Sergey V. Kurochkin
- Associate Professor: Faculty of Economic Sciences / Department of Financial Market Infrastructure
- Sergey V. Kurochkin has been at HSE University since 1999.
Education, Degrees and Academic Titles
1995
Associate Professor1989
Candidate of Sciences* (PhD) in Real, Complex and Functional AnalysisLomonosov Moscow State University
1977
DegreeLomonosov 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.
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 — 2020
Winner of the HSE University Best Russian Research Paper Competition – 2024
Courses (2024/2025)
- Fundamentals of Machine Learning with Applications in Finance (Mago-Lego; 2 module)Rus
- Fundamentals of Machine Learning with Applications in Finance (Master’s programme; Faculty of Economic Sciences; 2 year, 2 module)Rus
- Methodological Research Seminar (Bachelor’s programme; Faculty of Economic Sciences; 4 year, 1 module)Rus
- Past Courses
Courses (2023/2024)
- Derivatives (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics; 4 year, 3 module)Rus
- Derivatives (Bachelor’s programme; Faculty of Economics; 4 year, 3 module)Rus
- Derivatives 2 (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit, field of study Finance and Credit; 1 year, 4 module)Rus
- Methodological Research Seminar (Bachelor’s programme; Faculty of Economic Sciences; 4 year, 1 module)Rus
Courses (2022/2023)
- Construction and Management of Investment Portfolio (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit, field of study Finance and Credit; 1 year, 3 module)Rus
- Construction of Structured Financial Products (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit, field of study Finance and Credit; 1 year, 4 module)Rus
- Derivatives (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics; 4 year, 3 module)Rus
- Derivatives (Bachelor’s programme; Faculty of Economics; 4 year, 3 module)Rus
- Derivatives 2 (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit, field of study Finance and Credit; 1 year, 4 module)Rus
- Derivatives 2 (Mago-Lego; 4 module)Rus
- Financial Innovation (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit, field of study Finance and Credit; 1 year, 3 module)Rus
- IT for Financials (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 3 module)Rus
- Introduction to Machine Learning (Master’s programme; Faculty of Economic Sciences; 2 year, 2 module)Rus
- Methodological Research Seminar (Bachelor’s programme; Faculty of Economic Sciences; 4 year, 1 module)Rus
Courses (2021/2022)
- Construction and Management of Investment Portfolio (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Rus
- Construction of Structured Financial Products (Master’s programme; Faculty of Economic Sciences; 1 year, 4 module)Rus
- Derivatives (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics; 4 year, 3 module)Rus
- Derivatives (Bachelor’s programme; Faculty of Economics; 4 year, 3 module)Rus
- Derivatives 1 (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Rus
- Financial Innovation (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Rus
- IT for Financials (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
- Introduction into Python (Master’s programme; Faculty of Economic Sciences; 1 year, 1 module)Rus
- Introduction to Deep Learning (Master’s programme; Faculty of Economic Sciences; 2 year, 2 module)Eng
- Introduction to Machine Learning (Master’s programme; Faculty of Economic Sciences; 2 year, 1 module)Rus
- Methodological Research Seminar (Bachelor’s programme; Faculty of Economic Sciences; 4 year, 1 module)Rus
- Research Seminar "Contemporary Problems of Development of Finacial Markets" (Master’s programme; Faculty of Economic Sciences; 1 year, 1-4 module)Rus
Courses (2020/2021)
- Construction and Management of Investment Portfolio (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Rus
- Construction of Structured Financial Products (Master’s programme; Faculty of Economic Sciences; 1 year, 4 module)Rus
- Derivatives (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics; 4 year, 3 module)Rus
- Derivatives 1 (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Rus
- Financial Innovation (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Rus
- IT for Financials (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
- Introduction to Deep Learning (Master’s programme; Faculty of Economic Sciences; 2 year, 2 module)Eng
- Methodological Research Seminar (Bachelor’s programme; Faculty of Economic Sciences; 4 year, 2 module)Rus
- Research Project Seminar (Optional course (faculty); Faculty of Economic Sciences; 1-3 module)Rus
- Research Seminar "Contemporary Problems of Development of Finacial Markets" (Master’s programme; Faculty of Economic Sciences; 1 year, 1-4 module)Rus
Conferences
- 2016
XVII Международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Survivorship and Overconfinence in Russian Mutual Funds
Supervisor of the following Doctoral theses
for a Candidate of Sciences degree
- 1A. Potapov Margin system for derivatives as a liquidity management tool
- 2M. Makushkin Yield Curve Estimation in Illiquid Bond Markets
- 3M. Afonina Optimization of Option Pricing Models Using Machine Learning
- 4A. Potapov Margin System for Derivatives as a Liquidity Management Tool