Grigory Kantorovich
- Laboratory Head:Faculty of Economic Sciences / Laboratory for Macro-Structural Modeling of the Russian Economy
- Research Professor:Faculty of Economic Sciences / Department of Applied Economics
- lecturer:International College of Economics and Finance
- Tenured Professor
- Distinguished Professor (2018)
- Member of the HSE Academic Council
- Grigory Kantorovich has been at HSE University since 1993.
Education, Degrees and Academic Titles
- 1996Associate Professor
- 1974
Candidate of Sciences* (PhD) in Physical and Mathematical Sciences
Moscow Institute of Physics and Technology - 1971
Degree
Moscow Institute of Physics and Technology
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.
Student Term / Thesis Papers
- Bachelor
V. Baklanova, Influence of World Oil Prices and Exchange Rate on RTS Index. Faculty of Economic Sciences, 2020
A. Shchankina, Modelling of Interrelations of National Stock Market Indeces. Faculty of Economic Sciences, 2020
J. Isomiddinov, Modelling Joint Dynamics of Stock Market Indices. Faculty of Economic Sciences, 2020
A. Zlochevskaya, Modelling of Dynamics of the Russian Stock Market. Faculty of Economic Sciences, 2020
E. Agaeva, The Investigation of Inter-linkages between Precious Metals Markets and Stock Markets. Faculty of Economic Sciences, 2020
N. Babudzhi, Forecasting of RTS Index Dynamics. Faculty of Economic Sciences, 2020
A. Naumov, The Effect of Economic Factors on RTS Index Dynamics under Structural Breaks. Faculty of Economic Sciences, 2019
D. Kontorshchikov, Research of Mutual Influence of Equities, Gold, Oil and Digital Financial Asset Markets. Faculty of Economic Sciences, 2019
A. Lyan, Determining Factors Influencing Default Probability in the Cement Industry. International College of Economics and Finance, 2019
I. Spiridonov, Forecast of Adverse Events for the Debt Issuer. International College of Economics and Finance, 2018
V. Grachev, Forecasting the Dynamics of Financial Markets, Taking into Account their Interaction. Faculty of Economic Sciences, 2018
E. Nikitina, The Assessment of the Factors Influencing the Russian Stock Market Performance. Faculty of Economic Sciences, 2017
R. Ibragimov, Analysis of the Correlation between Fixed Assets Investments and Company Efficiency in Pharmaceutical Industry. Faculty of Economic Sciences, 2017
V. Popova, Modeling Volatility of Russian Financial Market in Periods of Crisis. International College of Economics and Finance, 2017
A. Vorslov, Firm Price Policy Optimization under the Competition. International College of Economics and Finance, 2017
A. Petrova, Modeling of Exchange Rates. International College of Economics and Finance, 2017
R. Davtyan, Influence of World Oil Prices and Exchange Rate on RTS Index. Faculty of Economic Sciences, 2017
R. Davtyan, Influence of World Oil Prices and Exchange Rate on RTS Index. Faculty of Economic Sciences, 2017
A. Polovyan, A VAR Modelling of the Russian Economy. International College of Economics and Finance, 2017
M. Fleytman, Volatility Arbitrage: the Case of Russian oil and Gas Companies. International College of Economics and Finance, 2017
A. Levdikova, Interdependence of Precious Metals Markets and Russian Stock Market. International College of Economics and Finance, 2017
A. Arakelyan, Analysis of the Factors Stimulating the Economic Development of Abkhazia. Faculty of Economic Sciences, 2017
Y. Lyashenko, The Impact of Goodwill and Intangible Assets on the Value of Company's Assets. Faculty of Economic Sciences, 2016
V. Mochalov, Modeling the Effect of Oil Prices on the RTSI. Faculty of Economic Sciences, 2016
A. Stepashina, The Impact of Oil Prices on the Profitableness of Oil Companies Stocks in Russia. Faculty of Economic Sciences, 2016
E. Yudovskaya, Interdependence of Stock Market Indexes. International College of Economics and Finance, 2016
S. Sultimov, Impact of Direct Investments in Russian Industrial Markets. International College of Economics and Finance, 2016
A. Solovyev, Influence of Oil Price Crisis 2014-2015 on M&A Upstream Sector And Valuation Models of Upstream Assets. International College of Economics and Finance, 2016
D. Garibmamadova, Interconnection of Russian Stock Indices and Foreign Ones and Its Impact on Exchange Rate of Ruble. Faculty of Economic Sciences, 2016
A. Rakovskaya, Modelling of Joint Dependence FTSE 100 Index and Investor's Activity Level on the Internet. Faculty of Economic Sciences, 2016
A. Lebedeva, The Crisis Influence on the Stock Market Interaction. Faculty of Economic Sciences, 2016
O. Travkin, Modelling the Relationship Between the RTS Index And Activity of Investors on the Internet. Faculty of Economic Sciences, 2014
V. Kruglov, RTS Stock Index as Crude Oil Prices and USD to RUR FX Rate Derivative. Faculty of Economic Sciences, 2014
E. Andreeva, Investigation of Intedependencies among National Stock Market Indices. Faculty of Economic Sciences, 2014
L. Zaxarova, Determinants of Occurrence and Depth of Economic Crises. International College of Economics and Finance, 2013
- Master
G. Popov, Modelling of Financial Time Series and Forecasting of their Volatility Using (Bayesian) Regression on Gaussian Processes. Faculty of Economic Sciences, 2020
A. Chufistov, Mutual Influence of Cryptocurrency Markets and Traditional Financial Markets. Faculty of Economic Sciences, 2020
A. Kyzaibay, Research of the Kazakhstan Financial Market with Long Memory Models. Faculty of Economic Sciences, 2019
A. Polovyan, Short-Term Modeling and Forecasting in the Banking Sector. Faculty of Economic Sciences, 2019
Y. Kin, The Impact of Financial Sector Development on Economic Growth in Russia. Faculty of Economic Sciences, 2019
V. Kotov, Financial Market Study with Long-Memory Models. Faculty of Economic Sciences, 2018
A. Kryuchkov, Hybrid Forecasting Scheme for Financial Time-Series. Faculty of Economic Sciences, 2018
N. Gaponiuk, Trade Simulation among Heterogeneous Agents: How the Risk Aversion Distribution Influences Volatility Implied by Option Prices. Faculty of Economic Sciences, 2018
K. Chekmareva, Price Indexes Differences Between Regions of Russia. Faculty of Economic Sciences, 2018
G. Kotov, Modelling of Financial Markets Relations with Considering the Conditional Heteroscedasticity. Faculty of Economic Sciences, 2018
M. Khasykov, On Approach of Detecting Structural Breaks for GARCH Models Using Likelihood Ratio Test. Faculty of Economic Sciences, 2017
M. Tolmashova, The Impact of Central Bank Communications on Exchange Rate. Faculty of Economic Sciences, 2017
S. Mordashov, Effective Promotion of Musical Communities via Social Networks. Faculty of Economic Sciences, 2017
D. Haidarov, Predictability of Highly Liquid Assets Returns: Signs and Absolute Values. Faculty of Economic Sciences, 2017
A. Klimkin, Applying of Long-Memory Processes Modeling to the Prices of Russian Stocks. Faculty of Economic Sciences, 2017
A. Tupov, "Heavy tails" study on financial markets.. Faculty of Economic Sciences, 2014
Courses (2020/2021)
- Optimization Theory (Bachelor’s programme; International College of Economics and Finance; 4 year, 3, 4 module)Eng
- Optimization Theory (Bachelor’s programme; International College of Economics and Finance; 3 year, 3, 4 module)Eng
- Time Series Analysis (Master’s programme; HSE Banking Institute; 1 year, 3 module)Eng
- Past Courses
Courses (2019/2020)
- Econometrics (Advanced Level) (Master’s programme; HSE Banking Institute; 1 year, 2, 3 module)Eng
- Optimization Theory (Bachelor’s programme; International College of Economics and Finance; 3 year, 3, 4 module)Eng
- Optimization Theory (Bachelor’s programme; International College of Economics and Finance; 4 year, 3, 4 module)Eng
- Research Seminar in Financial Economics (Master’s programme; International College of Economics and Finance; 1 year, 1-4 module)Eng
- Time Series Analysis (Master’s programme; HSE Banking Institute; 1 year, 3 module)Eng
- Time Series Analysis-1 (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Eng
Courses (2018/2019)
- Econometrics (Advanced Level) (Master’s programme; HSE Banking Institute; 1 year, 2, 3 module)Eng
- Optimization Theory (Bachelor’s programme; International College of Economics and Finance; 3 year, 3, 4 module)Eng
- Time Series Analysis (Master’s programme; HSE Banking Institute; 1 year, 3 module)Eng
Courses (2015/2016)
Further Mathematics for Economists (Bachelor’s programme; International College of Economics and Finance; "Economics and Management", "Economics and Finance", "Accounting and Finance", "Banking and finance"; 3 year, 3, 4 module)Eng
- Further Mathematics for Economists (Bachelor’s programme; International College of Economics and Finance; spec. "Economics"; 3 year, 1-4 module)Eng
Further Mathematics for Economists (Bachelor’s programme; International College of Economics and Finance; "Accounting and Finance", "Economics and Finance", "Economics and Management", "Banking and finance"; 3 year, 1, 2 module)Eng
- Optimization Theory (Bachelor’s programme; International College of Economics and Finance; spec. "Mathematics and Economics"; 4 year, 3, 4 module)Eng
Editorial board membership
1996: Member of the Editorial Board, Прикладная эконометрика (Applied Econometrics).
1994: Member of the Editorial Board, Экономический журнал Высшей школы экономики (HSE Economic Journal).
Publications19
- Chapter Кирин Р. В., Канторович Г. Г. ПРИМЕНЕНИЕ EM-АЛГОРИТМА ДЛЯ ПОИСКА СТРУКТУРНЫХ СДВИГОВ ВО ВРЕМЕННЫХ РЯДАХ // В кн.: Труды 11-ой Международной научно-практической конференции студентов и аспирантов. Москва, 2020 / Отв. ред.: В. С. Мхитарян; науч. ред.: М. Ю. Архипова, Л. А. Родионова, В. П. Сиротин, Н. В. Звездина, С. С. Грачева. М. : Национальный исследовательский университет "Высшая школа экономики", 2020. doi С. 90-92.
- Article Kantorovich G., Kazaryan L. Taking into account the rate of convergence in CLT under Risk evaluation on financial markets // Cogent Economics and Finance. 2017. P. 1-11. doi
- Chapter Канторович Г. Г., Казарян Л. Г. Оценка рисков на финансовых рынках с учетом скорости сходимости к нормальному распределению // В кн.: Сборник лучших выпускных работ — 2015 / Науч. ред.: Д. С. Карабекян. М. : Издательский дом НИУ ВШЭ, 2016. С. 117-138.
- Chapter Канторович Г. Г., Казарян Л. Г. Оценка рисков на финансовых рынках с учетом скорости сходимости к нормальному распределению // В кн.: Труды 7-й Международной научно-практической конференции студентов и аспирантов «Статистические методы анализа экономики и общества» (17-20 мая 2016 г.) / Отв. ред.: В. С. Мхитарян; под общ. ред.: М. Ю. Архипова, Л. А. Родионова, В. П. Сиротин. М. : Национальный исследовательский университет "Высшая школа экономики", 2016. С. 129-130.
- Chapter Канторович Г. Г., Казарян Л. Г. Эконометрическое оценивание риска на финансовых рынках и его связь с гипотезой эффективности рынка. // В кн.: Многомерный статистический анлиз и эконометрика. IX-я Международная школа-семинар. / Под общ. ред.: С. А. Айвазян. М. : ЦЭМИ РАН, 2016. С. 33-34.
- Article Kantorovich G., Tsirkunov A. Total negative effect on environment and economic growth // Baltic Rim Economies. 2015. No. 5. P. 36.
- Chapter Канторович Г. Г., Ратникова Т. А. Эконометрика, Big Data и информационные системы // В кн.: Материалы четвертой Научно-практической конференции "Актуальные проблемы системной и программной инженерии". Сборник трудов. М. : НИУ ВШЭ, 2015. С. 68-71.
- Chapter Канторович Г. Г. Учителя // В кн.: Поколения ВШЭ. Учителя об учителях. М. : Издательский дом НИУ ВШЭ, 2013. С. 148-151.
- Chapter Канторович Г. Г., Назруллаева Е. Ю. Моделирование влияния инвестиций в основной капитал на затраты предприятий в обрабатывающих производствах, 2005-2010 // В кн.: Многомерный статистический анализ и эконометрика. Труды VIII Международной школы-семинара / Под общ. ред.: С. А. Айвазян. Цахкадзор : ЦЭМИ РАН, 2012. С. 71-73.
- Article Канторович Г. Г. Приемная кампания в ВУЗы под угрозой срыва? // Юрист ВУЗа. 2011. № 5. С. 44-52.
- Article Канторович Г. Г., Назруллаева Е. Ю. Удельные затраты в отраслях российской промышленности: ведут ли прямые инвестиции к их снижению? // Экономический журнал Высшей школы экономики. 2009. Т. 13. № 1. С. 59-79.
- Article Канторович Г. Г. Основа рейтинга вузов – оценка работодателей // Прямые инвестиции. 2007. № 9
- Book Писляков В. В., Кузьминов Я. И., Канторович Г. Г. Университетские инновации: опыт Высшей школы экономики / Под общ. ред.: Я. И. Кузьминов. М. : Издательский дом ГУ-ВШЭ, 2006.
- Article Турунцева М. Ю., Канторович Г. Г. Роберт Энгл и Клайв Гренджер: новые области экономических исследований (Нобелевская премия 2003 года по экономике) // Вопросы экономики. 2004. № 1
- Article Канторович Г. Г. Лекции: Анализ временных рядов // Экономический журнал Высшей школы экономики. 2003. Т. 7. № 1. С. 79-103.
- Article Канторович Г. Г. Лекции: Анализ временных рядов // Экономический журнал Высшей школы экономики. 2002. Т. 6. № 2. С. 251-273.
- Article Канторович Г. Г. Лекции: Анализ временных рядов // Экономический журнал Высшей школы экономики. 2002. Т. 6. № 3. С. 379-401.
- Article Канторович Г. Г. Лекции: Анализ временных рядов // Экономический журнал Высшей школы экономики. 2002. Т. 6. № 4. С. 498-523.
- Book Канторович Г. Г. Экономическая статистика. Эконометрика: Программы, тесты, задачи, решения. М. : Издательский дом ГУ-ВШЭ, 2000.
Employment history
CURRICULUM VITAE
1. Family name: Kantorovich
2. First names: Gregory
3. Date of birth: January 5, 1948
4. Nationality: Russian
5. Civil status: married
6. Education:
Institution |
Moscow Institute of Physics and Technology |
|
Date: from (month/year): |
1965, September |
|
to (month/year) |
1971, July |
|
Degree(s) orDiploma(s) |
Ph.D. in Mathematics (1974). Honors Diploma in Control Theory (1971) |
|
obtained: |
Moscow Institute of Physics and Technology. |
7. Language skills: (Mark 1 to 5 for competence, 5=perfect, 1=basic)
|
Language |
Reading |
Speaking |
Writing |
|
English |
5 |
4 |
5 |
|
French |
4 |
3 |
3 |
|
German |
3 |
3 |
3 |
|
Ukraine |
5 |
5 |
5 |
8. Membership of professional bodies:
9. Other skills: (e.g. Computer literacy, etc.)
10. Present employer and position: National Research University - Higher School of Economics, Moscow , Professor, Head of research laboratory "Macro-structural modelling of Russian economy"
11. Years with the present employer: from 1993
12. Key qualifications: applied econometrician, applied mathematician
13. Specific Central and Eastern European and NIS[1] experience:
|
Country |
Date: from (month/year) to (month/year) |
|
Russia |
From 1980,January to present |
14. Professional Experience Record (most recent first):
|
Date: from (month/year)to (month/year) |
2014, May – present |
|
Location |
Moscow, Russia |
|
Company |
National Research University - Higher School of Economics |
|
Position |
Professor |
|
Description |
Courses in Econometrics, Time-series Analysis Further Mathematics for Economists, Optimization |
|
Date: from (month/year)to (month/year) |
1999, July – 2014, May |
|
Location |
Moscow, Russia |
|
Company |
Higher School of Economics |
|
Position |
Vice-rector, Professor |
|
Description |
Courses in Econometrics, Time-series Analysis Further Mathematics for Economists |
|
Date: from (month year)to (month year) |
1999, July – present |
|
Location |
Moscow, Russia |
|
Company |
Higher School of Economics |
|
Position |
Professor, head of the sub-department "Mathematical Economics and Econometrics" |
|
Description |
Courses in Econometrics, Time-series Analysis Further Mathematics for Economists |
|
Date: from (month year)to (month year) |
1994, July - 1999, July |
|
Location |
Moscow, Russia |
|
Company |
Higher School of Economics |
|
Position |
Dean of Master programs |
|
Description |
|
|
Date: from (month year)to (month year) |
1993, September - 1999, July |
|
Location |
Moscow, Russia |
|
Company |
Higher School of Economics |
|
Position |
Professor, head of the department "Mathematics and Econometrics" |
|
Description |
Courses in Econometrics, Time Series Analysis, Mathematics, Mathematical Economics |
|
Date: from (month year)to (month year) |
1998, March - present |
|
Location |
Moscow, Russia |
|
Company |
International College of Economics and Finance (External program of London School of Economics in Higher School of Economics |
|
Position |
Professor (part-time) |
|
Description |
Courses in Calculus, Quantitative Methods, Mathematics for Economists, Further Mathematics for Economists (for BA students, both courses in English)
|
|
Date: from (month year)to (month year) |
1999, October - present |
|
Location |
Dolgoproudny, Moscow region, Russia |
|
Company |
Moscow Institute of Physics and Technology |
|
Position |
Professor, deputy head of the department "System analyses in economics" (part-time)
|
|
Description |
|
|
Date: from (month year)to (month year) |
1991, April - 1997,December |
|
Location |
Moscow, Russia |
|
Company |
Institute of Economic Forecasting, Russian Academy of Sciences |
|
Position |
Senior researcher |
|
Description |
Econometric modeling and analysis of the price system and exchange rate dynamics, inflation forecasting. Carried out for the World Bank project "Analysis of the Impact of Higher Energy Prices on Russian Economy" (1992-1993). During 1994-1997 worked as an expert of Russian-European Expert Group and Economic Expert Group under Ministry of Finance of Russian Federation. In 1994 was a recipient of Mac Arturs Foundation grant. |
|
Date: from (month year)to (month year) |
1980, January - 1991,April |
|
Location |
Moscow, Russia |
|
Company |
Institute for Pricing, the USSR Price Committee |
|
Position |
Department head (1987-1991), Laboratory head (1986-1987), Senior Researcher (1980-1986) |
|
Description |
Methods of planning and forecasting of wholesale price levels; problems of putting input-output models in practice; elaboration and carrying out of general and partial price system revisions; investigation of wholesale price dynamics and its influence on cost proportions. |
etc.
15. Others: Over 80 publications in scientific journals and work collections. Among them:
1. Price Liberalisation in Russia: 1992 Issues. Moscow, 1993.
2. Analysis and Forecasts of Price and Finance Indicators Dynamics. Problemy Prognozirovania (Forecasting Problems), 1993, Is. 2. (In Russian).
3. Prices in 1992: disproportion and inflation mechanism. Economika i Matemamicheskie Metody (Economics and Mathematical Methods), 1993, vol. 29, Is. 3. (In Russian).
4. Modification of financial structure under high inflation. Problemy Prognozirovania (Forecasting Problems), 1994, Is. 4.
5. Prices in 1992. Matecon. Vol. 31 NO. 2, Winter 1994-95
6. The multi-layer Russian economy: flexibility limits. Economics and Mathematical Methods. 1995, vol. 31, Is. 3. (In Russian).
7. L'Evolution des prix en Russie. Les causes de l'inflation dans l'Economie de transition. Dans "Monnaie et finances dans la transition en Russie", Editions de la Maison des sciences de l'homme, Paris, L'Harmattan, 1995. (In French).
8. Econometrics. A chapter in “Collection of Methodical papers”. Moscow, HSE Edition, 1998. (In Russian).
9. Time Series Analysis. Economic Journal of Higher School of Economics, Vol. 6, № 1,2,3,4, Vol. 7, № 1.
10. The reduction of costs per unit of output in Russian industry: direct investments as a reason?, Economic Journal of Higher School of Economics, Vol. 13, № 1.
[1] NIS includes all the former Soviet Republics minus the Baltic States plus Mongolia'.
Achievements and Promotion
Russian Federation Medal of the Order ‘For Merit to the Fatherland’, 1st Class (November 2012)
Honorary Badge, 1st Class, of the Higher School of Economics (September 2011)
Certificate of Merit awarded by the Ministry of Economic Development and Trade of the Russian Federation (November 2007)
Certificate of Merit awarded by the Federal Service for Supervision in Education (September 2007)
Russian Federation Medal of the Order ‘For Merit to the Fatherland’, 2nd Class (November 2002)
Biography
- 1974-1980: Senior Research Fellow, Central Research Institute of Paper
- 1980-1991: Senior Research Fellow, Head of Department, Research Institute for Pricing
- 1992: Lecturer on mathematical economics for future HSE teachers
- 1992-1993: World Bank project ‘An Analysis of the Influence of Power Industry Price Increases on the Russian Economy'
- 1993 and onwards: Course in mathematical economics for HSE master's students
- 1994: MacArthur Foundation grant
- 1994-1997: Expert at the Russian-European expert group and the Economic expert group under the Russian Federation's Ministry of Finance
- 1994-1999: Lecture courses on mathematics, mathematical economics, econometrics, and time-series analysis for HSE undergraduate and postgraduate students
- 1997 and onwards: Gives lectures and seminars in English at the International College of Economics and Finance on the following subjects: Calculus, Quantative Methods, and Mathematics for Economists.
- 2001 and onwards: Gives lectures and seminars on time-series analysis
- 1999 and onwards: Gives lectures on econometrics and time-series analysis for students of the Moscow Institute of Physics and Technology
- 2004 and onwards: Gives lectures and seminars in English at the International College of Economics and Finance on Further Mathematics for Economists
Erasmus University Rotterdam & HSE Celebrate 25 Years of Educational Cooperation in Economics
Students, faculty, and alumni of HSE University and Erasmus University Rotterdam gathered to celebrate the 25th anniversary of educational cooperation between the two universities. Attendees reminisced about the past, discussed the future, and explored career opportuntiies at a roundtable, 'Building a Career with EUR'. The newly renovated Pokrovka complex in Moscow was one of many surprises for the participants, which included representatives of Nuffic Neso Russia and Erasmus University alumni.
HSE Staff Members Receive University and Government Awards
HSE staff members were awarded honour awards of the university and the Letter of Gratitude from the Government of the Russian Federation at the meeting of the Academic Council that was held on on February 1.
Golden HSE Jury Invites Staff and Students to Nominate Candidates
The nomination process for HSE Golden Award is currently underway. Afterwards, the Golden HSE jury comprising representatives of all faculties, campuses and HSE Lyceum will select short-listed nominees in each category and determine the winners in Silver Nestling category. The winners in all other categories will be selected by Contest Committee.
HSE Staff Members Awarded Status of Tenured Professor
On June 22, several HSE lecturers and staff members were awarded the status of Tenured Professor at a meeting of HSE Academic Council. Sixteen HSE staff members became Distinguished Professors at the Higher School of Economics for the first time.
Preparatory Year Programme Welcomes New Students
On November 25, the HSE Preparatory Year programme held a special welcome meeting for its new students. The aim of the event is to better acquaint them with HSE and the educational programmes it offers.
Golden HSE -2014 Award Winners Announced
On December 1, HSE celebrated another anniversary and, according to tradition, awarded the best teachers, researchers, administrative staff, and students with the Golden HSE prize.
Iron Egg – 2013: Best Student Extra-Curricular Projects Winners Announced
On December 4th the Artplay Centre of Design held the 10th ‘Iron Egg’ prize award ceremony for HSE students.
Awards and New Areas of Development
On October 28th 2011, a session of the Academic Council of the Higher School of Economics took place at the HSE, The event began with an award ceremony: Claude Blanchemaison, Professor at the Paris-Dauphine University, former French Ambassador in Russia and a long-time friend of the HSE, was given the title of HSE Honorary Professor.
