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Professor Julian Williams' Outputs (6)

Practical Witness-Key-Agreement for Blockchain-based Dark Pools Financial Trading (2021)
Book Chapter
Ngo, C. N., Massacci, F., Kerschbaum, F., & Williams, J. (2021). Practical Witness-Key-Agreement for Blockchain-based Dark Pools Financial Trading. In N. Borisov, & C. Diaz (Eds.), Financial Cryptography and Data Security 25th International Conference, FC 2021, Virtual Event, March 1–5, 2021, Revised Selected Papers, Part II (579-598). Springer Verlag. https://doi.org/10.1007/978-3-662-64331-0_30

We introduce a new cryptographic scheme, Witness Key Agreement (WKA), that allows a party to securely agree on a secret key with a counter party holding publicly committed information only if the counter party also owns a secret witness in a desired... Read More about Practical Witness-Key-Agreement for Blockchain-based Dark Pools Financial Trading.

JUNE: open-source individual-based epidemiology simulation (2021)
Journal Article
Aylett-Bullock, J., Cuesta-Lazaro, C., Quera-Bofarull, A., Icaza-Lizaola, M., Sedgewick, A., Truong, H., Curran, A., Elliott, E., Caulfield, T., Fong, K., Vernon, I., Williams, J., Bower, R., & Krauss, F. (2021). JUNE: open-source individual-based epidemiology simulation. Royal Society Open Science, 8(7), https://doi.org/10.1098/rsos.210506

We introduce June, an open-source framework for the detailed simulation of epidemics on the basis of social interactions in a virtual population constructed from geographically granular census data, reflecting age, sex, ethnicity and socio-economic i... Read More about JUNE: open-source individual-based epidemiology simulation.

The Work-Averse Cyber Attacker Model: Theory and Evidence From Two Million Attack Signatures (2021)
Journal Article
Allodi, L., Massacci, F., & Williams, J. (2022). The Work-Averse Cyber Attacker Model: Theory and Evidence From Two Million Attack Signatures. Risk Analysis, 42(8), 1623-1642. https://doi.org/10.1111/risa.13732

The assumption that a cyber attacker will potentially exploit all present vulnerabilities drives most modern cyber risk management practices and the corresponding security investments. We propose a new attacker model, based on dynamic optimization, w... Read More about The Work-Averse Cyber Attacker Model: Theory and Evidence From Two Million Attack Signatures.

Testing the Eigenvalue Structure of Spot and Integrated Covariance (2021)
Journal Article
Dovonon, P., Taamouti, A., & Williams, J. (2022). Testing the Eigenvalue Structure of Spot and Integrated Covariance. Journal of Econometrics, 229(2), 363-395. https://doi.org/10.1016/j.jeconom.2021.02.006

For vector Itˆo semimartingale dynamics, we derive the asymptotic distributions of likelihoodratio-type test statistics for the purpose of identifying the eigenvalue structure of both integrated and spot covariance matrices estimated using high-frequ... Read More about Testing the Eigenvalue Structure of Spot and Integrated Covariance.