Dmitriy Borzykh
- Assistant Professor: Faculty of Economic Sciences / Department of Applied Economics
- Research Fellow: Laboratory of Stochastic Analysis and its Applications
- Dmitriy Borzykh has been at HSE University since 2006.
Education and Degrees
HSE University
HSE University
HSE University
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
Awards and Accomplishments
Best Teacher — 2016–2024, 2014
Young Faculty Support Programme (Group of Young Academic Professionals)
Category "New Lecturers" (2008)
Courses (2024/2025)
- Econometrics (Advanced Level) (Mago-Lego; 1-4 module)Rus
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences; 1 year, 1-4 module)Rus
- Introduction Into Stochastic Analysis (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Rus
- Introduction Into Stochastic Analysis (Mago-Lego; 3, 4 module)Rus
- Probabilities Theory and Math Statistics 1 (Bachelor’s programme; Faculty of Economic Sciences field of study Applied Mathematics and Information Science, field of study Economics; 2 year, 1, 2 module)Rus
- Probabilities Theory and Math Statistics 1 (Advanced course) (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Applied Mathematics and Information Science; 2 year, 1, 2 module)Rus
- Probabilities and Math Statistics 2 (Advanced course) (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Applied Mathematics and Information Science; 2 year, 3, 4 module)Rus
- Probability and Statistics 2 (Bachelor’s programme; Faculty of Economic Sciences field of study Applied Mathematics and Information Science, field of study Economics; 2 year, 3, 4 module)Rus
- Theory of Probability and Mathematical Statistics (Mago-Lego; 1, 2 module)Eng
- Theory of Probability and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng
- Past Courses
Courses (2023/2024)
- Econometrics (Advanced Level) (Mago-Lego; 1-4 module)Rus
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences; 1 year, 1-4 module)Rus
- Introduction Into Stochastic Analysis (Mago-Lego; 3, 4 module)Rus
- Introduction Into Stochastic Analysis (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Rus
- Probabilities Theory and Math Statistics 1 (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
- Probabilities Theory and Math Statistics 1 (Advanced course) (Bachelor’s programme; Faculty of Economic Sciences field of study Applied Mathematics and Information Science, field of study Economics; 2 year, 1, 2 module)Rus
- Probabilities and Math Statistics 2 (Advanced course) (Bachelor’s programme; Faculty of Economic Sciences field of study Applied Mathematics and Information Science, field of study Economics; 2 year, 3, 4 module)Rus
- Probability Theory and Mathematical Statistics (Mago-Lego; 1, 2 module)Eng
- Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng
- Probability and Statistics 2 (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 3, 4 module)Rus
Courses (2022/2023)
- Applied Methods of Mathematical Statistics (Bachelor’s programme; Faculty of Computer Science; 2 year, 3, 4 module)Rus
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences; 1 year, 1-4 module)Rus
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit, field of study Finance and Credit; 1 year, 1, 2 module)Rus
- Econometrics (Advanced Level) (Mago-Lego; 1-4 module)Rus
- Econometrics (Advanced Level) (Mago-Lego; 1, 2 module)Rus
- Probability Theory and Mathematical Statistics (Mago-Lego; 1, 2 module)Eng
- Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng
Courses (2021/2022)
- Applied Methods of Mathematical Statistics (Bachelor’s programme; Faculty of Computer Science; 2 year, 3, 4 module)Rus
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences; 1 year, 1-4 module)Rus
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Rus
- Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng
- Probability Theory and Statistics (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 1-4 module)Rus
Courses (2020/2021)
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Rus
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit, field of study Economics; 1 year, 1-4 module)Rus
- Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng
- Probability Theory and Statistics (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 1-4 module)Rus
Conferences
- 2023
III Конференция Математических центров России (Майкоп). Presentation: Совместные распределения обобщенных интегрируемых возрастающих процессов и их обобщенных компенсаторов
- 2021
3-й семинар "Прикладная эконометрика" в рамках XXII Апрельская международная научная конференция НИУ ВШЭ по проблемам развития экономики и общества (Москва). Presentation: Structural break detection in GARCH(1, 1) models in case of t-distributed random errors (continued)
LSA Autumn Meeting 2021 (Москва). Presentation: On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions
Научный семинар ЦЭМИ "Вероятностные проблемы управления и стохастические модели в экономике, финансах и страховании" (Москва). Presentation: Совместные распределения возрастающих процессов и их компенсаторов
- 2020
Онлайн научная конференция "Осенний коллоквиум ЛСА 2020" (Москва). Presentation: Locally integrable increasing processes with continuous compensators
5th International Conference on Stoсhastic Methods 2020 (Москва). Presentation: Locally integrable increasing processes with continuous compensators
LSA Autumn Meeting 2020 (Москва). Presentation: Locally integrable increasing processes with continuous compensators
- 2019
Семинар «Прикладная эконометрика» в рамках XX Апрельской международной научной конференции по проблемам развития экономики и общества (Москва). Presentation: Новый способ обнаружения единичного структурного сдвига в GARCH(1,1)-модели, основанный на статистике Колмогорова–Смирнова
6th International Conference on Modern Econometric Tools and Applications (Nizhny Novgorod). Presentation: Structural break detection in GARCH(1,1) models in case of t-distributed random errors
- 2018
XI-я Международная научная конференция «Применение многомерного статистического анализа в экономике и оценке качества» (Москва). Presentation: Численное сравнение двух CUSUM-алгоритмов обнаружения структурных сдвигов в EGARCH-моделях
- 2017
Семинар научно-учебной лаборатории макроструктурного моделирования экономики России (Москва). Presentation: О способе построения динамически сопоставимых композитных индексов
XVIII Апрельская международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Построение динамически сопоставимых композитных индексов
8-я Международная научно-практическая конференция студентов и аспирантов «Статистические методы анализа экономики и общества» (Москва). Presentation: Новый способ обнаружения структурных сдвигов в GARCH-моделях
International conference 'Statistics meets Stochastics 2' (Москва). Presentation: Integrated quantile functions: properties and applications
Всероссийская научная конференция с международным участием "Моделирование коэволюции природы и общества: проблемы и опыт. К 100-летию со дня рождения академика Н.Н. Моисеева" (Москва). Presentation: Способ обнаружения структурных сдвигов в GARCH-моделях, основанный на скользящей статистике отношения правдоподобия
Faculty of Economic Sciences Holds Math BootCamps for Those Starting Bachelor’s and Master’s Degrees
More than 200 future bachelor’s and master’s students from around the world spent the last two weeks of summer improving their mathematical knowledge and honing their problem-solving skills. The free online classes have been held for the fourth year in a row. They allow first-year students not only to succeed in their studies, research, and project activities at HSE University’s Faculty of Economic Sciences (FES), but also to quickly integrate into the international community of students, graduates, and teachers.