Pavel Katyshev

Professor: Faculty of Economic Sciences / Department of Applied Economics

Pavel Katyshev has been at HSE University since 2009.

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Education and Degrees

1976

Candidate of Sciences* (PhD) in Probability Theory and Mathematical Statistics

1975

Doctoral programme
Lomonosov Moscow State University

1971

Degree
Lomonosov Moscow State University

* Candidate of Sciences
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.

Professional Interests

econometrics Time series analysis

Awards and Accomplishments

Best Teacher — 2023–2024, 2011–2014

Courses (2024/2025)

Probabilities Theory and Math Statistics 1 (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 3, 4 module)Rus
Probability and Statistics 2 (Bachelor’s programme; Faculty of Economic Sciences; 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)

Mathematical Statistics (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 3, 4 module)Rus
Probability Theory (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 3, 4 module)Rus
Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng

Courses (2022/2023)

Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 3, 4 module)Rus
Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng

Courses (2021/2022)

Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 3, 4 module)Rus
Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng

Courses (2020/2021)

Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 3, 4 module)Rus
Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng

Timetable for today

Full timetable

Uniform optimal transmission of Gaussian Messages, article. From Stochastic Calculus to Mathematical Finance, eds. Yu.Kabanov, J.Stoyanov, Springer-Verlag, 2006

Uniform optimal transmission scheme in a white Gaussian channel with the feedback, annotation. Abstracts, XIII International Conference "Applied Stochastic Models and Data Analysis", Vilnius, "Technika", 2009

Author of more than 30 printed works. Translated three books from English into Russian:

W. H Fleming; R. W. Rishel. Deterministic and Stochastic Optimal Control (1978)
C. D. Aliprantis; D. J. Brown; O. Burkinshaw. Existence and Optimality of Competitive Equilibria (1995)
A.G. Ramm, Random Fields Estimation Theory (1996)

Employment history

1. Central Economics and Mathematics Institute Russian Academy of Sciences (CEMI), Senior Researcher, 1975-present

2. Moscow Institute of Aviation and Technology, Assistant Professor of Mathematics, 1988-1989

3. Moscow State University, Assistant Professor of Economics, 1989-1994

4. New Economic School, Assistant Professor, Professor of Mathematics, 1993-present

5. Higher School of Economics, Professor of Econometrics,1997-1999, 2008-present, Head of the International Laboratory of Quantitative Finance, 2014−2015, International College of Economics and Finance, Lecturer of Statistics,1997-2014

Professional Interests

Probability theory: controlled random processes

Mathematical theory of information

Mathematical economics: stochastic models of economic dynamics and balance

Econometrics: time series analysis, error duration models, cointegration