The security community has placed a significant emphasis on developing tools and techniques to address known security issues. Some examples of this emphasis include security tools such as anti-virus software and Intrusion Detection Systems (IDS). This reactive approach to security is effective against novice adversaries (i.e. script kiddies) because they typically use off-the-shelf tools and popular techniques to conduct their attacks. In contrast, the innovative adversaries often devise novel attack vectors and methodologies that can render reactive measures inadequate. These pioneering adversaries have continually pushed the security frontier forward and motivate a need for proactive security approaches. A proactive approach that we pursue in this research is actionable cyber-attack forecasting. The objectives of actionable cyber-attack forecasting are to learn an attacker's behavioral model, to predict future attacks, and to select appropriate countermeasures. The computational complexity of analyzing attacker models has been an impediment to the realization of reliable cyber-attack forecasting. We address this complexity issue by developing adversary models and corresponding complexity reduction techniques. We then introduce a heuristic for learning behavioral models of potentially deceptive adversaries online. Last, we consider a capture-the-flag problem, formulate the problem as a cybersecurity game with asymmetric information, and demonstrate how the models and techniques developed in this paper can be used to forecast a cyber-attack and recommend appropriate countermeasures.