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 (2025/2026)
- 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; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1, 2 module)Rus
- Postgraduate Seminar (Postgraduate course; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) field of study Postgraduate Studies; 3 year, 2 semester)Rus
- Postgraduate Seminar (Postgraduate course; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1 year, 2 semester)Rus
- Past Courses
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
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
Editorial board membership
Sirius. Mathematical Journal. Member of Editorial Board since 2024.
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
2025
- Seminar on Complex Analysis, Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, March 17, 2025.
Доклад: On some problems of rational complex approximation (in Russian).
- International conference “Parallel Computational Technologies” (PCT'2025), April 8-10, Moscow, 2025.
Talk: Kostylev I. Kalyagin V. Numerical analysis of uncertainty of graphical model identification algorithms
- XVII Summer School on Operational Research, Data and Decision Making, Nizhny Novgorod May 22-23, 2025.
Talk: Lectures on Graphical Models
- XXIV International conference “Mathematical Optimization Theory and Operations Research” (MOTOR 2025), July 6 –11, 2025, Novosibirsk, Russia
Talk: Kalyagin V. Kostylev I. Uncertainty of non-convex optimization algorithms for tensor graphical model selection
- International conference “Analysis Days in Sirius”, Sirius Mathematical Center, September 10-17, 2025.
Talk: On some problems of multiple orthogonal polynomials and complex rational approximation (in Russian)
- XIV Scientific and Practical Conference "Mathematical and Computer Modeling in Economics, Insurance and Risk Management", Saratov, November 20-22, 2025.
Talk: Kalyagin V. Frolova O. On the uncertainty of the characteristics of investment portfolios based on cluster analysis (in Russian).
2024
- International conference “Optimization, Analytics, and Decision in the Big Data Era”, June 16-21, Halkidiki, Greece
Talk: Uncertainty of graphical lasso optimization algorithm for learning a graphical model
- International Conference “Complex Networks in Banking and Finance”, Fields Institute, Toronto, June 24 – 27, 2024
Talk: Kalyagin V. Aroslankin A. Uncertainty of clustering in market network
- XXIII International conference “Mathematical Optimization Theory and Operations Research” (MOTOR 2024), June 30 – July 6, 2024, Omsk, Russia
Talk: Kalyagin V. Kostylev I. Robustness of graphical lasso optimization algorithm for learning a graphical model
2023
5th Lake Baikal summit 2023, Advanced mathematical theory and algorithms, Sochi, October 19-21, 2023
Talk: Uncertainty of Graphical Model Selection Algorithms
XIV International Conference "Optimization and Applications" (OPTIMA-2023), Petrovac, Montenegro, September 18 - 22, 2023.
Talk: Kalyagin V. Kostylev I. Graph density and uncertainty of graphical model selection algorithms
22nd International conference “Mathematical Optimization Theory and Operations Research” (MOTOR 2023), July 2-8, 2023, Ekaterinburg, Russia
Talk: Uncertainty of graph clustering in correlation block model.
XXIV Yasin (April) International Academic Conference on Economic and Social Development, April 4-14 2023г. Round Table M-11-2. Network Analysis: Theory and Application.
Talk: Uncertainty of algorithms for identification of concentration graphs in random variable networks
Seminar on Complex Analysis, Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, February 20, 2023.
Talk: On vector Stieltjes string and related topics (in Russian)
2022 год
- INTERNATIONAL CONFERENCE ON ADVANCES IN COMPUTING TECHNOLOGIES AND AI, ACAI 2022, September 2022, Dubai
Talk: Reliability of clustering algorithms in networks
- International conference "Mathematical Optimization Theory and Operations Research", MOTOR 2022. Petrozavodsk, July 2022.
Talk: Uncertainty of clustering algorithms in random variables networks
- International conference "Complex Approximation, Orthogonal Polynomials and Applications", CAOPA 2022, Sirius Mathematical Center June, 2021
Talk: Direct spectral problem for multiple orthogonal polynomials defined by higher order three term recurrences
- XXIII Yasin (April) International Academic Conference on Economic and Social Development, HSE University, Moscow, April 2022.
Talk: Comparison of uncertainty of clustering algorithms in random variables networks
2021
- XXII asin (April) International Academic Conference on Economic and Social Development, HSE University, Moscow, April 13 – 30, 2021.
Talk: Hyper graph network models for stock market
- International conference "Mathematical Optimization Theory and Operations Research", MOTOR 2021, Irkutsk, July 5-10, 2021г.
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
Talk: On some results in multiple orthogonal polynomials and its applications
2020
- XXI Yasin (April) International Academic Conference on Economic and Social Development, HSE University, Moscow, April 2020.
Доклад: Uncertainty of identification of some network structures in market networks
- International conference "14th Learning And Intelligent Optimization Conference" LION14
Talk: Uncertainty of efficient frontier in portfolio optimization
Supervisor of the following Doctoral theses
- 1Generalization of neural networks on the dual numbers algebra, 2024
- 2S. Ketkov Analysis of the shortest path problem with incomplete information and learning, 2023
- 3G. Neshchetkin Analysis of multi-objective optimization methods in multi-task machine learning
- 4N. Kasiyanov The method of generating functions for constructing efficient algorithms for solving delta-modular integer programming problems
From Neural Networks to Stock Markets: Advancing Computer Science Research at HSE University in Nizhny Novgorod
The International Laboratory of Algorithms and Technologies for Network Analysis (LATNA), established in 2011 at HSE University in Nizhny Novgorod, conducts a wide range of fundamental and applied research, including joint projects with large companies: Sberbank, Yandex, and other leaders of the IT industry. The methods developed by the university's researchers not only enrich science, but also make it possible to improve the work of transport companies and conduct medical and genetic research more successfully. HSE News Service discussed work of the laboratory with its head, Professor Valery Kalyagin.
‘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.’