Valery A. Kalyagin
- Department Head, Professor: HSE Campus in Nizhny Novgorod / Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) / Department of Applied Mathematics and Informatics
- Laboratory Head: HSE Campus in Nizhny Novgorod / Laboratory of Algorithms and Technologies for Networks Analysis
- Programme Scientific Supervisor: Data Mining
- Tenured Professor (2009)
- Distinguished Professor (2018)
- Valery A. Kalyagin has been at HSE University since 1997.
Education, Degrees and Academic Titles
Lomonosov Moscow State University
Lobachevskiy Gorky State University
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.
Area of expertise
mathematics, applied mathematics, computer sciences, constructive complex analysis (rational approximations), mathematical modelling, actuarial mathematics, probabilistic and statistical models
Awards and Accomplishments
- Best Teacher — 2023–2024
Courses (2024/2025)
- Mentor's Seminar (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 2 year, 1-3 module)Rus
- Mentor's Seminar (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 1 year, 1-4 module)Rus
- Methods of Data Analysis (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 1 year, 1, 2 module)Rus
- Methods of Data Analysis (Mago-Lego; 1, 2 module)Rus
- Postgraduate seminar (Postgraduate course field of study Postgraduate Studies; 3 year, 2 semester)Eng
- Postgraduate seminar (Postgraduate course; 1 year, 2 semester)Rus
- Research Seminar (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Information Science; 3 year, 1-3 module)Rus
- Past Courses
Courses (2023/2024)
- Mathematics for computer vision (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 1 year, 1 module)Eng
- Mathematics for computer vision (Mago-Lego; 1 module)Eng
- Mentor's Seminar (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 1 year, 1-4 module)Rus
- Mentor's Seminar (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 2 year, 1-3 module)Rus
- Modern Methods of Data Analysis (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 1 year, 1, 2 module)Rus
- Modern Methods of Data Analysis (Mago-Lego; 1, 2 module)Rus
- Network models (Postgraduate course field of study Postgraduate Studies; 1 year, 2 semester)Rus
- Postgraduate seminar (Postgraduate course field of study Postgraduate Studies; 1 year, 2 semester)Rus
- Research Seminar (Postgraduate course field of study Informatics and Computer Engineering; 3 year, 1 semester)Rus
- Research Seminar (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
Courses (2022/2023)
- Mathematics for computer vision (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 1 year, 1 module)Eng
- Mathematics for computer vision (Mago-Lego; 1 module)Eng
- Mentor's Seminar (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 1 year, 1-4 module)Rus
- Models of Financing Transaction (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
- Modern Methods of Data Analysis (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 1 year, 1, 2 module)Rus
- Modern Methods of Data Analysis (Mago-Lego; 1, 2 module)Rus
- Network models (Postgraduate course field of study Informatics and Computer Engineering; 2 year, 1 semester)Rus
- Research Seminar (Postgraduate course field of study Informatics and Computer Engineering; 2 year, 1 semester)Rus
- Research seminar "Modern Problems of Operations Research" (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 2 year, 3 module)Rus
Courses (2021/2022)
- Mathematics for computer vision (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 1 year, 1 module)Eng
- Modeling of Financial Operations (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
- Modern Methods of Data Analysis (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 1 year, 1, 2 module)Rus
- Research seminar "Modern Problems of Operations Research" (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 2 year, 3 module)Rus
Courses (2020/2021)
- Modeling of Financial Operations (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
- Modern Methods of Data Analysis (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 1 year, 1, 2 module)Rus
- Modern Methods of Decision Making (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 1 year, 3, 4 module)Rus
- Research seminar "Modern Problems of Operations Research" (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Applied Mathematics and Informatics; 2 year, 3 module)Rus
Editorial board membership
Grants
Russian Science Foundation, grant 22-11-00073 "Analysis of Uncertainty and Optimization for Data Mining Models"
Russian Foundation for Basic Research, grant 18-07-00524 «Decision Making in Graphical Model Selection Problem», Principal Investigator.
Participation at International Conferences, talks
2023
- 5th Lake Baikal summit 2023, Advanced mathematical theory and algorithms, Sochi, October 19-21, 2023
Invited talk: Uncertainty of Graphical Model Selection Algorithms
- XIV International Conference "Optimization and Applications" (OPTIMA-2023), Petrovac, Montenegro, September 18 - 22, 2023.
Invited talk: Kalyagin V. Kostylev I. Graph density and uncertainty of graphical model selection algorithms
- 22nd International conference “Mathematical Optimization Theory and Operations Research” (MOTOR2023), July 2-8, 2023, Ekaterinburg, Russia
Invited talk: Uncertainty of graph clustering in correlation block model.
- XXIV April International Academic Conference on Economic and Social Development, Moscow, HSE, April 2023, Moscow, Round Table M-11-2. Network Analysis: Theory and Application.
Invited talk: Uncertainty of algorithms for identification of concentration graphs in random variable networks
- Steklov Mathematical Institute of Russian Academy of Science, Seminar on complex analysis, Moscow, February 20, 2023
Invited talk: On vector Stieltjes string
2022
- INTERNATIONAL CONFERENCE ON ADVANCES IN COMPUTING TECHNOLOGIES AND AI, ACAI 2022, Дубай, сентябрь 2022
Invited talk: Reliability of clustering algorithms in networks
- International Conference on Mathematical Optimization Theory and Operations Research MOTOR 2022, July 2022, Petrozavodsk
Invited talk: Uncertainty of clustering algorithms in random variables networks
- International Conference Complex Approximation, Orthogonal Polynomials and Applications, CAOPA 2022, Sirius Mathematical Center June, 2021
Invited talk: Direct spectral problem for multiple orthogonal polynomials defined by higher order three term recurrences
- XXIII April International Academic Conference on Economic and Social Development, Moscow, HSE, April 2022, Moscow, HSE
Invited talk: Comparison of uncertainty of clustering algorithms in random variables networks
2021
- XXII April International Academic Conference on Economic and Social Development, Moscow, HSE, April 2021, Moscow, HSE, https://conf.hse.ru/2021/
Invited talk: Hyper graph network models for stock market
- International Conference Mathematical Optimization Theory and Operations Research, MOTOR 2021, (July 5-10, 2021г, Irkutsk), www.math.nsc.ru/conference/motor/2021/index.html)
Invited talk: Uncertainty of maximum spanning tree identification in random variable network
- International Conference Complex Approximation, Orthogonal Polynomials and Applications, CAOPA 2021, Sirius Mathematical Center June 06-12, 2021
Invited talk: On some results in multiple orthogonal polynomials and its applications
2020
- XXI April International Academic Conference on Economic and Social Development, Moscow, HSE, April 2020, Moscow, HS
Invited talk: Uncertainty of identification of some network structures in market networks
- International Conference 14th Learning And Intelligent Optimization Conference (LION14)
Invited talk: Uncertainty of efficient frontier in portfolio optimization
2019
- 18th International Conference on Mathematical Optimization Theory and Operations Research (MOTOR – 2019), Ekaterinburg, July 08-12, 2019. Invited Talk: Clustering in random variables networks http://motor2019.uran.ru/
- 20th April International Academic Conference on Economic and Social Development, Moscow, HSE, April 09-12, https://conf.hse.ru/en/2019/about Invited talk: Adaptive identification algorithm in random variable networks
- Russia Vision Forum, organized by Huawei Central Research Institute, February 21-22, 2019 Moscow, Russia. Plenary talk: Data Mining in Random Variables Network.
- Open Lecture at the Faculty of Computer Science HSE Moscow, April 08, 2019, https://cs.hse.ru/announcements/254960979.html , Invited talk: Uncertainty of decision making in random variables networks.
2018
- International Forum on High-end Equipment Smart Manufacturing Engineering Management in the New Generation Information Technology Environment, Hefei University of Technology, May, 06-09, 2018, Hefei, China. Talk: Cell formation algorithms in manufacturing and applications
- International Conference on Network Analysis (NET 2018), Yandex, Moscow, May 18-19, 2018, http://nnov.hse.ru/en/latna/conferences/net2018. Talk: Loss function, unbiasedness, and optimality of Gaussian graphical model selection
- International Conference Learning and Intelligent OptimizatioN (LION 12), Kalamata, Greece, June 10-15, 2018, http://www.caopt.com/LION12. Talk: Optimality of multiple decision statistical procedure for Gaussian graphical model selection
2017
- XVIII April Conference on Economic and Social Development, Moscow, HSE, April 11-14, 2017, https://www.hse.ru/news/186991819.html
Talk: Measures of similarity and network structures on stock markets
- Conference on approximation and optimization, Athens, Greece, June 29-30, 2017, http://caoaca.com
Plenary talk: Optimal Portfolio Selection and Estimation of Covariance Matrix: Bias-efficiency tradeoff
- 44th International Symposium on Operational Research - SYM-OP-IS 2017, Zlatibor, Serbia, 25-28 September 2017, http://www.symopis.vggs.rs/
Plenary talk: Market network analysis: identification of network structures in market network.
- 2d Vietnam International Applied Mathematics Conference, VIAMC 2017, Ho Shi Minh, Vietnam, December 15-18, 2017.
Plenary talk: Robust identification of network structures in stock market
2016
Workshop on Critical and collective effects in graphs and networks, April 25-29 апреля, Yandex - MPTI, Moscow (http://discrete-mathematics.org/?page_id=451/). Talk: Identification of threshold graph in correlation networks.
Discrete Optimization and Operations Research, DOOR 2016, September 19-23, Vladivostok. http://math.nsc.ru/conference/door/2016/index.html.
Talk: Robust identification of subgraphs in a complete weighted graph associated with a set of random variables.
Keldysh Institute of Applied Mathematics of Russian Academy of Science,
Talk: on some problems with Big Data, April 21, 2016.
International Summer School on Operational Research and Applications, Nizhny Novgorod, May 22 – 25, 2016. https://nnov.hse.ru/en/latna/conferences/school2016.
Lecture: Network models for stock market
2015
WCGO IV, World Congress on Global Optimization , February 22-25, 2015, University of Florida, USA http://www.caopt.com/WCGO/
Talk: Optimal Identification Procedures in Gaussian Graphical Models
Yandex – HSE Workshop, Applied optimization and search problems on networks (graphs)
April 06, Moscow.
Talk: Problems of identification of network structures
CMS 2015, 12th International Conference on Computational Management Science, May 27-29, University of Prague, Czech Republic http://cms2015.cuni.cz/
Talk: Robust computation of the market graph
MOD 2015, International Workshop on Machine learning, Optimization and big Data, July 21-23, 2015, Taormina, Sicily, Italy http://www.taosciences.it/mod-2015/
Tutorial: Statistical Inferences in Graphical Models
2014 .
XVI International Conference "Optimization methods and Applications", June 30 – July 6, 2014, Olkhon, Irkutsk, http://sei.irk.ru/conferences/mopt2014/index.html
Title of the talk: A general approach to market network analysis
International Conference “Optimization Control and Applications in the Information Age”, June 15-20, 2014, Chalkidiki, Greece, http://pardalos60.com/
Title of the talk: Market Graph and Markowitz Model
Intenational Conference “Learning and Intelligent OptimizatioN (LION 8)”, 16-21 февраля, 2014, Университет Флориды, США, http://caopt.com/LION8
Title of the talk: General Approach to Network Analysis of Statistical Data Sets
International Conference «Science of Future», St Petersburg, September 16-21, 2014. http://www.p220conf.ru/.
Title of the talk: Identification of Network Structures in Statistical Data Sets
An International Symposium on Orthogonality, Quadrature and Related Topics, Puerto de la Cruz, Tenerife, Spain. January 20-24, 2014. http://gama.uc3m.es/claroline1811/courses/CONG/document/index.html
Title of the talk: On a numerical stability of modified Chebychev algorithm for multiple orthogonal polynomials and generalized Volterra lattice
International Conference on Orthogonal Polynomials, Integrable Systems and Their Applications, Shanghai Jiao Tong University and Shaoxing University, October 25-29, 2014 (ICOPISTA-2014),
http://math.sjtu.edu.cn/conference/icopista/index.html
Title of the talk: Discrete KP equation, generalized Volterra lattice and multiple orthogonal polynomials
International Conference “Complex Analysis and Related Topics”, St Petersburg, April 14-18, 2014, http://en.chebyshev.spb.ru/analysis_conference/
Title of the talk: Asymptotics of sharp constants in Markov-Bernstein inequalities
‘Passing on Knowledge and Expertise to New Generations Gives Me Great Pleasure’
Valery Kalyagin, Professor at the Department of Applied Mathematics and Computer Science and Tenured Professor at HSE University in Nizhny Novgorod, has been named a laureate of the national ‘Professor of the Year’ award in the Central Federal District.
‘Passing on Knowledge and Expertise to New Generations Gives Me Great Pleasure’
Valery Kalyagin, Professor at the Department of Applied Mathematics and Computer Science and Tenured Professor at HSE University in Nizhny Novgorod, has been named a laureate of the national ‘Professor of the Year’ award in the Central Federal District.
ANR-Lab Roundtable at the Yasin conference
On April 11, within the framework of the XXIV Yasin (April) international scientific conference on the problems of the development of the economy and society, a Roundtable ANR-Lab 'Theory and application of network analysis' was held. Laboratory staff and external speakers made presentations.
On April 7-8, within the framework of the Yasin (April) Conference, the section "Network Analysis" was held
On April 5-22, 2022, the XXII Yasin (April) International Academic Conference on Economic and Social Development organized by NRU HSE takes place. Within the conference framework, the International Laboratory for Applied Network Research traditionally organized a section, "Network Analysis," addressed to various theoretical and empirical studies from different disciplines, based on applying theoretical and methodological approaches from the field of network analysis.
HSE University-Nizhny Novgorod to Launch Online Master of Computer Vision Programme
This year, HSE University in Nizhny Novgorod will launch its Master of Computer Vision programme on Coursera. The fully online programme has been developed by leading experts from Huawei, ItSeez3D, Intel, Harman, and Xperience AI. It will be taught in English and is open to applicants from all countries. The closing date for applications is August 16, 2021.
HSE University-Nizhny Novgorod to Launch Online Master of Computer Vision Programme
This year, HSE University in Nizhny Novgorod will launch its Master of Computer Vision programme on Coursera. The fully online programme has been developed by leading experts from Huawei, ItSeez3D, Intel, Harman, and Xperience AI. It will be taught in English and is open to applicants from all countries. The closing date for applications is August 16, 2021.
A Strong Profile in IT and Humanities
The HSE Look talked to Anna Blyakhman, Deputy Director of HSE Nizhny Novgorod and Associate Professor at the Faculty of Management, about the educational programmes offered at the campus and its international students.
Developing New Research Tools
The Laboratory of Algorithms and Technologies for Networks Analysis (LATNA) in Nizhny Novgorod is one of HSE’s international laboratories. It is co-supervised by Panos Pardalos, Distinguished Professor at the University of Florida, and Valery Kalyagin, Professor and Department Head at the Department of Applied Mathematics and Informatics. Professor Kalyagin told The HSE Lookabout the lab’s research projects, its work with students, and engagement in the educational life of the campus and HSE at large.
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.
A Good Education is the Best Investment for the Future
Kirill Pogorelskiy, Assistant Professor at the Faculty of Economics, Warwick University, UK, starting August 2015. Completed his Master's in Applied Mathematics and Information Technology, specialising in Mathematical Modelling in 2009 and began a PhD in Social Sciences at Caltech, USA, which he finished this year. In an interview Kirill talked about teaching at HSE, his academic interests and doing a PhD at a top American university.
Laboratory of Algorithms and Technologies for Networks Analysis
Panos Pardalos, Scientific Advisor of the Laboratory of Algorithms and Technologies for Networks Analysis (LATNA), and Valery Kalyagin, Head of the LATNA, talk about research projects of the laboratory.
Laboratory of Algorithms and Technologies for Networks Analysis
Panos Pardalos, Scientific Advisor of the Laboratory of Algorithms and Technologies for Networks Analysis (LATNA), and Valery Kalyagin, Head of the LATNA, talk about research projects of the laboratory.
Internet Search Possible without Search Engines
Specialists from the HSE’s Nizhny Novgorod campus plan to create a new system of structuring data and accounting of webpages. The Laboratory of Algorithms and Technologies for Networks Analysis has won a grant from the Russian Science Foundation to study ‘Clustering and Search Techniques in Large Scale Networks.’