activity
20222024
most citedFundamentals of Generative Large Language Models and Perspectives in Cyber-Defense

23 citations · 24 across the 7 of their papers we have counts for

collaborators

7 papers

cs.CE2024

Clustering doc2vec output for topic-dimensionality reduction: A MITRE ATT&CK calibration

Nathan Monnet, Loïc Maréchal, Julian Jang-Jaccard +1

We introduce a novel approach to text classification by combining doc2vec embeddings with advanced clustering techniques to improve the analysis of specialized, high-dimensional te…

q-fin.PM2024

Disentangling the sources of cyber risk premia

Loïc Maréchal, Nathan Monnet

We use a methodology based on a machine learning algorithm to quantify firms' cyber risks based on their disclosures and a dedicated cyber corpus. The model can identify paragraphs…

q-fin.PM2024

Cyber risk and the cross-section of stock returns

Daniel Celeny, Loïc Maréchal

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 m…

q-fin.PR2024

Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data

Loïc Maréchal, Alain Mermoud, Dimitri Percia David +1

Early-stage firms play a significant role in driving innovation and creating new products and services, especially for cybersecurity. Therefore, evaluating their performance is cru…

q-fin.GN2024★ 1 cited

Prioritizing Investments in Cybersecurity: Empirical Evidence from an Event Study on the Determinants of Cyberattack Costs

Daniel Celeny, Loïc Maréchal, Evgueni Rousselot +2

Along with the increasing frequency and severity of cyber incidents, understanding their economic implications is paramount. In this context, listed firms' reactions to cyber incid…

cs.CL2023★ 23 cited

Fundamentals of Generative Large Language Models and Perspectives in Cyber-Defense

Andrei Kucharavy, Zachary Schillaci, Loïc Maréchal +6

Generative Language Models gained significant attention in late 2022 / early 2023, notably with the introduction of models refined to act consistently with users' expectations of i…

q-fin.CP2022

TechRank

Anita Mezzetti, Loïc Maréchal, Dimitri Percia David +5

We introduce TechRank, a recursive algorithm based on a bi-partite graph with weighted nodes. We develop TechRank to link companies and technologies based on the method of reflecti…