Yogesh Malhotra

Global Risk Management Network, LLC

Cornell Business and Technology Park

Ithaca, NY 14852-4892

United States

SCHOLARLY PAPERS

27

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Top 5,234

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7,987

SSRN CITATIONS
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SSRN RANKINGS

Top 36,764

in Total Papers Citations

1

CROSSREF CITATIONS

14

Ideas:
“  MIT Sloan School of Management and MIT Computer Science & AI Lab Industry Expert: AI, Machine Learning & Deep Learning: Management & Leadership. Princeton University Princeton FinTech & Quant Presentations on AI-Algorithms-Machine Learning, Computational Quant Finance, and Cybersecurity Risk Engineering: Sponsors: Goldman Sachs, Citadel, SIG, KCG. Industry Leaderships: Top Wall Street investment banks such as JP Morgan, Big-3 Finance and Big-3 IT firms such as Bank of America, and, Digital Transformation ventures with worldwide clients and patrons such as Goldman Sachs, Google, IBM, Intel, Microsoft, Ogilvy, MIT, and, Harvard. Real world impact of research recognized among Finance and IT Nobel laureates: AACSB, scientific impact studies, industry surveys. SSRN: AI-Algorithms-Machine Learning: 58 Top-10 Research Rankings: Top 3% Authors. Marquis Who's Who in the World®, Marquis Who's Who in America®, Marquis Who's Who in Finance & Industry®, Marquis Who's Who in Science & Engineering®.  ”

Scholarly Papers (27)

1.

Stress Testing for Cyber Risks: Cyber Risk Insurance Modeling beyond Value-at-Risk (VaR): Risk, Uncertainty, and, Profit for the Cyber Era

National Association of Insurance Commissioners (NAIC) Expert Paper: Advancing Cyber Risk Insurance Underwriting Model Risk Management beyond VaR to Pre-Empt and Prevent the Forthcoming Global Cyber Insurance Crisis (June 24, 2017)
Number of pages: 189 Posted: 23 Jan 2015 Last Revised: 12 Dec 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 1,069 (19,577)
Citation 3

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Quantitative Analytics, Quantitative Finance, Model Risk Management, Cyber Risk Modeling, Cyber Insurance, Trust, VaR, Value at Risk, Expected Shortfall, ETL, CVaR, Cornish-Fisher, EVT, Bayesian Inference, Markov Chain Monte Carlo, Gibbs Sampling, Metropolis-Hastings Algorithm, Knightian Uncertainty

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Cyber Finance, Cyber Finance Risk Management, Cyber-Finance-Trust Framework (tm), Cyber Economics, Cyber Risk, Quantitative Models, Quantitative Analytics, Cyber Risk Modeling, Cyber Risk Loss Valuation, Quantifying Cyber Risk, Geoeconomics, Cybersecurity, Vulnerabilities, Threats, Risk Mitigation

3.

Beyond Model Risk Management to Model Risk Arbitrage for FinTech Era: How to Navigate ‘Uncertainty’...When ‘Models’ Are ‘Wrong’...And Knowledge’...‘Imperfect’! Knight Reconsidered Again: Risk, Uncertainty, & Profit Beyond ZIRP & NIRP

Research Presentation at: 2016 Princeton Quant Trading Conference, Princeton University
Number of pages: 136 Posted: 25 Apr 2016 Last Revised: 10 Jun 2016
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 807 (29,360)
Citation 1

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Princeton Quant Trading Conference, model risk arbitrage, open systems finance, model risk management, global financial markets, Knightian uncertainty & risk management, self-adaptive complex systems, hyper-turbulent environments, black swans, extreme events, Reflexivity Theory, Hegelian Dialectic

4.
Downloads 613 (42,628)

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Process Engineering; AI; Machine Learning; Deep Learning; Cognitive Computing; Neuromorphic Computing; Model Risk Management; Anticipatory Risk Analytics; Risk Management; Uncertainty Management; Intelligence, Surveillance, & Reconnaissance; Project Maven; Algorithmic Warfare Cross-Functional Team

5.

AI, Machine Learning & Deep Learning Risk Management & Controls: Beyond Deep Learning and Generative Adversarial Networks: Model Risk Management in AI, Machine Learning & Deep Learning: Princeton Presentations in AI-ML Risk Management & Control Systems (Presentation Slides)

Princeton Presentations in AI & Machine Learning Risk Management & Control Systems, 2018 Princeton Fintech & Quant Conference, Princeton University, April 21, 2018.
Number of pages: 104 Posted: 09 May 2018 Last Revised: 14 Dec 2018
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 574 (46,473)

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6.

Beyond ‘Bayesian vs. VaR’ Dilemma to Empirical Model Risk Management: How to Manage Risk (After Risk Management Has Failed) for Hedge Funds

Number of pages: 50 Posted: 16 Dec 2014 Last Revised: 17 Apr 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 518 (52,963)

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Model Risk Management, Risk Modeling, Bayesian Inference, VaR, Portfolio Construction, Portfolio Optimization, Fund of Funds, Hedge Funds.

7.

AI, Machine Learning & Deep Learning Risk Management & Controls: Beyond Deep Learning and Generative Adversarial Networks: Model Risk Management in AI, Machine Learning & Deep Learning

Paper Accepted for Presentation at the 2018 Armed Forces Communications and Electronics Association (AFCEA) C4I and Cyber Conference, Erie Canal Chapter, New York, June 19 & 20, 2018.
Number of pages: 7 Posted: 16 Jul 2018
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 499 (55,498)

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Project Maven, AI, Artificial Intelligence, Machine Learning, Deep Learning, Neural Networks, Model Risk Management, Knowledge Management, AI Augmentation, AI Automation

8.

Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems

Number of pages: 23 Posted: 23 Jan 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 366 (80,656)
Citation 1

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Bayesian Inference, Markov chain, Monte Carlo, High Dimensional Problems, High Dimensional Stochastics, Statistical Computing Algorithms, Metropolis-Hastings algorithm, Gibbs Sampling algorithm

9.

Future of Finance Beyond 'Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World: Knight Reconsidered: Risk, Uncertainty, and Profit for the Cyber Era (Presentation Slides)

Princeton Quant Trading Conference 2015
Number of pages: 55 Posted: 08 Apr 2015 Last Revised: 13 May 2018
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 345 (86,378)
Citation 1

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Model Risk Management, Value at Risk, VaR, T-VaR, ES, GARCH, ARCH, EVT, Power Laws, Bayesian Inference, Markov Chain Monte Carlo Models, FIX, FAST, Cyber Finance, Cyber Risk, Risk Modeling, Knightian Uncertainty Management, Uncertainty Modeling, Cyber Warfare, HFT, High Frequency Trading, Flash Boys

10.

A Risk Management Framework for Penetration Testing of Global Banking & Finance Networks VoIP Protocols

Number of pages: 8 Posted: 25 Jan 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 279 (108,953)
Citation 1

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Cybersecurity, Information Assurance, Banking and Finance, VoIP Networks, Penetration Testing, Ethical Hacking

11.

Bitcoin Protocol: Model of ‘Cryptographic Proof’ Based Global Crypto-Currency & Electronic Payments System

Number of pages: 11 Posted: 12 Feb 2017 Last Revised: 10 Jul 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 276 (110,265)
Citation 3

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Bitcoin, Block Chain, Block Chain Protocol, Bitcoin P2P Electronic Payments System, Attacks-Vulnerabilities of Bitcoin, Cryptographic Protocol, Cryptographic Proof of Work, , Cryptographic Trust, Cryptocurrencies, Money, Cryptographic Algorithms, Elliptic Curve Digital Signature Algorithm, ECDSA

Quantitative Modeling of Trust and Trust Management Protocols in Next-Generation Social Networks-Based Wireless Mobile AD HOC Networks

IUP Journal of Computer Sciences, Vol. XI, No. 2, pp. 7-28. April 2017
Number of pages: 23 Posted: 10 Jun 2017 Last Revised: 12 Jun 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 131 (218,731)

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Wireless mobile ad hoc networks, Network security, Trust management protocols, Trust and Trust management modeling, Trust and trust management metrics

Quantitative Modeling of Trust and Trust Management Protocols in Next Generation Social Networks Based Wireless Mobile Ad Hoc Networks

Number of pages: 25 Posted: 18 Dec 2014
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 117 (238,517)
Citation 2

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Wireless Mobile Ad Hoc Networks, Network Security, Trust Management Protocols, Trust and Trust Management Modeling, Trust and Trust Management Metrics

Quantitative Modeling of Trust and Trust Management Protocols in Next-Generation Social Networks-Based Wireless Mobile Ad Hoc Networks

The IUP Journal of Computer Sciences, Vol. XI, No. 2, April 2017, pp. 7-28
Posted: 25 Jun 2018
Yogesh Malhotra
Global Risk Management Network, LLC

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Wireless mobile ad hoc networks, Network security, Trust management protocols, Trust and Trust management modeling, Trust and trust management metrics

13.

CyberFinance: Why Cybersecurity Risk Analytics Must Evolve to Survive 90% of Emerging Cyber Financial Threats, and, What You Can Do About It? Advancing Beyond 'Predictive' to 'Anticipatory' Risk Analytics

Research Presentation at the 19th New York State Cyber Security Conference Presentation, Albany, NY, June 8-9, 2016, Empire State Plaza, Albany, NY.
Number of pages: 78 Posted: 10 Jun 2016 Last Revised: 13 Aug 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 231 (132,273)
Citation 1

Abstract:

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Value at Risk, VaR, Expected Tail Loss, Coherent Risk Measure, Extreme Value Methods, Catastrophic Risk Models, Anticipatory Risk Analytics, Predictive Risk Analytics, Cyber Risk Insurance Analytics, Cyber Risk Insurance Modeling, Risk and Uncertainty Management, Digital Transformation, Measurement

14.

Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)

Number of pages: 29 Posted: 17 Apr 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 218 (140,610)

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VaR, Value-at-Risk, Credit Risk, Liquidity Risk, Market Risk, Operational Risk, Systemic Risk, VaR Regulation, Coherent Risk Measures, Expected Shortfall, Spectral Risk Measures, Co-VaR, CaViaR

15.

Advancing Cyber Risk Insurance Underwriting Model Risk Management beyond VaR to Pre-Empt and Prevent the Forthcoming Global Cyber Insurance Crisis

Number of pages: 22 Posted: 07 Dec 2017 Last Revised: 14 Dec 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 205 (148,228)

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Network Security, Measurement, Methods, Models, Risk, Uncertainty, Profit, Knight, VaR, Value-at-Risk, Quantitative Finance, Cyber Insurance, Cyber Risk, Cybersecurity

16.

Toward Integrated Enterprise Risk Management, Model Risk Management & Cyber-Finance Risk Management: Bridging Networks, Systems and Controls Frameworks

Presented at: 2015 NY Cyber Security & Engineering Technology Association Conference, Oct. 22, 2015, Rochester Institute of Technology, Rosica Hall, NTID, Rochester, New York
Number of pages: 85 Posted: 11 Jun 2016 Last Revised: 23 Jul 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 159 (186,161)

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IT Cybersecurity and Risk Management Compliance & Controls, Enterprise Risk Management, Model Risk Management, Cyber Finance, Risk Management, Cybersecurity and Penetration Testing, Professional Standards of Practice, Networks Protocols and Network Analysis, Systems and Networks Infrastructure

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Cryptography, Encryption, Shannon’s Maxim, Kerckhoffs's Principle, Cryptanalysis Algorithms, Special Purpose Factoring Algorithms (SPFA), General Purpose Factoring Algorithms (GPFA), Algebraic Number Field Sieves, Number Field Sieve Algorithms, Primes Factorization, RSA-1024, RSA-2048

18.

Bridging Networks, Systems and Controls Frameworks for Cybersecurity Curricula & Standards Development

2015 NY Cyber Security & Engineering Technology Association Conference, Oct. 22, 2015 Rochester Institute of Technology, Rosica Hall, NTID, Rochester, New York
Number of pages: 8 Posted: 11 Jun 2016 Last Revised: 23 Jul 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 102 (261,530)

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Cyber Risk Management, Cybersecurity and Penetration Testing, Computer Science Curricula, Professional Standards of Practice, Networks Protocols and Network Analysis, Systems and Networks Infrastructure, Risk Management & Controls Policy, STEM Education Developments

19.

Advancing Cognitive Analytics Using Quantum Computing for Next Generation Encryption (Presentation Slides)

Number of pages: 52 Posted: 27 Mar 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 69 (331,806)

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CFA, Hedge Funds, Chief Investment Officer, Model Risk Management, Auto Machine Learning, JP Morgan, Goldman Sachs

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Alpha, Algorithms, Hedge Funds, High Frequency Econometrics, High Frequency Trading, Liquidity, Market Microstructure, Trading Strategies

22.

Power Point Presentation: AI-Machine Learning Augmentation and Cybersecurity: Why Smart Minds Using Smart Tools Are Critical for Minimizing Risks, And, What You Can Do About It?

Presentation: 2019 New York State Cyber Security Conference, Albany, NY, June 4 - 5, 2019, Empire State Plaza , Albany, NY
Number of pages: 94 Posted: 21 Jun 2019
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 66 (339,765)

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AI, Artificial Intelligence, Machine Learning, Augmentation, Governance, Cybersecurity, Risk Management, Interpretability, Adversarial Risks

23.
Downloads 44 (409,305)

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Vocational Colleges, Educational Reform, Value-Added Approach, STEM Education, Valuation of College Credentials, Data Science, AI, Machine Learning

24.
Downloads 18 (533,718)

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C++11, C++, Hedge Funds, Investment Banks, Trading, Pricing, Risk Management, Multi-Threading, Concurrency Control, Programming, Programming Languages

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Knowledge Management Systems, Systems Failures, Knowledge, Information, Information Technology

26.

Bridging Networks, Systems and Controls Frameworks for Cybersecurity Curriculums and Standards Development

Journal of Operational Risk, Vol. 13, No. 1, 2018
Number of pages: 24 Posted: 27 Mar 2018
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 2 (639,740)
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cybersecurity and penetration testing, computer science curriculums, professional standards of practice, networks protocol and network analysis, risk management and controls policy, science technology engineering and math (STEM) education developments

27.

Toward 'Cyber-Finance’ Cyber Risk Management Frameworks of Practice: Bridging Networks, Systems, and, Controls Frameworks

The Journal of Operational Risk, March 2018, Forthcoming
Posted: 19 Jun 2017 Last Revised: 03 Dec 2017
Yogesh Malhotra
Global Risk Management Network, LLC

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Cyber Risk Management, Cybersecurity & Penetration Testing, Computer Science Curricula, Professional Standards of Practice, Networks Protocols & Network Analysis, Systems & Networks Infrastructure, Risk Management & Controls Policy, Innovative design and development Practices

Other Papers (1)

Total Downloads: 31
1.

Future of Bitcoin & Statistical Probabilistic Quantitative Methods: Global Financial Regulation (Interview: Hong Kong Institute of CPAs)

Global official magazine of the Hong Kong Institute of Certified Public Accountants, 2014
Number of pages: 6 Posted: 12 Feb 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 31

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Bitcoin, Statistical Probabilistic Quantitative Methods, Global Financial Regulation, Cybersecurity, Controls, Accounting, Auditing, Valuation, Risk Management, Compliance, Global Financial Crisis, Cyber Finance Crisis, Encryption Mechanisms, Mathematical Entropy, Cryptography, Vulnerabilities