Faculty and Staff

About HSE → Faculty and staff → Valery A. Kalyagin
Valery A. Kalyagin
Address: Room 105. 25/12 Pecherskaya Str. Nizhny Novgorod
Phone: +7 (831) 416-96-49
Fax: +7 (831) 416-96-51
Hours of attendance
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



Kalyagin V. A., Koldanov A. P., Koldanov P., Zamaraev V. A.. Market Graph and Markowitz Model , in: Optimization in science and engineering. NY : Springer Science, Business Media, 2014. P. 293-306.
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. [Б.м.] Springer Verlag, 2014.
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.


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.


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.


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.


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.


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.


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.


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.


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.


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.