Petr Koldanov

Grants

Conferences

• 2024

  Аппроксимации, графы, сети и интеллектуальный анализ данных (Краснодарский край, ФТ «Сириус», пгт «Сириус»,). Presentation: Comparative analysis of conclusions uncertainty on connections between stocks of stock markets.

• 2021

  Апрельская конференция НИУ ВШЭ (Москва). Presentation: How to measure dynamics of stock market network?

• 2019

  Математическое и компьютерное моделирование в экономике, страховании и управлении рисками (Саратов). Presentation: Задачи идентификации сетевых структур

• XIX Апрельская конференция (Москва). Presentation: Statistics of individual tests for market graph identification in market network

• 9th International Conference on Network Analysis NET 2019 (Москва). Presentation: TESTING NEW PROPERTY OF ELLIPTICAL MODEL FOR STOCK RETURNS DISTRIBUTION

• 2018

  XXXV International Seminar on Stability Problems for Stochastic Models (Пермь). Presentation: Statistical procedures for network structures identication with invariant risk function.

• 2017

  The Xth International Conference on Multiple Comparison Procedures (Риверсайд). Presentation: Optimal statistical decision for Gaussian graphical model selection

• Городской семинар по теории вероятностей и математической статистике ПОМИ (г. Санкт-Петербург). Presentation: Статистические процедуры идентификации сетевых структур

• семинар кафедры математической статистики Казанского федерального университета (Казань). Presentation: Статистические процедуры идентификации сетевых структур

• семинар кафедры математической статистики ВМК МГУ (Москва). Presentation: Statistical procedures for network structures identification

• .XVIII-я Апрельская международная конференция по проблемам развития экономики и общества. (Москва). Presentation: On elliptical model for market network

• XXXIV International Seminar on Stability Problems for Stochastic Models (Debrecen). Presentation: Properties of statistical procedures for network structures identiication

• Аналитические и вычислительные методы в теории вероятностей и её приложениях (Москва). Presentation: Optimal test of conditional independence testing in multivariate normal distribution

• XXXIV International Seminar on Stability Problems for Stochastic Models (Debrecen). Presentation: Properties of statistical procedures for network structures identification

• семинар кафедры математической статистики ВМК МГУ (Москва). Presentation: Статистические процедуры идентификации сетевых структур

• Городской семинар по теории вероятностей и математической статистике ПОМИ (г. Санкт-Петербург). Presentation: Статистические процедуры идентификации сетевых структур

• 2016

  Critical and collective effects in graphs and networks (Москва). Presentation: Optimal individual tests for model selection in Gaussian concentration graph

• XXXIII International Seminar on Stability Problems for Stochastic Models (Светлогорск). Presentation: About multivariate stock returns distribution

• XVII Апрельская международная научная конференция «Модернизация экономики и общества» (Москва). Presentation: Robust statistical procedures for network structure construction

• The Sixth International Conference on Network Analysis NET2016 (Нижний Новгород). Presentation: Testing the symmetry of multivariate distribution of stock returns

• 2015

  12th International Conference on Computational Management Science 2015 (Прага). Presentation: “On stock selection for portfolio optimization”

• 9 th International Conference On Multiple Comparison Procedures (Hyderabad). Presentation: Multiple decision problems in network analysis

• 2014

  Learning and Intelligent OptimizatioN Conference, LION 8 (Gainesville, Florida). Presentation: Multiple decision problem for stock selection in market network

• Learning and Intelligent OptimizatioN Conference, LION 8 (Gainesville, Florida). Presentation: Multiple decision problem for stock selection in marklet network.

• XXXII International Seminar on Stability Problem for Stochastic Models (Трондхейм). Presentation: Stable measure of dependence for network analysis

• LinStat2014 (Linkoping). Presentation: Statistical inference for market network analysis

• The Fourth Intenational Conferennce on Network Analysis NET 2014 (Нижний Новгород). Presentation: Different measures of similarity for multivariate elliptically contoured distributions.

• 2013

  Third International Conference on Network Analysis (Nizhny Novgorod). Presentation: Efficiency analysis of branch network

Supervisor of the following Doctoral theses

• 1
  D. Semenov Robust procedures for identification of network structures and their characteristics, 2022

Повышение квалификации