papers

Publications (8)

stat.AP2012

Tobit Bayesian Model Averaging and the Determinants of Foreign Direct Investment

Alexander Jordan, Alex Lenkoski

We develop a fully Bayesian, computationally efficient framework for incorporating model uncertainty into Type II Tobit models and apply this to the investigation of the determinan…

cs.PL2021

IFDS Taint Analysis with Access Paths

Nicholas Allen, François Gauthier, Alexander Jordan

Over the years, static taint analysis emerged as the analysis of choice to detect some of the most common web application vulnerabilities, such as SQL injection (SQLi) and cross-si…

cs.CR2018

SAFE-PDF: Robust Detection of JavaScript PDF Malware Using Abstract Interpretation

Alexander Jordan, François Gauthier, Behnaz Hassanshahi +1

The popularity of the PDF format and the rich JavaScript environment that PDF viewers offer make PDF documents an attractive attack vector for malware developers. PDF documents pre…

econ.EM2020

The pain of a new idea: Do Late Bloomers response to Extension Service in Rural Ethiopia?

Alexander Jordan, Marco Guerzoni

The paper analyses the efficiency of extension programs in the adoption of chemical fertilisers in Ethiopia between 1994 and 2004. Fertiliser adoption provides a suitable strategy…

stat.CO2018

Evaluating probabilistic forecasts with scoringRules

Alexander Jordan, Fabian Krüger, Sebastian Lerch

Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields including meteorology, hydrology, economics, and demograph…

q-fin.RM2017

Murphy Diagrams: Forecast Evaluation of Expected Shortfall

Johanna F. Ziegel, Fabian Krüger, Alexander Jordan +1

Motivated by the Basel 3 regulations, recent studies have considered joint forecasts of Value-at-Risk and Expected Shortfall. A large family of scoring functions can be used to eva…