by Daniel Celeny, Loïc Maréchal, Evgueni Rousselot, Alain Mermoud, Mathias Humbert | Mar 4, 2024 | Publications, Scientific Articles
Abstract: Along with the increasing frequency and severity of cyber incidents, understanding their economic implications is paramount. In this context, listed firms’ reactions to cyber incidents are compelling to study since they (i) are a good proxy to estimate...
by Daniel Celeny, Loïc Maréchal | Feb 7, 2024 | Publications, Scientific Articles
Abstract: We extract firms’ cyber risk with a machine learning algorithm measuring the proximity between their disclosures and a dedicated cyber corpus. Our approach outperforms dictionary methods, uses full disclosure and not devoted-only sections, and...
by Loïc Maréchal, Alain Mermoud, Dimitri Percia David, Mathias Humbert | Feb 7, 2024 | Publications, Scientific Articles
Abstract: Early-stage firms play a significant role in driving innovation and creating new products and services, especially for cybersecurity. Therefore, evaluating their performance is crucial for investors and policymakers. This work presents a financial evaluation...
