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SPIN-RSCI: 5357-0860
ORCID: 0000-0003-2620-7862
ResearcherID: L-5323-2015
Scopus AuthorID: 13002922100
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Working days 09:00 a.m. to 18:00p.m.
V. Zusman
T. V. Medvedev
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Valery A. Kalyagin

  • Tenured Professor (2009)
  • Valery A. Kalyagin has been at HSE since 1997.

Education, Degrees and Academic Titles

  • 1997
  • 1995

    Doctor of Sciences* in Real, Complex and Functional Analysis
    Lomonosov Moscow State University

  • 1992
    Associate Professor
  • 1981

    Candidate of Sciences* (PhD) in Real, Complex and Functional Analysis
    Lomonosov Moscow State University

  • 1980

    Postgraduate programme
    Lomonosov Moscow State University

  • 1974

    Lobachevskiy Gorky State University

* Candidate of Sciences
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.
* Doctor of Sciences
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

Courses (2017/2018)

Courses (2015/2016)

Courses (2014/2015)

Editorial board membership

2010: Member of the Editorial Board, Бизнес-информатика (Business Informatics).

Participation at International Conferences, talks

2017 год

- 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 год

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


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),


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



Article Kalyagin V. A., Koldanov A. P., Koldanov P., Pardalos P. M. Optimal decision for the market graph identification problem in a sign similarity network // Annals of Operations Research. 2018. P. 1-15. doi (in print)







Chapter Bautin G. A., Kalyagin V. A. Markov Chains in Modelling of the Russian Financial Market, in: Financial Decision Making Using Computational Intelligence / Ed. by M. Doumpos, C. Zopounidis, P. M. Pardalos. Issue 70. L., NY, Dordrecht, Heidelberg : Springer, 2012. P. 233-251.








Timetable for today

Full timetable

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.’