Yuriy Ichkitidze
- Associate Professor: HSE Campus in St. Petersburg / St.Petersburg School of Economics and Management / Department of Finance
- Yuriy Ichkitidze has been at HSE University since 2016.
Education, Degrees and Academic Titles
Saint Petersburg State University of Engineering and Economics
Saint Petersburg State University of Engineering and Economics
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.
Supervisor of the following Doctoral theses
- 1V. Afanasev Using non-financial information for default prediction in services sector, 2024
- 2A. Popov Multi-factor asset pricing models on the Russian stock market
- 3Predictive accuracy of various DCF model specifications: what financial analysts don’t consider and AI opportunities
Courses (2024/2025)
- Financial Markets Analysis (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 2 module)Rus
- Research Seminar "Research Methods in Finance" (Master’s programme; St.Petersburg School of Economics and Management; 1 year, 1-4 module)Eng
- Past Courses
Courses (2023/2024)
- Financial Markets Analysis (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 1 module)Rus
- Introduction into Financial Economics (Bachelor’s programme; St.Petersburg School of Economics and Management; 2 year, 4 module)Eng
- Research Seminar "Research Methods in Finance" (Master’s programme; St.Petersburg School of Economics and Management; 1 year, 1-4 module)Eng
- Research Seminar II (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 2-4 module)Rus
Courses (2022/2023)
- Financial Markets Analysis (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 1 module)Rus
- Quantitative Finance (Optional course (faculty); 2 module)Rus
- Time Series (Bachelor’s programme; St.Petersburg School of Economics and Management field of study Economics, field of study Economics; 3 year, 3 module)Eng
Courses (2021/2022)
- Financial Econometrics (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 1 module)Eng
- Financial Management (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 2, 3 module)Rus
- Financial Markets and Institutions (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 2, 3 module)Rus
- Financial Modelling (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 1 module)Rus
- Time Series (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 3 module)Eng
Courses (2020/2021)
- Financial Econometrics (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 1 module)Eng
- Financial Management (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 2, 3 module)Rus
- Financial Markets and Institutions (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 2, 3 module)Rus
- Financial Markets and Institutions (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 4 module)Rus
- Financial Modelling (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 1 module)Rus
- Quantitative Finance (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 1 module)Rus
Conferences
- 2019
Modern Econometric Tools and Applications – META2019 (Нижний Новгород). Presentation: Nonlinear approach for labour income share prediction
XXVII Кондратьевские чтения «Новая экономическая политика для России и мира» (Москва). Presentation: Структурный сдвиг в трудовых доходах в эпоху цифровизации: эконометрическая модель
- 2018
IV Международная научная конференция Конвергенция цифровых и физических миров: технологические, экономические и социальные вызовы (Санкт-Петербург). Presentation: Могут ли финансовые рынки регулировать неравенство доходов?
- 2017
Second World Congress of Comparative Economics «1917 –2017: Revolution and Evolution in Economic Development» (Санкт Петербург). Presentation: Regime Switching in Stock Prices: Evidences from Multivariate Time-Series Analysis
Second annual conference Exploring technology upgrading in emerging and transition economies: From 'Shifting Wealth I' to 'Shifting Wealth II’ (Лондон). Presentation: Current Trends of Russia’s Innovative Development: What Needs to Be Done to Configure Policy Tools?
- 2016
Прорывные технологии 21-го века и их преобразующее воздействие на промышленные структуры и социально-экономическую сферу. Presentation: Structural and technological stalemate in Euro-zone. If this is the reality, what we can expect?
7 Международная научно-практическая конференция "Архитектура финансов: антикризисные финансовые стратегии в условиях глобальных перемен" (Санкт-Петербург). Presentation: Динамика фондовых рынков и финансовая нестабильность: модель, эмпирические подтверждения и регулирование
Третий Российский экономический конгресс (Москва). Presentation: Финансовая нестабильность при инновационном развитии: причины и регулирование в рамках модели эволюционных процессов
- 2014
Structural changes and cyclical economy growth (University of Wildau, Germany) (Berlin). Presentation: Cycles of Stock Market: Theoretical Model and Empirical Evidences
- 2013
Второй Российский экономический конгресс (РЭК-2013) (Суздаль). Presentation: Рефлексивная модель фондового рынка