Шмилева Елена Юрьевна

Education and Degrees

2004

Candidate of Sciences* (PhD)
Steklov Mathematical Institute of the Russian Academy of Sciences, St. Petersburg Branch

2000

Degree in Mathematics
St Petersburg State University, Dept. of Math

Thesis title: "Poisson measures transforms and their applications".

* 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.

Continuing education / Professional retraining / Internships / Study abroad experience

1. «CERGE-EI Teaching Development Program: Teaching Principles and Practices II», from Academic Skills Center Pedagogic Mentor CERGE-EI. 3 -7 september 2018.

2. «Basics of writing an empirical research article» from Center of Academical Writing (course by prof. Natalia Smirnova), october-december 2019.

Professional Interests

stochastic processes Levy processes Stable random fields heavy tailed distributions small deviations financial models based on Levy processes geostatistics kriging

Awards and Accomplishments

Best Teacher — 2023
Young Faculty Support Programme (Group of Young Academic Professionals)
Category "New Lecturers" (2017)

Supervisor of the following Doctoral theses

1
Prof. M. Lifshits.

Courses (2024/2025)

Theory of Probability and Mathematical Statistics (Bachelor’s programme; Saint-Petersburg School of Social Sciences; 1 year, 3, 4 module)Eng
Past Courses

Timetable for today

Full timetable

Conferences

2018
12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics (Вильнюс). Presentation: THE MOST PROBABLE PATHS FOR DIFFUSIONS WITH JUMPS

2017
XVIII АПРЕЛЬСКАЯ МЕЖДУНАРОДНАЯ НАУЧНАЯ КОНФЕРЕНЦИЯ ПО ПРОБЛЕМАМ РАЗВИТИЯ ЭКОНОМИКИ И ОБЩЕСТВА (Москва). Presentation: Геостатистические методы в экономике

2016
Vienna Congress on Mathematical Finance (Вена). Presentation: The most probable sample paths for some Levy processes

Grants

RFFI-DFG grant 2009-2013 "Geometry of random fields" joint project with mathematicians from the Steklov institute (Russia) and the Ulm University (Germany)

Employment history

1. Associate Professor at Higher School of Economics in St.Petersburg (2016-...)

2. Senior Lecturer at Higher School of Economics in St.Petersburg (2015-2016)

3. Researcher at the Chebyshev Laboratory, Dept. of Mathematics and Mechanics, St.Petersburg State University, Russia

(2011-2015)

4. Lecturer, St.-Petersburg Electrotechnical University "LETI"

(2002 – 2004), (2008-2011)

5. Post-doc position, Vienna Technical University, Dept. of Financial and Actuarial Mathematics, Austria

(2007 - 2008)

6. CNRS Post-Doc position, University of Rennes 1, France

(2004 - 2005)

22

Dec

2021

Sociologists at Yandex: Dina Vasina Talks on her Internship in Product Management

During her studies in the Sociology and Social Informatics programme, a fourth-year student Dina Vasina got interested in disciplines related to data analysis and mathematics. In November, Dina completed her internship at Yandex within the Yandex.Poisk project where she got a chance to try her hand at product management. In this interview, the student shared with us her thoughts on studying sociology, future career plans and impressions on the internship.

Elena Shmileva