I am generally focused on artificial Intelligence and machine Learning; the human mind and behavior; ecology and evolution; what I call the question of well-being; and on blockchain and cryptography.
When it comes to finance, I am interested in investment hypothesis formulation; portfolio security selection; risk management; transaction cost analysis; and decentralized finance.
Some Publications
- Kashyap, R. (2020). The economics of enlightenment: Time value of knowledge and the net present value (NPV) of knowledge machines. B.E. Journal of Economic Analysis and Policy, 20(2), 20190044.
- Kashyap, R. (2020). David vs Goliath (You against the markets): A dynamic programming approach to separate the impact and timing of trading costs. Physica A: Statistical Mechanics and Its Applications, 545, 122848.
- Kashyap, R. (2021). Artificial intelligence: A child’s play. Technological Forecasting & Social Change, 166, 120555.
- Kashyap, R. (2022). Options as silver bullets: Valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory. Annals of Operations Research, XXX (Special Issue: Business Analytics and Operations Research), 1–41.
- Kashyap, R. (2024). The democratization of wealth management: Hedged mutual fund blockchain protocol. Research in International Business and Finance, 102487.
Furthermore
I have held senior (and pioneering) roles - as CEO, Head of Quantitative Research, Product Manager - at both traditional financial service firms and blockchain money management funds in New York, Singapore and Hong Kong, including Goldman Sachs, Morgan Stanley, Merrill Lynch, IHS Markit and Citigroup. I have experience setting the strategy for multi-billion dollar financial service divisions and product managing multi-million dollar quantitative products. I have developed and applied numerous machine learning techniques and related models for risk mitigation and wealth appreciation.
I moved to academia to focus on research regarding uncertainty, optimization and decision making.
I continue to be involved with the industry, on a limited basis, by advising efforts geared towards incubating artificial intelligence and working with several blockchain firms to develop innovative methodologies that can be applied to transform all aspects of human interactions.