|Period||Educational institution||Department / Occupation|
|2002-2008||Lomonosov Moscow State University||Physics / Physics of an atomic nucleus and particles / Computer Methods in Physics|
|2010-2013||Financial University under the Government of the Russian Federation||Correspondence Department of Economics / Finance and Credit / Financial Management|
|2013-c/t||Financial University under the Government of the Russian Federation||Postgraduate / 08.00.10 Finance, monetary circulation and credit|
The scope of my main research interests currently include research, development and testing of various mathematical and econometric methods and models to solve practical problems in the economy. Among them: Markov regime-switching models with fixed or time-dependent transition matrix (MRS-CTP, MRS-TVTP), wavelet decomposition and its applications, the use of the generalized normal distribution (GED v.1 / v.2) in various problems, bootstrap, empirical mode decomposition and Hilbert-Huang transformation (EMD, EEMD, CEEMDAN, HHT), the time-dependent intrinsic correlation TDIC) and others. The particular interest at the economy area are the early warning crisis indicators systems and study of pricing in the electricity spot market. In my research I have been using the following software products and platforms such as Matlab, Stata, E-Views, TeX / LaTeX and others.
In the Science – Publication, you can find a list of publications with my participation and find detailed information about them, and also to download the text of some works and software modules and libraries that have been implemented to perform calculations in accordance with the methodologies and approaches used.