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Global Business & IT Editorial Reviews as Industry Benchmark: Wall Street Journal, New York Times, Fortune, Fast Company, Forbes, Business Week, CIO, CIO Insight, Computerworld, Information Week, etc. 'The new business model of the Information Age, however, is marked by fundamental, not incremental, change. Businesses can't plan long-term; instead, they must shift to a more flexible anticipation-of-surprise model.' – CIO Magazine Interview, Dr. Yogesh Malhotra. 'Obsolete what you know before others obsolete it and profit by creating the challenges and opportunities others haven't even thought about…' – Inc. Magazine Interview, Dr. Yogesh Malhotra. 'Yogesh Malhotra says his vision is to fill the gaps between business and technology, data and knowledge, and, theory and practice…' – Fortune Magazine Interview, Dr. Yogesh Malhotra. R&D Building, Leading & Growing Global Digital Practices, Technologies, Teams, and, Ventures For 3-Decades: Silicon Valley-Wall Street-Pentagon-Global Boards-CEOs-NYS-USAF-USSF-MIT-Princeton-AWS Partner-AI-Cyber-Crypto-Quantum-Networks-Risk Engineering SME: MIT Computer Science & AI Lab Faculty-SME CEOs-CTOs-CIOs AI-ML Executive Guide: AI-ML-DL-NLP-Robots: R&D Impact Among AI-Quant Finance Nobel Laureates: Princeton-CFA-PRMIA-Financial Markets-Exchanges-Hedge Funds Risk Engineering, AI-Cyber-Crypto-Quant Finance-Trading Wall Street Quant-Chief Scientist. C4I-Cyber™: C4I-Cyber.com: Because the Future of the World Depends Upon It™: Controlling Global 'Invisible Risk' Contagions Cascading Across 'Global Networks'. C4I-Cyber™ Global Command & Control Network™ Leading Global CxO Digital Transformation & Risk Management Practices for 30-Years. C4I-Cyber™ Global Command & Control Network leads USA and the World beyond AI-Supremacy and Quantum-Supremacy to global Command and Control Supremacy in the context of COVID-19 global pandemic positioning Global Risk Management Network, LLC as the world leader in hi-tech C4I-Cyber Command and Control, Adversarial Command and Control, and, Counter Adversarial Command and Control enabled by consensus building of US national, state, and, regional leaders including from U.S. Congress, U.S. Senate, Pentagon. Having Pioneered Digital Transformation & Digital Disruption Spanning Silicon Valley, Wall Street, Pentagon, and Worldwide Organizations C4I-Cyber™ Leads USA and the World Beyond AI-Supremacy and Quantum-Supremacy to C2 Command & Control Supremacy. C4I-Cyber.com: Command & Controls Survival & Sustainability in Post-COVID19 World. C4I-Cyber™ leads USA and the World beyond AI-Supremacy and Quantum-Supremacy to Command & Control C2 Supremacy.

#CVaR #Conditional #ValueAtRisk: #ExpectedShortfall: Background Paper:””J.P. Morgan #HedgeFunds #CVaR, #ES, . . .

Comments Off on #CVaR #Conditional #ValueAtRisk: #ExpectedShortfall: Background Paper:””J.P. Morgan #HedgeFunds #CVaR, #ES, . . .03

Source: https://www.linkedin.com/feed/update/urn%3Ali%3Ashare%3A6767161720420016128

#CVaR #Conditional #ValueAtRisk: #ExpectedShortfall: Background Paper:
J.P. Morgan #HedgeFunds #CVaR, #ES, #EVT #Empirical #Models:
https://lnkd.in/eGr9eCi : https://lnkd.in/gFn4Vm2 :
Expected Shortfall was modeled to overcome limitations of VaR. Portfolio modeling with Returns Maximizing portfolio was examined for volatility and advanced analysis using VaR, CVaR, ARCH/GARCH, and EVT.

#PyPortfolioOpt: https://lnkd.in/eP6KSqy : Implements #Portfolio #Optimisation methods, including classical #EfficientFrontier techniques and #BlackLitterman allocation…

United States Air Force Air Force Research Laboratory #AI #Quant #Cyber #Crypto #Quantum #Ventures: https://lnkd.in/eQP7ryU

#USAF #Pentagon S&T R&D #Strategy: #ABMS2: Beyond #JADC2 to #JADAC2 & #JADCAC2: https://lnkd.in/eQP7ryU

AIMLExchange.com We create the Digital Future™:

C4I-Cyber.com Because the Future of the World Depends Upon It™:

Massachusetts Institute of Technology Computer Science & AI Lab: AI-ML-DL-NLP-RPA: Executive Guide: https://lnkd.in/eknKzm5 :

Princeton University #AI #Cyber #Crypto #Quantum #Computing #RiskManagement Presentations: ModelRiskArbitrage.com

AIMLExchange™ We create the Digital Future™ : C4I-Cyber™ Because Future of the World Depends Upon It

Thanks to Petter Kolm for sharing:

Dr. Yogesh Malhotra, AI-ML-Cyber-Quant Finance Post-Doc on LinkedIn: #cvar #conditional #valueatrisk #expectedshortfall #hedgefunds #cvar #es…
Dr. Yogesh Malhotra, AI-ML-Cyber-Quant Finance Post-Doc on LinkedIn: #cvar #conditional #valueatrisk #expectedshortfall #hedgefunds #cvar #es…
#CVaR #Conditional #ValueAtRisk: #ExpectedShortfall: Background Paper: J.P. Morgan #HedgeFunds #CVaR, #ES, #EVT #Empirical #Models: https://lnkd.in/eGr9eCi :…
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Silicon Valley's 'Next Big Thing': "Do Something Epic: Save the World™": "Venture capitalist Roger McNamee recently implored Silicon Valley to embrace human-driven social networks that empower rather than exploit users as the Next Big Thing. Having pioneered such networks, we were invited to guide Silicon Valley three decades or so ago on building Digital enterprises for the Wild Wild Web*. Today, we are ready to again lead Silicon Valley to further advance human-driven technologies in collaboration with the AFRL..." - Dr. Yogesh Malhotra, Founder, AWS-Quantum Valley™: BRINT.com Know-Build-Monetize™ Networks: YM-ABC™: YogeshMalhotra.com: AIMLExchange.com : BRINT.com : C4I-Cyber.com