, optical, thermal, mechanical, and other physicals. Using specified evaluation criteria, the most promising techniques and instruments for use in life prediction tests of arrays were selected
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