Yogesh Malhotra

Global Risk Management Network, LLC

Cornell Business and Technology Park

Ithaca, NY 14852-4892

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 11,995

SSRN RANKINGS

Top 11,995

in Total Papers Downloads

3,108

CITATIONS

0

Scholarly Papers (14)

1.

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

Number of pages: 189 Posted: 23 Jan 2015 Last Revised: 25 Jan 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 290 (30,678)

Abstract:

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

2.

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 221 (57,023)

Abstract:

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

3.

Future of Finance Beyond 'Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World

Princeton Quant Trading Conference 2015
Number of pages: 55 Posted: 08 Apr 2015 Last Revised: 10 Jun 2016
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 109 (99,477)

Abstract:

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

4.

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 104 (102,483)

Abstract:

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

5.

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 86 (125,303)

Abstract:

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

6.

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 55 (224,607)

Abstract:

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

7.

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 49 (148,445)

Abstract:

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

8.

Number Field Sieve Cryptanalysis Algorithms for Most Efficient Prime Factorization on Composites

Number of pages: 25 Posted: 24 Jan 2015 Last Revised: 25 Apr 2016
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 27 (256,356)

Abstract:

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

9.

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

Number of pages: 11 Posted: 12 Feb 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 0 (444,507)

Abstract:

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

10.

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
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 0 (321,152)

Abstract:

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

11.

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
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 0 (268,907)

Abstract:

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

12.

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

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: 18 Jun 2016
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 0 (244,973)

Abstract:

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

13.

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 0 (52,019)

Abstract:

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

Abstract:

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

Other Papers (1)

Total Downloads: 3    Citations: 0
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 0

Abstract:

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