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Regular version of the site
Language Proficiency
English
French
Contacts
Phone:
+7 (831) 436-13-97
Fax:
+7 (831) 416-96-51
E-mail:
Address: Room 406. 136 Rodionova Str. Nizhny Novgorod
Timetable
Download CV
SPIN-RSCI: 5357-0860
ORCID: 0000-0003-2620-7862
ResearcherID: L-5323-2015
Scopus AuthorID: 13002922100
Google Scholar
Working hours
Working days 09:00 a.m. to 18:00p.m.
Supervisor
V. Zusman
Deputy
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
    Professor
  • 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

    Diploma
    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 (2015/2016)

Courses (2014/2015)

Research Seminar "Methods of Decision Analysis" (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); programme "Applied Mathematics and Information Science"; spec. "Математическое моделирование"; 2 year, 1, 2 module)

Editorial board membership

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

Participation at International Conferences, talks

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

Publications

20162

20154

20148

20137

20121

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.

20112

20104

20093

20083

20002

19972


19952

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.’