Category Archives: Knowledge Modelling

Capital Asset Pricing Model (CAPM): A Simple Example

It’s quite easy to experiment with simple trading & risk assessment models using Python. One could start with the simple Capital asset pricing model (CAPM), which despite its limitations remains popular in various diversified portfolio construction use cases. Using the stats module of SciPy one can easily regress a company’s stock returns (Ri) against the […]

Detection of anomalies in critical financial infrastructure

Anomaly detection is a family of analytic techniques that learns typical properties of a system and reports significant deviations from the typical system’s properties as outliers. Anomaly detection is frequently used in state-of-the-art Intrusion Detection Systems (IDSs) because it can provide protection from new zero-day attacks whenever these attacks lead to deviations from typical behaviours […]

FINSEC Big Data Infrastructure

The usage of Big Data for security management represents a significant advance in terms of both methodology and technology for any service platform dealing with cyber and physical security, especially in the financial sector. The FINSEC platform is a layered microservice architecture specifically designed to manage alerts and incidents from different sensors within financial critical […]