HSE Graduate Wins World Championship in Creating Financial and Mathematical Models
Polina Polunina, a 2012 graduate of HSE’s undergraduate programme in Mathematics, took second place at the Summer Alphathon — a global competition in which students and recent graduates from leading universities create financial and mathematical models. The competition was held with the support of WorldQuant, an investment company.
Taking part in the competition were more than 5,000 people representing 15 countries, including China, Russia, India and the United States.
‘Contestants were supposed to create predictive financial models that could form the basis of algorithms for mid-frequency trading’, says Polunina. ‘For this it was necessary to study contemporary academic articles on fundamental financial analysis, stochastic and quantitative finance, and technical performance, and then convert the information into mathematical models. But not every idea from an article can work. When scientists write articles, they use several premises and assumptions, and build assessments of parameters that are not known to them. The result is a model that works on these premises and assumptions with specific parameter assessments that are set at the beginning by a researcher or his or her predecessors. In practice, different forces are acting simultaneously on the system, i.e., a multifactor model is obtained that is very difficult to assess. Therefore, each model created for the competition is tested twice on real data, including the years of the financial crisis. When the model passes the second test, it is assigned a score (from 0 to 1000)’.
Polunina scored almost a million points, which put her in second place out of all the participants. As a prize, she was granted a contract allowing her to continue studying quantitative finance at WorldQuant as a research consultant, as well as a monetary reward.
In turn, the Faculty of Mathematics nominated Polunina for the HSE Alumni Awards 2015 in the category of Beautiful Debut for strengthening the image of Russian mathematics, economics and financial education (and, in particular, HSE) internationally.
HSE University Students Win Prizes at the International Mathematics Competition for University Students
The 29th International Mathematics Competition for University Students (IMC 2022) took place in early August in a mixed format in Blagoevgrad (Bulgaria) and online. Eight students of the HSE Faculty of Computer Science and the HSE Faculty of Mathematics won prizes at the competition.
Fernanda Florido-Calvo came to HSE University in Nizhny Novgorod from Chile to study mathematics. While on her two-year Master of Science in Mathematics programme, she wrote her master’s thesis and presented it at the All-Russia Contest of Diploma Thesis of Russian Mathematicians 2021, where she won two awards with full marks. Fernanda spoke to the HSE News Service about her passion for mathematics and the paths that lead to HSE University.
The speakers of the International Congress of Mathematicians, a key global mathematics event held every four years by the International Mathematical Union, have been announced. The next ICM will take place in St. Petersburg, Russia, in July 2022. Five researchers from the HSE Faculty of Mathematics will present their papers at the congress.
HSE University maintains active cooperation with the Academy of Science institutes, which open joint departments at the university and provide their best experts for teaching and research. HSE News Service talked to Deputy Directors of the RAS Steklov Mathematical Institute (MIRAS) — RAS member Lev Beklemishev andSergey Gorchinskiy — about the development of mathematics in the modern world, career opportunities for graduates in mathematics, and the specifics of researchers’ work with students.
‘HSE Offers the Opportunity to Study Mathematics Alongside Renowned Mathematicians as Part of a Vibrant Research Community’
HSE University’s Faculty of Mathematics is one of the strongest in Russia, consistently ranking high on global university rankings. Its degree programmes attract the best students, not only from Russia, but also from around the world, by offering them a well-rounded mathematical education and a wide range of learning opportunities. In an interview with HSE News Service, a Master’s student and an HSE alum talk about features of the HSE Master’s Programme in Mathematics.
In celebration of Russia’s Year of Science and Technology, we continue our series about HSE University’s international laboratories, which are headed by world-class scientists and scholars. The first of these, the Laboratory of Algebraic Geometry and Its Applications, was established in October 2010. Below, Laboratory Head Dmitry Kaledin discusses the Lab’s history, research, achievements, and current activities.
43 projects from all over the country were awarded grants in Russia’s Eighth Mega-Grant Competition. HSE University’s application in support of the creation of a world-class laboratory in mathematics was among the winners. The academic supervisor of the new laboratory will be Professor Michael Shapiro of Michigan State University (USA).
Edmond W.H. Lee, a full professor at the Department of Mathematics, Nova Southeastern University, USA, has recently defended his Doctor of Sciences (DSc) thesis at the Dissertation Council in Mathematics, HSE University. The DSc in Russia is a higher doctoral degree that can be earned after the PhD. Professor Lee’s defence was held over Zoom, with the candidate and his dissertation committee members participating remotely from 5 cities in Brazil, Israel, Russia, and the USA. Lee became the first international recipient of a DSc degree in Mathematics from HSE University.
In an interview, Sania Pushkar, a member of the first graduating class of the Faculty of Mathematics, talks about why she loves math, what she’s up to now, and what she’ll remember most about studying in the Faculty of Mathematics at HSE University.