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Yogesh Malhotra

Global Risk Management Network, LLC

Cornell Business and Technology Park

Ithaca, NY 14852-4892

United States

  • Global Risk Management Network, LLC

SCHOLARLY PAPERS

23

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in Total Papers Downloads

5,332

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“  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: 54 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®.  ”

  • Global Risk Management Network, LLC

Scholarly Papers (23)

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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 290 (22,322)

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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

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 (52,973)

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

3.

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

Downloads 205 (134,369)

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 103 (237,948)

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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

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 102 (239,637)

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

4.

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 109 (89,941)

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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

5.

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 (87,703)

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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

6.

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 (111,373)

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

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 (140,789)

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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

8.

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

Number of pages: 25 Posted: 24 Jan 2015 Last Revised: 10 Jul 2017
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 27 (248,221)

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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

9.

Model Risk Management in AI, Machine Learning & Deep Learning (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
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 0 (238,173)

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10.

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 0 (586,174)
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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

11.

If You Build It, They Will Come: Getting U.S. Vocational Colleges to Deliver 'Job Ready' Graduates for 'Real Jobs' of the 'Real World' (Presentation Slides)

Number of pages: 102 Posted: 27 Mar 2018
Yogesh Malhotra
Global Risk Management Network, LLC
Downloads 0 (456,454)

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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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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

13.

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 0 (231,950)

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

14.

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

15.

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 0 (360,785)

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16.

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 0 (133,784)

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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

17.

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 0 (260,508)

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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

18.

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 0 (200,558)

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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

19.

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 0 (152,326)

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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

20.

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 (32,608)

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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

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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

22.

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
Yogesh Malhotra
Global Risk Management Network, LLC

Abstract:

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

Other Papers (1)

Total Downloads: 19    Citations: 0
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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

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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