Ekaterina Morozova

Lecturer:Faculty of Economic Sciences / Department of Statistics and Data Analysis
Research Assistant, Postgraduate Student:Laboratory of Stochastic Analysis and its Applications

Ekaterina Morozova has been at HSE University since 2018.

Responsibilities

— Conducting scientific research;

— Participation in research seminars

Education

2023
Master's
HSE University
2021
Bachelor's
HSE University

Professional Interests

statistical inference mixture models extreme value theory stochastic processes

Young Faculty Support Programme (Group of Young Academic Professionals)
Category "New Researchers" (2023-2024)

Postgraduate Studies

1st year of study
Approved topic of thesis: Topic of Thesis not yet confirmed
Academic Supervisor: Panov, Vladimir

Courses (2023/2024)

Introduction to Stochastic Differential Equations and Numerical Probability (Mago-Lego; 3 module)Eng
Introduction to Stochastic Differential Equations and Numerical Probability (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Eng
Mathematical Statistics (Bachelor’s programme; Faculty of Computer Science; 2 year, 3, 4 module)Rus

Publications

Articles and book chapters³

Article Belomestny D., Morozova E., Panov V. Statistical inference for scale mixture models via Mellin transform approach // Statistics. 2024. Vol. 58. No. 1. P. 209-229. doi
Article Morozova E., Panov V. Modelling the Bitcoin prices and media attention to Bitcoin via the jump-type processes // Applied Stochastic Models in Business and Industry. 2023. Vol. 39. No. 6. P. 772-788. doi
Article Morozova E., Panov V. Extreme value analysis for mixture models with heavy-tailed impurity // Mathematics. 2021. Vol. 9. No. 18. Article 2208. doi

Working papers³

Preprint Morozova E., Panov V. Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes / Cornell University. Series arXiv.org "q-fin.ST". 2022. No. 2210.13824 .
Preprint Belomestny D., Morozova E., Panov V. Statistical inference for scale mixture models via Mellin transform approach / Cornell University. Series arXiv.org "stat.ME". 2022. No. 2211.01799.
Preprint Panov V., Morozova E. Extreme value analysis for mixture models with heavy-tailed impurity / Cornell University. Series arXiv "math". 2021. No. 2103.07689.

Employment history

01.04.2021 — present: HSE University, International Laboratory of Stochastic Analysis and its Applications, research assistant

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Sep

2023

Faculty Presented at the China-Russia Symposium on Probability Theory

China-Russia Symposium on Probability Theory was held in Beijing at the end of August. Faculty of Economic Sciences' associate professors Vladimir Panov and Jean-François Jabir gave presentations and research assistant Ekaterina Morozova participated. Symposium brought together leading experts in probability theory from Russia and China. The latest achievements in the field of probability theory and its applications in economics, finance, insurance and other fields were presented at the Symposium.