Download Research: The Model Risk Management Research Program (1993-Current):
Artificial Intelligence, Algorithms, Machine Learning, Deep Learning:
Risk Management Analytics beyond 'Prediction' to 'Anticipation of Surprise'™
Model Risk Management program that anticipated needs of OCC and Wall Street CROs to “anticipate risk” over a decade before they said “we must anticipate risk”: with research advancing execution of Model Risk Management (see, e.g., US Fed & OCC SR11-7 & OCC2011-12) such as 'anticipation of risks' by 'effective challenge of models'.
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SSRN Top-10 Research Rankings: Top-1 % SSRN Authors:
Artificial Intelligence, Algorithms, Machine Learning, Deep Learning:
Recent Research Papers, Expert Papers, Keynotes, and Presentations .
Capital Markets, Computational Techniques, Corporate Governance, Cyberlaw, Decision-Making under Risk & Uncertainty, Econometric & Statistical Methods, Econometric Modeling, Econometrics, Hedging & Derivatives, Information Systems & Economics, Mathematical Methods & Programming, Microeconomics, Operations Research, Risk Management, Risk Management Controls, Risk Modeling, Stochastic Models, Systemic Risk, Uncertainty & Risk Modeling, and, VaR Value-at-Risk.
•2017-2018 MIT AI-Machine Learning Executive Guide including RPA:
Crypto-Quantum-FinTech: Machine Learning-Internet of Things:
Cyber-Finance-Trust: Offensive Cybersecurity and Model Risk Arbitrage
2018Princeton FinTech & Quant Conference, 2018, April 21 .
•2018 Princeton Quant Trading Conference: Post-FinTech Model Risk Arbitrage :
Crypto-Quantum-FinTech: Machine Learning-Internet of Things:
Cyber-Finance-Trust: Offensive Cybersecurity and Model Risk Arbitrage
2018Princeton FinTech & Quant Conference, 2018, April 21 .
Sponsored by Princeton University, SIG.
•2016 Princeton Quant Trading Conference: Post-FinTech Model Risk Arbitrage :
Crypto-Quantum-FinTech: Machine Learning-Internet of Things:
Cyber-Finance-Trust: Offensive Cybersecurity and Model Risk Arbitrage
2016 Princeton Quant Trading Conference, 2016, April 16 .
Sponsored by Princeton University, Goldman Sachs, Citadel.
•2015 Princeton Quant Trading Conference: Post-HFT Model Risk Management:
Cyber-Quantum-FinTech: Machine Learning, Bayesian Inference, Quantum Crypto
Cyber-Finance-Trust: Defensive Cybersecurity and Model Risk Management
2015 Princeton Quant Trading Conference, 2015, April 04.
Sponsored by Princeton University Bendheim Center & ORFE, Citadel, KCG.
• Model Risk Management and Model Risk Arbitrage for Quantitative Finance & Cyber Risk Insurance:
- Risk, Uncertainty, and, Profit for the Cyber Era: 'Knight Reconsidered' and 'Knight Reconsidered Again'
Post-2008 & Post-Cyber Quantitative Finance Model Risk Management Post Doc Research, 2015-2016.
• ‘Bayesian vs. VaR’ to Model Risk Management for Multi-Asset Portfolios
Advanced Practice beyond MIT Sloan Management Review's Post-Crisis 'MRM Dilemma', 2014 Dec.
• Markov Chain Monte Carlo Models for High-Dimension Stochastics
Advanced Statistical Computing Algorithms for Model Risk Management of Systemic Risks, 2014 May.
• Cybersecurity & Cyber-Finance Risk Management: Understanding Vulnerabilities, Threats, & Risk Mitigation
CSO-CxO Plenary Keynote, National Cybersecurity Summit, Virginia, 2015 Sep.
• Bridging Networks, Systems, and, Controls Frameworks for Cybersecurity Standards Development
New York Cyber Security and Engineering Technology Association (NYSETA) Conference, 2015 Oct.
• Quantitative Modeling of Trust Protocols for Mobile Wireless Networks
Quantitative Models of Trust Frameworks for Mobile Wi-Fi Social Networks, 2014 Dec.
• Penetration Testing Frameworks for Stress Testing Banking VoIP Networks
Stress Testing Frameworks for Emerging Quantitative Finance Cyber Risk Concerns, 2014 May.
• Hong Kong Institute of CPAs Interview on the Future of Bitcoin
Preceded Multiple Predicted Global Regulatory Developments on Bitcoin, 2014 Jan.
• Bitcoin Protocol, ‘Cryptographic Proof’, &, Transaction Block Chain
First Technical Research Report on Bitcoin's Cryptographic ‘Proof of Work’, 2013 Dec.
• Number Field Sieve Cryptanalysis Algorithms for Breaking Encryption
Preceded Google's Public Announcement of Switch from 1024- to 2048-bit RSA, 2013 May.
• JP Morgan Multi-Asset Portfolio Liquidity Assessment Framework
Presentation to JP Morgan Senior Leaders, Managing Directors, Portfolio Managers, 2012 Jun .
• Measuring Financial Risks with Improved Alternatives Beyond VaR
Preceded Risk Magazine Report about Basel Moving Beyond VaR, 2012 Jan.
• AACSB Reports Impact of Research on Model Risk Management Practices
AACSB International, 2008 Feb.
• Structural Equation Models of Digital Consumer Behavior
JMIS, Ranked among Top-2 Peer Reviewed Academic Research Journals, 2008.
• Interview: World's Leading Management Thinkers on Corporate Strategy
Business Standard (India), 2007 Jan.
• Systems & Decision Models for Black Swans in Wicked Environments
Computer Society of India Communications: Invited Reprint of 1997 ACIS Article, 2006 Jul.
• UK Management Press: IT & Knowledge Management Pioneer Interview
Emerald Group Publishing, UK Management Publisher, 2005.
• Designing Real Time Enterprise Decision Models & Business Processes
Journal of Knowledge Management, 2005 Apr .
• Multivariate Regression Models of Digital Consumer Behaviors
JMIS, Ranked among Top-2 Peer Reviewed Academic Research Journals, 2005.
• Why Knowledge Management Systems Fail? Why Models Fail?
American Society for Information Science and Technology, 2004.
• Modeling ‘Human Factors’ Seen in Model Risk Management Guidance
Communications of the ACM, Association for Computing Machinery (ACM), 2004.
• PCA Models of Consumer Behavior for CRM Process Automation
Americas Conference In Information Systems, 2004 Aug .
• CIO Insight Interview: Next Gen Enterprise Risk Management Systems
CIO Insight, 2004 Jul.
• ‘Effective Challenge of Models’, ‘Professional Skepticism’ & ‘Human Factor’
CIO Insight: The Original Interview Focused on Model Risk Management, 2004 Jul.
• United Nations Global Economists Expert Panel Modeling Expert Paper
United Nations, 2003 Sep.
• United Nations Global Economists Expert Panel Modeling Expert Keynote
United Nations, 2003 Sep.
• Europe Interview: Systems and Models for Black Swans & Extreme Events
Business Management Europe, 2003 Sep.
• Asia Interview: Systems and Models for Black Swans & Extreme Events
Business Management Europe, 2003 Sep.
• Regression Models of Motivation & Commitment in Knowledge Work
IEEE, 2003 Jan.
• Designing Digital Exchanges, Social Networks, & Electronic Communities
Information Strategy: The Executive's Journal, 2002.
• Designing Systems for the Digital World of Black Swans & Extreme Events
United Nations - UNESCO Encyclopedia of Life Support Systems (EOLSS), 2002.
• When Best [Practices] Becomes Worst: On Managing Model Risk
Momentum: The Quality Magazine of Australasia [Quality Society of Australasia], 2002 Sep.
• Risk Management and Controls for Emerging Business Environments
Knowledge Management, 2001 Jul.
• Intel Expert Paper: Enabling Next Generation Digital ERM Architectures
Intel Corporation, 2001 Jul.
• Machine Learning vs. Human Factor for “Effective Challenge of Models”
Expert Systems with Applications Journal, 2001 Jan.: Top Ranked Research Paper
• Risk Management and Controls for Digital Business Model Innovation
Knowledge Management and Business Model Innovation, 2001.
• BOOK: Knowledge Management and Business Model Innovation
Genesis of Knowledge Management for Business Model Innovation, 2000.
• Modeling & Measuring Digital Assets & Capital for Knowledge Economies
Journal of Global Information Management, 2000 Sep.
• Designing Digital Enterprises with Insourcing, Outsourcing, Self-Sourcing
Information and Management, 2000.
• Advancing Digital e-Business Information Strategy to "Internet Time"
Information Strategy: The Executive’s Journal, 2000.
• Innovative 'Loose-Tight' Systems for Agile Digital Business Models
Information Resources Management Journal, 2000 Mar.
• Preventing Model Risks in Digital Business Models & Decision Models
Knowledge Management for the Information Professional, 2000.
• BOOK: Knowledge Management and Virtual Organizations
Genesis of Knowledge Management for Virtual Organizations, 2000.
• Modeling How Human Information-Processing Guides Meaning & Behavior
Journal of High Technology Management Research, 1999 Oct .
• CIO Magazine Interview: Does KM=IT? Does 'Reality' = 'Model'?
CIO Magazine, 1999 Sep.
• Advancing Beyond Model Risks in Knowledge Management Systems
Knowledge Management (UK), 1999 Mar.
• Multivariate Regression Models of Social Influences in Social Networks
IEEE, 1999 Jan.
• Systems & Decision Models for Black Swans in Wicked Environments
Americas Conference in Information Systems, 1997 Aug .
• Academy of Management Best Reviewer Award: Quantitative Analytics
100+ Quantitative Statistical Modeling Reviews for 40+ Research Publishers.
• National Science Foundation Cybercomputing-Cybersecurity Expert Panels
32 National Science Foundation Computer Scientists SBIR/STTR Expert Panels.
• Google Scholar: Decision Models, Risk Models, Uncertainty Management
20-Year Research Program: Global Impact on Worldwide Firms & Governments.
• Other Computational Quantitative Finance & Risk Analytics Publications
1993-Current .
• Other Computational Quantitative Finance & Risk Analytics Projects |
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