Valentin Konakov

Laboratory Head, Chief Research Fellow: Laboratory of Stochastic Analysis and its Applications
Professor: Faculty of Economic Sciences / Department of Statistics and Data Analysis

Tenured Professor (2016)

Valentin Konakov has been at HSE University since 2010.

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Education and Degrees

1992

Doctor of Sciences* in Probability Theory and Mathematical Statistics
Lomonosov Moscow State University

1974

Candidate of Sciences* (PhD)

1973

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

1972

Doctoral programme
Central Institute of Economics and Mathematics of the Russian Academy of Sciences

1969

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.

* Doctor of Sciences
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.

Awards and Accomplishments

Winner of the HSE University Best Russian Research Paper Competition – 2024, 2023

Courses (2024/2025)

Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 2, 3 module)Rus
Random Processes and Modeling (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Rus
Past Courses

Courses (2023/2024)

Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 2, 3 module)Rus
Random Processes and Modeling (Mago-Lego; 3, 4 module)Rus
Random Processes and Modeling (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Rus
Research Seminar "Stochastic Analysis and its Applications in Economics 1" (Optional course (faculty); 1, 2 module)Eng
Research Seminar "Stochastic Analysis and its Applications in Economics 2" (Optional course (faculty); 3, 4 module)Eng

Courses (2022/2023)

Random Processes and Modeling (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Rus
Research Seminar "Stochastic Analysis and its Applications in Economics 1" (Optional course (faculty); 1, 2 module)Eng
Research Seminar "Stochastic Analysis and its Applications in Economics 2" (Optional course (faculty); 3, 4 module)Eng

Courses (2021/2022)

Random Processes and Modeling (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Rus

Courses (2020/2021)

Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Rus
Random Processes and Modeling (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Rus
Research Project Seminar (Optional course (faculty); Faculty of Economic Sciences; 1-3 module)Rus
Research Seminar "Stochastic Analysis and its Applications in Economics 1" (Optional course (faculty); Faculty of Mathematics; 1, 2 module)Eng
Research Seminar "Stochastic Analysis and its Applications in Economics 2" (Optional course (faculty); Faculty of Mathematics; 3, 4 module)Eng

Timetable for today

Full timetable

Editorial board membership

1994: Member of the Editorial Board , Mathematical Methods of Statistics (Mathematical Methods of Statistics ).

Festschrift

The book "Modern Problems of Stochastic Analysis and Statistics" devoted to my 70th anniversary, was published in Springer in 2017. Most contributions were prepared by my colleagues and friends, who participated in the jubilee conference.

Conferences

2017
Аналитические и вычислительные методы в теории вероятностей и её приложениях (Москва). Presentation: «Аппроксимации диффузионных процессов случайными блужданиями на разрешимых группах Ли. Локальные и квази-локальные предельные теоремы»
Зимний коллоквиум ЛСА - 2017 (Снегири, Московская обоасть). Presentation: Sup-norm convergence rates for Levy density estimation
Уравнения Колмогорова – Фоккера-Планка: теоретические аспекты и приложения (Модена). Presentation: "Случайные перемещения в неоднородной пуассоновской среде"

Supervisor of the following Doctoral theses

for a Candidate of Sciences degree

1
A. Kozhina Parametrix Method and its Applications in Probability Theory, 2018
2
I. Bitter Parametrix method and diffusion approximation of stochastic models

Apr

2020

HSE University Researchers Receive Fifteen Grants from the Russian Science Foundation

The Russian Science Foundation has announced the winners of four 2020 competitions. Some of the winners are from HSE University. They have received grants of 12 to 24 million roubles, for a term of two to four years.

May

2019

‘Math is Beautiful’

Anna Kozhina, a Research Assistant at HSE’s international Laboratory of Stochastic Analysis and its Applications, earned her PhD at Heidelberg University in Germany with highest distinction and earned an academic degree of the first category from HSE’s new Dissertation Committee. This year Anna’s dissertation was awarded the Wilma-Moser prize, which recognizes the best work among female graduate students in the natural sciences. In an interview with HSE News Service, Anna discussed what made her fall in love with mathematics and how science keeps her on her toes.

Dec

2017

International workshop "LSA winter meeting"

International laboratory of stochastic analysis and its applications organizes international workshop "LSA winter meeting" with the participation of foreign leading researchers on 04-07 December 2017. Venue: Russia, Moscow region. Language: English.

Jul

2016

ENSAE to Become a Strategic Partner of Statistical Modelling and Actuarial Science Master Program

The new master program Statistical Modelling and Actuarial Science is for students interested in mastering modern probability, statistics methodology, and modelling methods in economic processes, as well as mathematics of insurance theory. Core courses will be instructed by the members of the international Laboratory of Stochastic Analysis and its Applications.

May

2016

New Tenured Professors at HSE

On April 29, 2016 at the Academic Council meeting 25 HSE Professors were conferred the status of Tenured Professor.