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English
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SPIN-RSCI: 1052-1125
ORCID: 0000-0002-4087-3661
ResearcherID: L-8971-2015
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Supervisor
S. B. Avdasheva
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Pavel Konstantinovich Katyshev

  • Pavel Konstantinovich Katyshev has been at HSE since 2009.

Education and Degrees

  • 1976

    Candidate of Sciences* (PhD) in Probability Theory and Mathematical Statistics

  • 1975

    Doctoral programme
    Lomonosov Moscow State University

  • 1971

    Degree
    Lomonosov Moscow State University

* 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.

Professional Interests

Awards and Accomplishments

Best Teacher – 2014, 2013, 2012, 2011

Student Term / Thesis Papers

Full list of of student term / thesis papers

Courses (2019/2020)

Courses (2018/2019)

Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Economic Sciences; 2 year, 3, 4 module)Rus

Courses (2017/2018)

Courses (2016/2017)

Courses (2015/2016)

Courses (2014/2015)

Courses (2013/2014)

Courses (2012/2013)

Courses (2011/2012)

Courses (2010/2011)

Publications12

Publications

  • Uniform optimal transmission of Gaussian Messages, article. From Stochastic Calculus to Mathematical Finance, eds. Yu.Kabanov, J.Stoyanov, Springer-Verlag, 2006
  • Uniform optimal transmission scheme in a white Gaussian channel with the feedback, annotation. Abstracts, XIII International Conference "Applied Stochastic Models and Data Analysis", Vilnius, "Technika", 2009

Author of more than 30 printed works. Translated three books from English into Russian:

  1. W. H  Fleming; R. W. Rishel. Deterministic and Stochastic Optimal Control (1978)
  2. C. D. Aliprantis; D. J. Brown; O. Burkinshaw. Existence and Optimality of Competitive Equilibria (1995)
  3. A.G. Ramm, Random Fields Estimation Theory (1996)

Employment history

1. Central Economics and Mathematics Institute Russian Academy of       Sciences (CEMI), Senior Researcher, 1975-present

  2. Moscow Institute of Aviation and Technology, Assistant Professor of Mathematics, 1988-1989

3.  Moscow State University, Assistant Professor of Economics, 1989-1994

4. New Economic School, Assistant Professor, Professor of Mathematics,     1993-present

5. Higher School of Economics, Professor of Econometrics,1997-1999,  2008-present, Head of the International Laboratory of Quantitative Finance,  2014−2015, International College of Economics and Finance, Lecturer of Statistics,1997-2014

 

                           

                                 

 

                               

                                           

 

 

           

                                                                                                                   

                                                                     

                                                                                 

 

                               

                               


Professional Interests

Probability theory: controlled random processes

Mathematical theory of information

Mathematical economics: stochastic models of economic dynamics and balance

Econometrics: time series analysis, error duration models, cointegration

Timetable for today

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