Search results for "Clustering techniques"
showing 2 items of 2 documents
Mitigating DDoS using weight‐based geographical clustering
2020
Distributed denial of service (DDoS) attacks have for the last two decades been among the greatest threats facing the internet infrastructure. Mitigating DDoS attacks is a particularly challenging task as an attacker tries to conceal a huge amount of traffic inside a legitimate traffic flow. This article proposes to use data mining approaches to find unique hidden data structures which are able to characterize the normal traffic flow. This will serve as a mean for filtering illegitimate traffic under DDoS attacks. In this endeavor, we devise three algorithms built on previously uncharted areas within mitigation techniques where clustering techniques are used to create geographical clusters …
Empirical Study on the Relationship between the Cross-Correlation among Stocks and the Stocks' Volatility Clustering
2013
In this paper we discuss univariate and multivariate statistical properties of volatility with the aim of understanding how these two aspects are interrelated. Specifically, we focus on the relationship between the cross-correlation among stock's volatilities and the volatility clustering. Volatility clustering is related to the memory property of the volatility time-series and therefore to its predictability. Our results show that there exists a relationship between the level of predictability of any volatility time-series and the amount of its inter-dependence with other assets. In all considered cases, the more the asset is linked to other assets, the more its volatility keeps memory of …