JP Morgan Hedge Funds Quant : Princeton Quant Finance Expert : MIT AI-Machine Learning Expert : NYS CISO Expert
Impact: [Computational Quant Finance : AI & Machine Learning : Cybersecurity & Cryptography : Digital Transformation]
FinRM™: [Download our Research: Future Of Finance™ : Model Risk Arbitrage™ : Griffiss Cyberspace™]
Who's Who in America®, Who's Who in the World®, Who's Who in Finance & Industry®, Who's Who in Science & Engineering®
AACSB: Research Impact among Finance Nobel Laureates Black-Scholes, Markowitz & Sharpe: Risk & Uncertainty Management.
MIT: AI & Machine Learning: Industry Expert: Deep Learning, NLP, Robots: Self-Driving Cars: Unmanned Ground Vehicles.
Princeton: Princeton Quant Finance & Trading Presentations: AI & Machine Learning: Sponsors: Goldman Sachs, Citadel, etc.
CFA Society: Invited Keynote: JP Morgan & Goldman Sachs Practices Case Studies: Model Risk Management with Auto-ML.
RISK.Net: Bridging Networks, Systems and Controls Frameworks for Cybersecurity Curriculums and Standards Development.
NAIC: National Association of Insurance Commissioners: Pre-empting the Forthcoming Global Cyber Risk Insurance Crisis.
AFCEA C4I & Cyber Conference: Cybersecurity Risk & Uncertainty Management: AI-ML and Risk Management Controls.
SSRN: AI-Machine Learning & Risk-Uncertainty Management:SSRN: 63 Top-10 Research Rankings: Top 2% Authors.
Editor-Referee: ACM, IEEE, Society of Actuaries, Society of Modeling & Simulation, 40+ Top-Tier Journals & Conferences.
CFA Society Rochester, Invited Keynote
The CFA Society:
Advancing Hedge Funds Chief Investment Officer Practices:
Model Risk Management with Auto Machine Learning:
JP Morgan and Goldman Sachs Practices Case Studies.
Country Club of Rochester, Rochester, NY,
October 16, 2018.
Invited Keynote: Dr. Yogesh Malhotra: AACSB has recognized considerable real world impact of Dr. Yogesh Malhotra's research in its Impact of Research Report among others such as Black-Scholes, Harry Markowitz & William Sharpe.
Insight: While all are busy measuring and modeling risk, it is uncertainty management that is of real practical relevance as it always had been before and is now even more so:
"It is this true uncertainty, and not risk, as has been argued, which forms the basis of a valid theory of profit and accounts for the divergence between actual and theoretical competition..."
- Frank H. Knight in Risk, Uncertainty, and, Profit
AI & Machine Learning for Risk & Uncertainty Management Practice Series.
We introduce Risk Management Models using JP Morgan’s pioneering focus on Investment Performance, Analytics, and Risk. We build understanding about Model Risks with focus on Value-at-Risk (VaR), the most prominent financial risk valuation models in use across global practices. AI & Machine Learning (ML) are introduced in terms of the Statistical Probabilistic Analytics underlying the performance of such Models. We advance beyond Normality and Linearity assumptions with sophisticated Models while introducing Bayesian Inference as a complement to above models to mitigate Model Risks often attributed to Frequentist Methodologies. AI & ML Algorithms and Models from the JP Morgan AI-ML portfolio motivate focus on Big Data driven Automated Machine Learning to enable Model Risk Management inspired by Goldman Sachs’ pioneering focus on Model Risk Management and Uncertainty Management. Advancing beyond Risk to Uncertainty which is increasingly characterizing emerging global financial markets, we underscore the need for Augmented Intelligence characterizing Smart Minds smartly using Smart Tools with illustrative cases and examples.
2015-2018: 63 SSRN Top-10 Research Rankings: Top-2% SSRN Authors:
AI, Algorithms & Machine Learning; Anticipatory & Predictive Analytics:
Computer Science, Cybersecurity, Insurance, Quantitative Finance & Trading
SSRN Top-10 Research Ranking Categories:
• Accounting Technology & Information Systems,
• Accounting, Corporate Governance, Law & Institutions,
• Artificial Intelligence,
• Banking & Insurance,
• Capital Markets,
• Cognition in Mathematics Science & Technology,
• Community College Education,
• Computational Biology,
• Computational Techniques,
• Computer Science,
• Computing Technologies,
• Conflict Studies,
• Corporate Governance Practice Series,
• Corporate Governance: Disclosure Internal Control & Risk-Management,
• Cultural Anthropology,
• Cyber-Conflict (Inter-State),
• Decision-Making under Risk & Uncertainty,
• Econometric & Statistical Methods,
• Econometric Modeling,
• Econometric Modeling: Capital Markets - Risk,
• Econometrics: Econometric & Statistical Methods,
• Econometrics: Mathematical Methods & Programming,
• Economics of Networks,
• Forensic Accounting,
• Government Expenditures & Education,
• Hedging & Derivatives,
• Information Systems & Economics,
• Information Systems: Behavioral & Social Methods,
• Information Technology & Systems,
• Innovation & Management Science,
• Innovation Finance & Accounting,
• Innovation Law & Policy,
• Inter-State Conflict,
• Interorganizational Networks & Organizational Behavior,
• IO: Productivity, Innovation & Technology,
• IO: Regulation, Antitrust & Privatization,
• Labor: Human Capital,
• Legal Perspectives in Information Systems,
• Machine Learning,
• Mathematical Methods & Programming,
• Microeconomics: Decision-Making under Risk & Uncertainty,
• Military & Homeland Security,
• Mutual Funds, Hedge Funds, & Investment Industry,
• Operations Research,
• Political Economy - Development: Public Service Delivery,
• Postsecondary Education,
• Risk Management,
• Risk Management & Analysis in Financial Institutions,
• Risk Management Controls,
• Risk Modeling,
• Risk, Regulation, & Policy,
• PSN: Security & Safety,
• Social Network Analysis,
• Sociology of Innovation,
• Stochastic Models,
• Sustainable Technology,
• Systemic Risk,
• Telecommunications & Network Models,
• Uncertainty & Risk Modeling,
• VaR Value-at-Risk.
Recent Research Presentations and Research Reports
2018 Princeton FinTech & Quant Conference: Invited Research Presentation: AI-Machine Learning-Deep Learning MRM.
2018 MIT Sloan-Computer Sc. & AI Lab AI-Machine Learning Executive Guide including RPA & Cognitive Automation
2018 Journal of Operational Risk, March: Toward 'Cyber-Finance’ Cyber Risk Management Frameworks of Practice.
2017 National Association of Insurance Commissioners, June , Advancing Cyber Risk Insurance beyond VaR Models.
2017 IUP Journal of Computer Sciences, April, Quantitative Modeling of Trust and Trust Management Protocols.
Stress Testing for Cyber Risks: Cyber Risk Insurance Modeling beyond Value-at-Risk: Risk, Uncertainty, & Profit.
Toward Integrated Enterprise Risk Management, Model Risk Management & Cyber-Finance Risk Management.
Bridging Networks, Systems and Controls Frameworks for Cybersecurity Curricula & Standards Development.
Advancing Cognitive Analytics Using Quantum Computing for Next Generation Encryption.
Invited Princeton Quant Trading Presentations: 'Rethinking Finance' for the Era of Global Networked Digital Finance.
2016 Princeton Quant Trading Presentation: Beyond Model Risk Management to Model Risk Arbitrage for FinTech Era.
2015 Princeton Quant Trading Presentation: Future of Finance Beyond 'Flash Boys': Managing Uncertainty.
Cybersecurity & Cyber-Finance Risk Management: Strategies, Tactics, Operations, &, Intelligence: ERM to MRM.
A Risk Management Framework for Penetration Testing of Global Banking & Finance Networks VoIP Protocols.
CyberFinance: Why Cybersecurity Risk Analytics Must Evolve to Survive 90% of Emerging Cyber Financial Threats.
Beyond 'Bayesian vs. VaR' Dilemma: How to Manage Risk (After Risk Management Has Failed) for Hedge Funds.
Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR).
Markov Chain Monte Carlo Models for High-Dimensionality Complex Stochastic Problems in Network Security.
Risk, Uncertainty, & Profit for the Cyber Era: 'Knight Reconsidered': Model Risk Management in Cyber Risk Insurance.
Cyber-Finance Risk Management: Strategies, Tactics, Operations, &, Intelligence: ERM to Model Risk Management.
Number Field Sieve Cryptanalytic Algorithms for Most Efficient Prime Factorization on Composites: Beyond RSA 1024.
Future of Bitcoin & Statistical Probabilistic Quant Methods: Global Financial Regulation: Hong Kong Institute of CPAs.
Bitcoin Protocol & Bitcoin Block Chain: Model of 'Cryptographic Proof' based Global Crypto-Currency Payment Systems.
2015-2018 63 SSRN Top-10 Rankings: Computational Quant & Risk Analytics Algorithms Machine Learning Research.
2008 AACSB International Impact of Research Report: Among Black-Scholes, Markowitz, Sharpe, Modigliani & Miller.
Top Wall Street Investment Banks Quantitative Finance Projects & FinTech Ventures
• Princeton: Future of Finance: 'Rethinking Finance' for Era of Global Networked Digital Finance
• 2017 National Association of Insurance Commissioners: Expert Paper: Cyber Risk Insurance Modeling
• 2016 Princeton Quant Trading Conference: Invited Research Presentation: Model Risk Arbitrage
• 2015 Princeton Quant Trading Conference: Invited Research Presentations: Future of Finance
• Quantitative Finance Risk Analytics Modeling Wall Street Investment Banks & VC Projects
• Model Risk Management: Risk Management Analytics from 'Prediction' to 'Anticipation of Risk'
• Quantitative Finance Risk Analytics, Econometric Analytics, Numerical Programming Models
• Quantitative Finance Model Risk Management for Systemic-Tail Risks in Cyber Risk Insurance
• JP Morgan Portfolio Optimization, VaR & Stress Testing: 17-Asset Class Portfolio
• JP Morgan Portfolio Liquidity Risk Modeling Framework for $500-600Bn Portfolio
• Bayesian VaR Beyond Value-At-Risk (VaR) Model Risks Exposed by Global Financial Crisis
• Goldman Sachs Alumnus Asset Manager Large-Scale Data High Freq Econometric Models
• Quantitative Finance, Risk Modeling, Econometric Modeling, Numerical Programming
• Technologies of Computational Quantitative Finance & Risk Analytics and Risk Management
• Algorithms & Computational Finance: C++, SAS, Java, Machine Learning, Signal Processing
• Cybersecurity, Financial Protocols & Networks Protocols Analysis, and, Penetration Testing
• Impact: Quantitative Finance, Quantitative Risk Analytics & Risk Management Projects
• Digital Social Enterprise Ventures Creating Trillion $ Practices for Hundreds of Millions
Named among FinTech Finance & IT Nobel laureates for Real World Impact of Research
• FinTech Innovations: Model Risk Arbitrage, Open Systems Finance, Cyber Finance, Cyber Insurance
• AACSB International Reports Impact of Research among Black-Scholes, Markowitz, Sharpe
• Research Impact Recognized among Finance & Information Technology Nobel laureates
• 63 SSRN Top-10 Rankings: Computational Quant Finance: AI & Decision Modeling; Algorithms & Machine Learning
• FinTech Innovations: Model Risk Arbitrage, Cyber Finance, Cyber Risk Insurance Modeling
• Computational Quantitative Finance Modeling & Risk Management Research Publications
• Model Risk Management of Cyber Risk Insurance Models & Quantitative Finance Analytics
• Thesis on Ongoing Convergence of Financial Risk Management & Cyber Risk Management
• U.S. Federal Reserve & Office of the Comptroller of the Currency Model Risk Guidance
• Bayesian VaR Beyond Value-At-Risk (VaR) Model Risks Exposed by Global Financial Crisis
• Markov Chain Monte Carlo Models & Algorithms to Enable Bayesian Inference Modeling
• OCC Notes Cybersecurity Risk & Cyber Attacks as Key Contributor to Banks' Financial Risk
• Future of Bitcoin & Statistical Probabilistic Quantitative Methods: Global Financial Regulation
• Models Validation Expert Panels: IT, Operations Research, Economics, Computer Science
Global, National, & Enterprise CxO Level FinTech-Cyber-Risk Analytics Ventures
• CxO Think Tank that pioneered 'Digital' Management of Risk, Uncertainty, & Complexity
• CxO Consulting: Global, National & Corporate Risk Management Practices Leadership
• CxO Guidance: Cyber Defense & Finance-IT-Risk Management: Uncertainty & Risk
• CxO Keynotes: Conference Board, Silicon Valley, UN, World Economy: Uncertainty & Risk
• The Future of Finance Project Leading Quantitative Finance Practices at Elite Conferences
• The Griffiss Cyberspace Cybersecurity Venture Spans Wall Street and Hi-Tech Research
• UN Quantitative Economics Expert Paper & Keynote on Global Economists Expert Panel
• National Science Foundation Cybersecurity & Cybercomputing National Expert Panels
• Digital Social Enterprise Innovation Ventures Pioneering the Future of Risk and Quant
• Global Footprint of Worldwide World-Leading CxO Risk Management Ventures & Practices