Kirill Romanyuk
- Associate Professor:HSE Campus in St. Petersburg / St.Petersburg School of Economics and Management / Department of Finance
- Kirill Romanyuk has been at HSE University since 2017.
Education and Degrees
- 2016
Candidate of Sciences* (PhD) in Mathematical and Instrumental Methods in Economics
Peter the Great St. Petersburg Polytechnic University - 2013
Degree
St Petersburg State University
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
04.02.2021 - Chartered Statistician (Royal Statistical Society).
January - March 2019, MFE C++ Programming and Numerical Analysis Course, UC Berkeley.
3-5 July 2019 - XXVIII International Financial Congress.
2 July 2019 - The Bank of Russia's Summer Macroeconomic School.
11 December 2018 - The Graduate Statistician status awarded by the Royal Statistical Society.
3-7 September 2018 - Teaching Development Program: Teaching Principles and Practices (CERGE-EI, HSE).
14-18 May 2018 - The workshop on soft skills for teaching and research by William Thomson (HSE).
16-19 April - FICO World 2018 conference
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Young Faculty Support Programme (Group of Young Academic Professionals)
Category "New Lecturers under 30" (2019)
Courses (2023/2024)
- Theory of Finance (Bachelor’s programme; St.Petersburg School of Economics and Management; 2 year, 3, 4 module)Rus
- Time Series (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 3 module)Eng
- Past Courses
Courses (2022/2023)
- Risk Management (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 1 module)Eng
- Risk Management (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 4 module)Eng
Courses (2021/2022)
- Corporate Governance (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 1, 2 module)Eng
- Theory of Finance (Bachelor’s programme; St.Petersburg School of Economics and Management; 2 year, 1 module)Eng
- Time Series (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 3 module)Eng
Courses (2020/2021)
- Introduction into Financial Economics (Bachelor’s programme; St.Petersburg School of Economics and Management; 1 year, 3 module)Eng
- Research Seminar "Finance" (Bachelor’s programme; St.Petersburg School of Economics and Management; 2 year, 2-4 module)Rus
Publications12
- Article Kirill Romanyuk, Sarvar Anvarov, Mark Shumilov, Alecksey Zheleyko. Dynamics in the Predictability of Credit Default Swap Spreads of EU Companies // Complexity. 2023. Vol. 2023. Article 7572061. doi
- Article Vukovic D., Romanyuk K., Ivashchenko S., Grigorieva E. Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression // Expert Systems with Applications. 2022. Vol. 194. No. May 2022. Article 116553. doi
- Article Romanyuk K. Impact of the COVID-19 Pandemic on the US Credit Default Swap Market // Complexity. 2021. Vol. 2021. Article 1656448. doi
- Chapter Romanyuk K. The Challenges of Using Big Data in the Consumer Credit Sector, in: Intelligent Computing: Proceedings of the 2021 Computing Conference Vol. 2. Springer, 2021. doi P. 221-231. doi
- Chapter Romanyuk K., Ichkitidze Y. Time Series Analysis of Financial Statements for Default Modelling, in: Intelligent Computing: Proceedings of the 2020 Computing Conference, Volume 1. Advances in Intelligent Systems and Computing Vol. 1228. Springer, 2020. doi P. 281-286. doi
- Article Romanyuk K. Individualized student loans sponsored by companies for bridging the gap between education and employment // Academia (Greece). 2019. No. 16. P. 49-61. doi
- Chapter Romanyuk K. A credit risk model based on contour subspaces for decision support systems in loan granting, in: Lecture Notes in Networks and Systems Vol. 15. Springer, 2018. doi P. 783-793. doi
- Chapter Romanyuk K. Game Theoretic Approach for Applying Artificial Intelligence in the Credit Industry, in: 2018 Fifth HCT Information Technology Trends (ITT). IEEE, 2018. P. 1-6. doi
- Chapter Romanyuk K. Modification of aggregated randomized indices method for credit scoring, in: Proceedings of the 2016 Future Technologies Conference. IEEE, 2017. P. 254-259. doi
- Chapter Romanyuk K. Credit scoring based on a continuous scale for on-line credit quality control, in: International Conference on Evolving and Adaptive Intelligent Systems. IEEE, 2016. doi P. 158-162. doi
- Chapter Romanyuk K. Concept of a decision support system for a loan granting based on continuous price function, in: SAI Intelligent Systems Conference 2015 (IntelliSys 2015). L. : IEEE, 2015. P. 105-111. doi
- Article Romanyuk K. Mortgage lending for slum clearance // Procedia Engineering. 2015. No. 117. P. 304-308. doi
Conferences
- 2023Credit Scoring and Credit Control XVIII (Edinburgh). Presentation: Impact of the COVID-19 Pandemic on the Credit Default Swap Market
- Royal Statistical Society International Conference (Harrogate). Presentation: Impact of the COVID-19 Pandemic on the Predictability of Credit Default Swap Spreads of US Companies
- 2021
Computing (London). Presentation: The challenges of using big data in the consumer credit sector
- 2020Analytics for Management and Economics Conference (Санкт-Петербург). Presentation: Application of alternative data in credit scoring
- Computing (London). Presentation: Time Series Analysis of Financial Statements for Default Modelling
- 2019Credit Scoring and Credit Control XVI (Edinburgh). Presentation: Analysis of nonlinear dynamics of financial statements for default probability estimation
- 2018IEEE The Fifth HCT Information Technology Trends (Dubai). Presentation: Game Theoretic Approach for Applying Artificial Intelligence in the Credit Industry
- 2017Credit Scoring and Credit Control XV (Edinburgh). Presentation: A Dynamic Credit Scoring Model Based on Contour Subspaces
- 2016Future Technologies Conference (San Francisco). Presentation: Modification of Aggregated Randomized Indices Method for Credit Scoring
- Intelligent Systems Conference (London). Presentation: A credit risk model based on contour subspaces for decision support systems in loan granting
- 2015SAI Intelligent Systems Conference 2015 (IntelliSys 2015) (London). Presentation: Concept of a Decision Support System for a Loan Granting Based on Continuous Price Function
- IEEE Evolving and Adaptive Intelligent Systems (Douai). Presentation: Credit scoring based on a continuous scale for on-line credit quality control
Job Experience
2017-present - Department of Finance, HSE University.
2021-2022 - research fellow at Financial Engineering and Risk Management Lab, HSE University.
2017 - lecturer at St. Petersburg Polytechnic University.
Research seminar on February, 28: Kirill Romanyuk (Department of Finance)
Time: 16.50 - 18.10
Place: 3A Kantemirovskaya st., room: 343