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Valery A. Kalyagin
Contacts
Address: Room 406. 136 Rodionova Str. Nizhny Novgorod
Phone: +7 (831) 416-95-40
Fax: +7 (831) 416-96-51
E-mail:
Office hours
Tue.: 12 a.m. – 3 p.m.
Print version

Valery A. Kalyagin

Tenured Professor (2009)
Valery A. Kalyagin has been at HSE since 1997.

Academic title:

Associate Professor, Professor

Education and Degrees

  • Doctor of Sciences*: Lomonosov Moscow State University, 1995
  • Candidate of Sciences* (PhD): Lomonosov Moscow State University, 1981
  • Postgraduate: Lomonosov Moscow State University, 1980
  • Diploma: Lobachevskiy Gorky State University, 1974

Publications

2014

Kalyagin V. A., Koldanov A. P., Pardalos P. M. A General Approach to Network Analysis of Statistical Data Sets, in: Lecture Notes in Computer Science / Ed. by P. M. Pardalos, M. Resende, C. Vogiatzis, J. Walteros. Vol. 8426: Learning and Intelligent Optimization. Springer Verlag, 2014. P. 88-97.
Koldanov P., Kalyagin V. A., Koldanov A. P., Zamaraev V. A. Market Graph and Markowitz Model, in: Optimization oi Science and Engineering (In Honor of the 60th Birthday of Panos M. Pardalos). Springer Science, Business Media, 2014. P. 301-313.
Kalyagin V.A., Koldanov A.P., Koldanov P.A., Pardalos P.M., Zamaraev V.A. Measures of uncertainty in market network analysis // Physica A: Statistical Mechanics and its Applications. 2014. Vol. 413. No. 1. P. 59-70.
Kalyagin V. A., Pardalos P. M., Rassias T. Network Models in Economics and Finance. Springer Verlag, 2014.
Kalyagin V. A., Koldanov P., Zamaraev V. A. Network Structure Ucertainty for Different Markets // Springer Optimization and Its Applications. 2014. Vol. 100. P. 181-197.
Vizgunov Arsenii, Goldengorin B., Kalyagin V. A., Koldanov A. P., Koldanov P.A., Pardalos P. M. Network approach for the Russian stock market // Computational Management Science. 2014. Vol. 11. No. 1-2. P. 45-55.

2013

Mikhail Batsyn, Valery Kalyagin. An Analytical Expression for the Distribution of the Sum of Random Variables with Mixed Uniform Density and Mass Function, in: Models, Algorithms, and Technologies for Network Analysis / Ed. by B. I. Goldengorin, V. A. Kalyagin, P. M. Pardalos. Issue 32. NY : Springer, 2013. Ch. 3. P. 51-63.
Bautin G., Kalyagin V. A., Koldanov A. P. Comparative Analysis of Two Similarity Measures for the Market Graph Construction // Springer Proceedings in Mathematics & Statistics. 2013. Vol. 59. P. 29-41.
Beckermann B., Kalyagin V., Matos A., Wielonsky F. Equilibrium Problems for Vector Potentials with Semidefinite Interaction Matrices and Constrained Masses // Constructive Approximation. 2013. Vol. 37. No. 1. P. 101-134.
Models, Algorithms, and Technologies for Network Analysis / Ed. by B. I. Goldengorin, V. A. Kalyagin, P. M. Pardalos. Issue 32. NY : Springer, 2013.
Models, Algorithms, and Technologies for Network Analysis / Ed. by Boris I. Goldengorin, Valery A. Kalyagin, Panos M. Pardalos. Vol. 59. NY : Springer, 2013.
Kalyagin V. A., Koldanov A. P., Koldanov P.A., Pardalos P. M., Bautin G. A. Simple measure of similarity for the market graph construction // Computational Management Science. 2013. Vol. 10. No. 2-3. P. 105-124.
Koldanov A. P., Kalyagin V. A., Koldanov P.A., Pardalos P. M. Statistical procedures for the market graph construction // Computational Statistics & Data Analysis. 2013. Vol. 68. P. 17-29.

2012

Bautin G. A., Kalyagin V. A. Markov Chains in Modelling of the Russian Financial Market, in: Financial Decision Making Using Computational Intelligence / Ed. by M. Doumpos, C. Zopounidis, P. M. Pardalos. Issue 70. L., NY, Dordrecht, Heidelberg : Springer, 2012. P. 233-251.

2011

Beckermann B., Matos A., Wielonsky F., Kalyagin V. A. How well does the Hermite-Padé approximation smooth the Gibbs phenomenon? // Mathematics of Computation. 2011. Vol. 80. No. 274. P. 931-958.
Batsyn M. V., Kalyagin V. A. Power Index Axiomatics in the Problem of Voting with Quota / Пер. с рус. // Automation and Remote Control. 2011. Vol. 72. No. 3. P. 600-614.

2010

Batsyn M. V., Kalyagin V. A. Default risk estimation in reinsurance contracts on the base of simulation model, in: History of accounting, buisness administration doctrines and development of new methods of management in Italy and Russia, 2010 / Ed. by S. Terzani, O. Kozyrev. Milan : Rirea, 2010. P. 8-20.
Aleskerov F. T., Chistyakov V. V., Kaliaguine V. A. Social threshold aggregations // Social Choice and Welfare. 2010. Vol. 35. No. 4. P. 627-646.
Aleskerov F., Chistyakov V.V., Kalyagin V. The threshold aggregation // Economics Letters. 2010. Vol. 107. No. 2. P. 261-262.
Aleskerov F. T., Чистяков В. В., Kalyagin V. A. Многокритериальные пороговые алгоритмы принятия решений / Working papers by NRU Higher School of Economics. Series WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2010. No. 02.

2009

Kaliaguine V. A., Tulyakov D., Aptekarev A. I., Lysov V. Equilibrium of vector potentials and uniformization of the algebraic curves of genus 0 // Journal of Computational and Applied Mathematics. 2009. Vol. 233. No. 3. P. 602-616.
Kalyagin V. A., Saff E., Aptekarev A. I. Higher Order Three-Term Recurrences and Asymptotics of Multiple Orthogonal Polynomials // Constructive Approximation. 2009. Vol. 30. No. 2. P. 175-223.
Kononova A., Kalyagin V. A. On Compact Perturbation of the Limit-Periodic Jacobi Operator // Mathematical Notes. 2009. Vol. 86. No. 6. P. 789-800.

2008

Chistyakov V. V., Kalyagin V. A. A model of noncompensatory aggregstion with an arbitrary collections of grades // Doklady Mathematics. 2008. Vol. 78. No. 1. P. 617-620.
Aleskerov F. T., Роgоrеlskiу К., Kalyagin V. A. Actual voting power of the IMF members based on their political-economic intergration // Mathematical and Computer Modelling. 2008. Vol. 48. P. 1554-1559.
Роgоrеlskiу К., Kalyagin V. A., Aleskerov F. T. Power distribution analysis in the International Monetary Fund  // Automation and Remote Control. 2008. No. 11. P. 1946-1952.

2000

Aptekarev A. I., Kalyagin V. A., Van Iseghem J. Geneticsum representation for the moments of the Stieltjes function and their application // Constructive Approximation. 2000. Vol. 16. P. 487-454.
Draux A., Kalyagin V. A., Aptekarev A. I. On asymptotics of exact constants in the Markov-Bernstein inequalities in the weighted spaces of integrable functions with classical weight // Russian Mathematical Surveys. 2000. Vol. 55. No. 1. P. 173-174.

1997

Beckermann B., Kalyagin V. A. Diagonal of the Pade table and the approxiamation of the Weyl function of second order difference operator // Constructive Approximation. 1997. Vol. 13. P. 481-510.
Kalyagin V. A. On a classical system of polynomials of simultaneous orthogonality // Journal of Computational and Applied Mathematics. 1997. Vol. 67. P. 207-216.

1995

Aptekarev A. I., Kalyagin V. A., van Assche W. Criterion of the resolvent set of a non-symmetric tridiagonal operators // Proceedings of the American Mathematical Society. 1995. Vol. 123. No. 8. P. 2423-2430.
Kalyagin V. A. Note on asymptotics of ortogonal polynomials on an arc // Journal of Approximation Theory. 1995. Vol. 80. P. 138-145.

Print publications list


* 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.