Vladimir Panov

Professor: Faculty of Economic Sciences / Department of Statistics and Data Analysis
Senior Research Fellow: Laboratory of Stochastic Analysis and its Applications
Programme Academic Supervisor: Stochastic Modeling in Economics and Finance

Member of the HSE Academic Council

Vladimir Panov has been at HSE University since 2013.

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Education and Degrees

2022

Doctor of Sciences*
HSE University

2012

PhD
Humboldt University of Berlin

2008

Degree in Mathematics
Lomonosov Moscow State University

* 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.

Membership in the professional societies

Benoulli society for mathematical statistics and probability

Professional Interests

data mining extreme value theory Levy processes statistical inference for stochastic processes stochastic modeling applied probability

Awards and Accomplishments

Best Teacher — 2024
Winner of the HSE University Best Russian Research Paper Competition – 2021
Best Academic Supervisor in the category ‘Student Engagement in Inter-Campus Courses’ — 2023
Best Academic Supervisor in the category ‘Student Engagement with External Customers’ — 2023
Best Academic Supervisor in the category ‘Student Retention and Allegiance to HSE University’ — 2023
Best Academic Supervisor in the category ‘Student Satisfaction with Degree Programme Quality’ — 2023

Courses (2023/2024)

Mentor's Seminar (Master’s programme; Faculty of Economic Sciences; 2 year, 1-3 module)Rus
Mentor's Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 1-4 module)Rus
Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 2, 3 module)Rus
Stochastic Processes (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics, field of study Economics; 4 year, 1, 2 module)Rus
Stochastic Processes (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics, field of study Economics; 3 year, 1, 2 module)Rus
Stochastic Processes (Master’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics; 2 year, 3 module)Eng
Stochastic Processes (Mago-Lego; 3 module)Eng
Stochastic Processes (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Eng
Past Courses

Courses (2022/2023)

Mentor's Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 1-4 module)Rus
Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 2, 3 module)Rus
Stochastic Processes (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics; 4 year, 1, 2 module)Rus
Stochastic Processes (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics; 3 year, 1, 2 module)Rus
Stochastic Processes (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Eng
Stochastic Processes (Mago-Lego; 3 module)Eng
Stochastic Processes (Master’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics; 2 year, 3 module)Eng

Courses (2021/2022)

Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Rus
Stochastic Processes (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics; 4 year, 1, 2 module)Rus
Stochastic Processes (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics, field of study Economics; 3 year, 1, 2 module)Rus

Courses (2020/2021)

Nonparametric statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Eng
Research Project Seminar (Optional course (faculty); Faculty of Economic Sciences; 1-3 module)Rus
Stochastic Processes (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics; 4 year, 1, 2 module)Rus
Stochastic Processes (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics, field of study Economics; 3 year, 1, 2 module)Rus

Online-course

Course "Stochastic processes", from 2015 to 2022 on the Coursera

Dissertation for a degree of Doctor of Science

2022
V. Panov Неклассические методы вероятностного и статистического анализа моделей смеси распределений

Talks at international conferences

China-Russia Symposium on Probability Theory (Beijing, August 2023)
Probability Seminar, UNC Charlotte (Charlotte, October 2022)
Bernoulli-IMS world congress in probability and statistics (Seoul, July 2021)
11^th Extreme value analysis conference - EVA2019 (Zagreb, July 2019)
Stochastic models, statistics and their application- SMSA2019 (Dresden, March 2019)
International workshop on applied probability - IWAP2018 (Budapest, June 2018)
13^th German probability and statistics days - GPSD2018 (Freiburg, February 2018)
Conference on ambit fields and related topics (Aarhus, August 2017)
10^th Extreme value analysis conference – EVA2017 (Delft, June 2017)
Probability seminar Essen (Essen, June 2017)
Modern econometric tools and applications – META2017 (Nizhnij Novgorod, June 2017)
World congress in probability and statistics (Toronto, July 2016)
Fractality and fractionality (Leiden, May 2016)
12^th German probability and statistics days (Bochum, March 2016)
38^th conference on stochastic processes and their applications - SPA (Oxford, July 2015)
European meeting of statisticians - EMS (Amsterdam, July 2015)
Probability seminar Essen (Essen, June 2015)
Statistical inference for Levy processes (Leiden, September 2014)
Probability seminar Essen (Essen, June 2014)
Advanced finance and stochastics (Moscow, June 2013)
Advances in predictive modeling and optimization (Berlin, May 2013)

Talks at the workshops organized by LSA:

LSA Autumn meeting - 2020 (Zoom)
LSA Winter meeting - 2019 (Snegiri, Moscow Region, December 2019)
LSA Winter meeting - 2018 (Snegiri, Moscow Region, December 2018)
LSA Summer meeting - 2018 (Moscow, June 2018)
LSA Winter meeting - 2017 (Snegiri, Moscow Region, December 2017)
Statistics meets stochastics - 2 (Moscow, June 2017)
New perspectives in stochastic analysis (Snegiri, Moscow Region, December 2016)
New trends in stochastic analysis (Snegiri, Moscow Region, December 2015)
Non-parametric and high-dimensional statistics (Heidelberg, July 2015)
Frontiers of high-dimensional statitistics, optimization and econometrics (Moscow, February 2015)
Statistics meets stochastics (Snegiri, Moscow Region, November 2014)
Advances in stochastic analysis (Moscow, September 2014)

Employment history

2012 - 2013 University of Duisburg-Essen (Germany)
Collaborative Research Center 823: Statistical modelling of nonlinear dynamic processes

2008 - 2011 Weierstrass Institute for Applied Analysis and Stochastics (Berlin, Germany)
Collaborative Research Center 649: Economic risk

Sep

2023

Faculty Presented at the China-Russia Symposium on Probability Theory

China-Russia Symposium on Probability Theory was held in Beijing at the end of August. Faculty of Economic Sciences' associate professors Vladimir Panov and Jean-François Jabir gave presentations and research assistant Ekaterina Morozova participated. Symposium brought together leading experts in probability theory from Russia and China. The latest achievements in the field of probability theory and its applications in economics, finance, insurance and other fields were presented at the Symposium.

Feb

2019

Studying Applied Statistics and Network Analysis at HSE Moscow

Felipe Vaca Ramirez and Paco Arevalo Reyes, both from Ecuador, are second-year students in HSE’s Master’s programme in ‘Applied Statistics with Network Analysis’. Having heard about Russia’s rich mathematical tradition and the high academic standing of HSE, they both decided to study in Moscow despite how far away from home it is. Felipe and Paco share a background in economics, and the HSE programme’s focus on statistics and data and network analysis was a huge draw for them. Affordable tuition fees and multicultural environment were additional bonuses.

Mar

2018

Coursera Offers New Courses by HSE Lecturers

From late March and early April, HSE will offer four new coursers on Coursera on intercultural communication, machine learning, computer vision, and stochastic processes.