Yogesh Malhotra

Global Risk Management Network, LLC

Founding Chairman, CEO-CIO-CTO

Griffiss Business & Technology Park

306 Market St.

Rome, NY 13441-1155

United States

http://YogeshMalhotra.com/

GIBC Digital, LLC (Earlier)

195 Plymouth St, Ste 620

Brooklyn, NY 11201

United States

http://YogeshMalhotra.com

SCHOLARLY PAPERS

35

DOWNLOADS
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Top 4,892

in Total Papers Downloads

11,757

SSRN CITATIONS
Rank 39,192

SSRN RANKINGS

Top 39,192

in Total Papers Citations

2

CROSSREF CITATIONS

17

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 (35)

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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

2.

A Report on the Future of Finance, Future of Risk, and Future of Quant: Risk, Uncertainty, and, Profit for the Cyber Era: Model Risk Management of Cyber Insurance Models using Quantitative Finance and Advanced Analytics

A Report on the Future of Finance, Future of Risk, and Future of Quant: Risk, Uncertainty, and, Profit for the Cyber Era: Model Risk Management of Cyber Insurance Models using Quantitative Finance and Advanced Analytics. Abridged version: National Association of Insurance Commissioners (NAIC) Exp
Number of pages: 184 Posted: 23 Jan 2015 Last Revised: 31 Dec 2021
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 1,326 (20,702)
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

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 928 (34,691)
Citation 2

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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.

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 919 (35,211)

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5.
Downloads 778 (44,205)
Citation 2

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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

6.

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 726 (48,516)
Citation 1

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

7.

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 585 (64,106)

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

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 453 (87,822)
Citation 2

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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.

CreditMetrics Methodology and Credit Value at Risk (Credit VaR)

Number of pages: 9 Posted: 22 Mar 2021
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 415 (97,265)

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Credit Risk, CreditMetrics, Credit VaR, VaR, Value at Risk, Transition Matrices, Credit Ratings, Forward Pricing, Forward Price Curves, Fixed Income, Bonds, Bond Defaults, Credit Defaults, Economic Capital, Diversification

10.

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 390 (104,479)
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

11.

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 382 (106,998)

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

12.

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 377 (108,566)
Citation 4

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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

13.

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 328 (126,631)
Citation 2

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

14.

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 301 (138,526)
Citation 1

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

15.

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 296 (140,925)

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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

16.

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 289 (144,520)
Citation 1

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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

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 160 (250,637)

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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 125 (304,827)
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

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

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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

20.

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 202 (204,540)

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

22.

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 126 (301,691)

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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

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C5ISR, Command & Control, Quantum Computing, Qiskit, Defense & Space, Joint All Domain Operations, Beyond JADC2: JADAC2-JADCAC2, Beyond Lethality Doctrine

24.

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 123 (307,003)

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25.
Downloads 117 (318,279)

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Risk Management, Command & Control, Adversarial Command & Control, Counter-Adversarial Command & Control, Survival & Sustainability, Systems, Cyber Security, Network Security, Pandemic, COVID-19, Coronavirus, Contagion, Cascading Attacks, Data Protection, Data Protection Act

26.
Downloads 96 (363,474)

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

27.

C4I-Cyber Command & Control Supremacy: Why It’s More Critical Than AI & Quantum Supremacy & What You Can Do about It? Security in Post-COVID Virtual Era Beyond Data, Models, Algorithms

Forthcoming, 2021 New York State Cyber Security Conference, June 8-9, 2021, Empire State Plaza - Albany, NY.
Number of pages: 53 Posted: 01 Jun 2021 Last Revised: 27 Oct 2021
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 75 (420,961)

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C4I-Cyber, C4I, Cyber Security, Artificial Intelligence, Quantum Computing, Command & Control, C2, Command & Control Supremacy, Advanced Battle Management System, ABMS, Joint All Domain Command & Control, JADC2

28.
Downloads 72 (430,495)

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

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Risk Strategy, Risk Management, Risk Modeling, Catastrophic Risks, Extreme Risks, Extreme Value Theory, Cyber Finance, Cyberwar, Cybersecurity, Statistics, Probability, Quantitative Methods

30.

Anticipatory Risk Analytics for Global Response on the Containment of COVID-19

Number of pages: 5 Posted: 28 Aug 2020
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 22 (669,324)

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COVID-19, Coronavirus, Healthcare Prediction, Control, Models, Modeling, Model Risk Management, Catastrophic Risk

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

32.

VigiTrust Global Advisory Board Keynote: How to Manage Geopolitical Crisis-Risks: Protecting Global & National Critical Infrastructures (Presentation Slides)

March 30, 2022: VigiTrust Global Advisory Board Keynote, How to Manage Geopolitical Crisis-Risks: Protecting Global & National Critical Infrastructures, Dr. Yogesh Malhotra: Keynote Video Presentation: https://youtu.be/jor6lojSJmM [Slide Deck].
Number of pages: 23 Posted: 29 Apr 2022
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 12 (748,566)

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Cybersecurity, Cyber Risk, Critical Infrastructures, Geopolitical Crisis, Global Information Infrastructure, National Information Infrastructure, Homeland Security, Defense & Space, Control Doctrine, Quantum Uncertainty, Time Complexity, Space Complexity, Time and Space Complexity

33.

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 (843,127)
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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

34.

Artificial Intelligence Augmentation for Large-Scale Global Systemic and Cyber Risk Management Projects: Model Risk Management for Minimizing the Downside Risks of Artificial Intelligence and Machine Learning

Journal of Financial Transformation, Capco Institute (UK), Vol. 49, pp. 94-99. April 2019
Posted: 05 May 2022
Yogesh Malhotra
Global Risk Management Network, LLC

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Artificial Intelligence, Machine Learning, Model Risk Management, Algorithms, Deep Learning, Neural Networks, Generative Adversarial Network, GAN, Knowledge Management, AI Automation, AI Augmentation

35.

Bridging networks, systems and controls frameworks for cybersecurity curriculums and standards development

The Journal of Operational Risk, March 2018, Vol. 13, No. 1, pp. 77-99.
Posted: 19 Jun 2017 Last Revised: 06 Apr 2022
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 (7)

Total Downloads: 471

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Quantum Computing, Artificial Intelligence, Cryptography, Cybersecurity, Autonomy, Control, ABMS, JADC2, USAF, USSF, Advanced Battle Management System, Joint All Domain Command & Control, AIML Exchange, C4I-Cyber, US Air Force, US Space Force

2.
Downloads 69

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Artificial Intelligence, Block Chain, Cloud Computing, Cybersecurity, National Digital ID, National Information Infrastructure

3.

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 60

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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

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C4I-Cyber, C4I, Cyber Security, Artificial Intelligence, Quantum Computing, Command & Control, C2, Command & Control Supremacy, Advanced Battle Management System, ABMS, Joint All Domain Command & Control, JADC2

5.

Existing & Emerging Sectors of AI, Cybersecurity, Defense and Law Enforcement

ConnectAI 2022 Digital Masterclass: Video of Conference Presentation: https://www.youtube.com/watch?v=JGB76NJRRBU
Number of pages: 82 Posted: 23 Mar 2022
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 51

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Artificial Intelligence, Cybersecurity, Defense, Law Enforcement, Data, Models, Algorithms, AI Engineering, MLOps, DevSecOps, Cyber Engineering, Resilience

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Digital Life, Digital Search, Digital Learning, Digital Work, User Empowerment, Surveillance Capitalism

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Digital Transformation, Artificial Intelligence, Machine Learning, Deep Learning, Natural Language Processing, and, Robotic Process Automation, Cyber Security, Network Security, Cryptography & Cryptanalytics, Block Chain, Cryptocurrencies, Quantum Computing, Quantitative Finance & Trading