Petr Koldanov
- Senior Research Fellow: HSE Campus in Nizhny Novgorod / Laboratory of Algorithms and Technologies for Networks Analysis
- HSE Campus in Nizhny Novgorod / Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod)
- Professor: HSE Campus in Nizhny Novgorod / Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) / Department of Applied Mathematics and Informatics
- Programme Academic Supervisor: Applied Mathematics and Information Science
- Petr Koldanov has been at HSE University since 2012.
Degrees
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.
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.
Awards and Accomplishments
- Best Teacher — 2025, 2023, 2020, 0
Courses (2025/2026)
- Introduction to multiple hypothesis testing procedures (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Information Science; 4 year, 1, 2 module)Eng
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Information Science, Software Engineering, Business Informatics; 2 year, 1-4 module)Rus
- Past Courses
Courses (2024/2025)
- Introduction to multiple hypothesis testing procedures (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Information Science; 4 year, 3 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Information Science, Software Engineering, Business Informatics; 2 year, 1-4 module)Rus
Courses (2023/2024)
- Introduction to multiple hypothesis testing procedures (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Information Science; 4 year, 3 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Information Science; 2 year, 1-4 module)Rus
Courses (2022/2023)
- Introduction to multiple hypothesis testing procedures (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Information Science; 4 year, 1 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Information Science; 2 year, 1-4 module)Rus
Courses (2021/2022)
- Introduction to multiple hypothesis testing procedures (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Information Science; 4 year, 1, 2 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Information Science; 2 year, 1-4 module)Rus
Grants
RFFI (Russian Foundation for Basic Research) 14-01-00807 "Theoretical Foundation of Stock Market Network Analysis". Investigator.
RHRF (Russian Human Research Foundation) 15-32-01052 "Application of robust methods to the analysis of market network structures". Investigator.
RFFI (Russian Foundation for Basic Research) 18-07-00524 "Decision making in graphical model selection problems"
Investigator
Conferences
- 2024
Аппроксимации, графы, сети и интеллектуальный анализ данных (Краснодарский край, ФТ «Сириус», пгт «Сириус»,). Presentation: Comparative analysis of conclusions uncertainty on connections between stocks of stock markets.
XIII Международная научно-практическая конференция Математическое и компьютерное моделирование в экономике, страховании и управлении рисками (Саратов). Presentation: Comparative analysis of conclusions uncertainty on connections between stocks of stock markets.
The XIV International Conference on Network Analysis (Нижний Новгород). Presentation: Comparative analysis of conclusions uncertainty on connections between stocks of stock markets.
- 2023
The 13th International Conference on Network Analysis (Нижний Новгород). Presentation: Investigation of uncertainty using upper and low confidence bounds
XXIII Ясинская (Апрельская) конференция (Москва). Presentation: Community detection with given confidence.
XXIII Ясинская (Апрельская) конференция (Москва). Presentation: Community detection with given confidence.
XII Международная научно-практическая конференция Математическое и компьютерное моделирование в экономике, страховании и управлении рисками (Саратов). Presentation: Investigation of uncertainty usign upper and low confidence bounds.
- 2021
Апрельская конференция НИУ ВШЭ (Москва). Presentation: How to measure dynamics of stock market network?
- 2019
Математическое и компьютерное моделирование в экономике, страховании и управлении рисками (Саратов). Presentation: Задачи идентификации сетевых структур
XIX Апрельская конференция (Москва). Presentation: Statistics of individual tests for market graph identification in market network
9th International Conference on Network Analysis NET 2019 (Москва). Presentation: TESTING NEW PROPERTY OF ELLIPTICAL MODEL FOR STOCK RETURNS DISTRIBUTION
- 2018
XXXV International Seminar on Stability Problems for Stochastic Models (Пермь). Presentation: Statistical procedures for network structures identication with invariant risk function.
- 2017
The Xth International Conference on Multiple Comparison Procedures (Риверсайд). Presentation: Optimal statistical decision for Gaussian graphical model selection
Городской семинар по теории вероятностей и математической статистике ПОМИ (г. Санкт-Петербург). Presentation: Статистические процедуры идентификации сетевых структур
семинар кафедры математической статистики Казанского федерального университета (Казань). Presentation: Статистические процедуры идентификации сетевых структур
семинар кафедры математической статистики ВМК МГУ (Москва). Presentation: Statistical procedures for network structures identification
.XVIII-я Апрельская международная конференция по проблемам развития экономики и общества. (Москва). Presentation: On elliptical model for market network
XXXIV International Seminar on Stability Problems for Stochastic Models (Debrecen). Presentation: Properties of statistical procedures for network structures identiication
Аналитические и вычислительные методы в теории вероятностей и её приложениях (Москва). Presentation: Optimal test of conditional independence testing in multivariate normal distribution
XXXIV International Seminar on Stability Problems for Stochastic Models (Debrecen). Presentation: Properties of statistical procedures for network structures identification
семинар кафедры математической статистики ВМК МГУ (Москва). Presentation: Статистические процедуры идентификации сетевых структур
Городской семинар по теории вероятностей и математической статистике ПОМИ (г. Санкт-Петербург). Presentation: Статистические процедуры идентификации сетевых структур
- 2016
Critical and collective effects in graphs and networks (Москва). Presentation: Optimal individual tests for model selection in Gaussian concentration graph
XXXIII International Seminar on Stability Problems for Stochastic Models (Светлогорск). Presentation: About multivariate stock returns distribution
XVII Апрельская международная научная конференция «Модернизация экономики и общества» (Москва). Presentation: Robust statistical procedures for network structure construction
The Sixth International Conference on Network Analysis NET2016 (Нижний Новгород). Presentation: Testing the symmetry of multivariate distribution of stock returns
- 2015
12th International Conference on Computational Management Science 2015 (Прага). Presentation: “On stock selection for portfolio optimization”
9 th International Conference On Multiple Comparison Procedures (Hyderabad). Presentation: Multiple decision problems in network analysis
- 2014
Learning and Intelligent OptimizatioN Conference, LION 8 (Gainesville, Florida). Presentation: Multiple decision problem for stock selection in market network
Learning and Intelligent OptimizatioN Conference, LION 8 (Gainesville, Florida). Presentation: Multiple decision problem for stock selection in marklet network.
XXXII International Seminar on Stability Problem for Stochastic Models (Трондхейм). Presentation: Stable measure of dependence for network analysis
LinStat2014 (Linkoping). Presentation: Statistical inference for market network analysis
The Fourth Intenational Conferennce on Network Analysis NET 2014 (Нижний Новгород). Presentation: Different measures of similarity for multivariate elliptically contoured distributions.
- 2013
Third International Conference on Network Analysis (Nizhny Novgorod). Presentation: Efficiency analysis of branch network
Повышение квалификации
01.10.2012 - 16.11.2012
ПО ПРОГРАММЕ "АНГЛИЙСКИЙ ЯЗЫК. УГЛУБЛЕННОЕ ИЗУЧЕНИЕ GENERAL ENGLISH. INTERMEDIATE"
15.10.2014 - 27.11.2014 -general English, Upper Intermediate
13.05.2014 -18.05.2014 - Исследование операций и приложения
5.12.2015 -8.12.2015 - От физике к экономике
12.05.2015 -16.05.2015 - Исследование операций и приложения