Events for the Month of May 2012
Previous Month Next Month
SSE Dissertation Defense - Doctoral Candidate - Janet Carrier Oren
Author : sse@stevens.edu (sse@stevens.edu)
Date : Wed, May 2, 2012 Time: 10:00 AM
Description :

Doctoral Candidate - Janet Carrier Oren

 

Doctor of Philosophy

Establishing a Framework for an Information Systems Security Engineering Process

Tuesday, May 2nd - 10:00 AM

Babbio 541B

THESIS ADVISORS:

Brian Sauser - School of Systems and Enterprises

 

ADDITIONAL MEMBERS OF THESIS COMMITTEE:

Anthony Barrese, School of Systems and Enterprises; John Farr, United States Military Academy; Edward Stohr, Howe School of Technology Management; Chris Kubic, Department of Defense

 

ABSTRACT:

The need for system safety was recognized during the 1940s. Information systems security engineering is now recognized as essential to many contemporary system developments. It has been observed that safety and security requirements often overlap within software-based systems. Both the safety and security disciplines have an objective of operating and failing in a safe and secure manner that is realized through analysis, testing, and/or inspection. Such common objectives and methodologies raise the question of whether cost savings could be realized if the safety and security tasks were executed simultaneously. To study potential cost savings, it is necessary to compare tasks in a similar manner. While safety engineering descriptions are task based and focused on artifacts, information systems security engineering process descriptions are unstructured. The purpose of this research was to establish a comparable process description for systems security engineering. Business process modelling based upon existing process descriptions is, as a starting point, applied to define a framework rendering the process understandable to a broad audience and to allow for focused research and improvement. This research presents the process for creation of an innovative model and completion of the model and supporting documentation. Evidence is provided of early adoption of the model. Reviews from application of the process model have recognized its value in establishing consistency in application of the systems security engineering process and in guiding further research on task execution. The model is also being adopted as the foundation for development of a new government publication addressing systems security engineering.
 
Financial Engineering Seminar Series - May 3, 2012 - Michel Robe "Does 'Paper Oil' Matter? Energy Markets' Financialization and Equity-Commodity Co-Movement"
Author : sse@stevens.edu (sse@stevens.edu)
Date : Thu, May 3, 2012 Time: 5:00 PM
Description :

ABSTRACT

We construct a uniquely detailed, comprehensive dataset of trader positions in U.S. energy futures markets. We find considerable changes in the make-up of the open interest between 2000 and 2010 and show that these changes impact asset pricing. Specifically, dynamic conditional correlations between the rates of return on investable energy and stock market indices increase significantly amid greater activity by speculators in general and hedge funds in particular (especially funds active in both equity and energy markets). The impact of hedge fund activity is markedly lower in periods of financial market stress. Our results support the notion that the composition of trading activity in futures markets helps explain an important aspect of the distribution of energy returns, and have ramifications in the debate on the financialization of energy markets.

 

BIOGRAPHY

Professor Robe teaches derivatives and international finance at KSB. His teaching has received multiple accolades, and he was voted Kogod Graduate Professor of the Year 2012.

 

His papers on insider trading, investor protection, optimal security design, and the costs of volatility have appeared in the Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, the International Economic Review, various other academic journals and in books. His current research deals with the organization and evolution of commodity and financial futures markets, derivatives-market microstructure, and cross-market shock transmission.

 

Prof. Robe received his Ph.D. in Financial Economics from Carnegie Mellon University. He previously taught international finance at Carnegie Mellon, the University of Miami and McGill University. Since 2006, he has been associated with the U.S. Commodity Futures Trading Commission (CFTC) as a Visiting then Consulting Senior Economist. He has also consulted for the U.S. Securities and Exchange Commission (SEC, 2008-2010) and the U.S. Energy Information Administration (EIA, 2011-2012).
 
SSE Annual Doctoral Research Symposium (DRS@SSE)
Author : drssse@gmail.com (DRS@SSE Co-Chairs)
Date : Mon, May 21, 2012
Description :

On an annual basis, the School of Systems and Enterprises provides an opportunity for doctoral candidates to present their research in a two day research event, and receive feedback from professors, peers and colleagues. The Annual SSE Doctoral Research Symposium (DRS@SSE) provides a tremendous opportunity for our doctoral students to network, share ideas and resources, and build community within the doctoral program. Doctoral Research Days occur in May and December of each year, and are held on-campus at Stevens in Hoboken, NJ.
 
SSE Annual Doctoral Research Symposium (DRS@SSE)
Author : drssse@gmail.com (DRS@SSE Co-Chairs)
Date : Tue, May 22, 2012
Description :

On an annual basis, the School of Systems and Enterprises provides an opportunity for doctoral candidates to present their research in a two day research event, and receive feedback from professors, peers and colleagues. The Annual SSE Doctoral Research Symposium (DRS@SSE) provides a tremendous opportunity for our doctoral students to network, share ideas and resources, and build community within the doctoral program. Doctoral Research Days occur in May and December of each year, and are held on-campus at Stevens in Hoboken, NJ.