HSE News Service has talked to two international faculty members of Laboratory of Stochastic Analysis and its Applications about their experience teaching and doing research online, as well as their research agenda.
Senior Research Fellow Jean-Francois Jabir has been working at HSE Moscow since 2017. Now he is based in France, not being able to return to Moscow at the moment on account of border closures. This year Professor Jabir is teaching such courses as Introduction to Stochastic Differential Equations and Numerical Probability and Probability Theory and Mathematical Statistics.
Distance teaching helps break different barriers (temporal and geographical), allowing, theoretically speaking, any student to attend a particular programme from any place in the world. With the current situation that we are all experiencing, distance learning is essential because it offers students the option of studying safely without taking health risks.
On the plus side, distance working allows us to bring our workplace closer to home. This advantage requires, nevertheless, a certain period of adaptation and the resources to arrange an efficient work place, along with technology for holding efficient long-distance academic discussions.
While convenient for long-distance collaborations, distance working in my opinion is not as efficient as face-to-face interaction. One thing that is missing with online work is the immediate contact with colleagues, which stimulates the direct exchange of ideas or opinions that are valuable for scientific projects. While research work often sounds as an individual and isolated pursuit, face-to-face collaboration and discussions very often give birth to innovating ideas.
Direct contact with students is equally important if we talk about teaching because it allows teachers to have immediate feedback on the understanding or difficulties faced by an individual or a group of students and to respond appropriately to this feedback.
I am currently working, with HSE and foreign colleagues, on the theoretical and practical properties of some dynamical random systems that, while initially introduced in physics more than 50 years ago, are now applied for proposing efficient solutions to modeling issues in finance, economics or even the general modeling of machine learning algorithms.
The particular interest of these systems is their capacity, in essence, of describing a large variety of situations – ranging from simple to complex structures – whether these structures are physical, financial, economic or social, and of allowing to qualitatively analyse these structures. This topic features a rich scope of questions that invoke different branches of sciences, from pure mathematics to engineering, and will certainly be the motor of my research and teaching activities in the forthcoming future.
Harold Moreno started his career at HSE University in a postdoctoral position at the Laboratory of Stochastic Analysis and its Application in 2016. He then returned to Colombia for work in 2018. After spending a year working in his home country, he came back to HSE University as an Associate Professor at the Faculty of Economic Sciences and a Senior Research Fellow at the Laboratory of Stochastic Analysis and its Applications. This year he is teaching Actuarial Сalculus, Introduction to Stochastic Differential Equations and Numerical Probability . Professor Moreno has been working in Moscow during the pandemic.
My work routine hasn't changed so much. I mostly work in mathematical research, so it was easy transition to a distance mode. Previously, I also used to email and Skype a lot to communicate with my colleagues, so it is the same. One of the benefits of distance teaching is that I don't have to spend time traveling. The biggest minus in distant work is social isolation. I don't speak a lot with other people.
I currently work on some projects with my HSE and international colleagues from Mexico, Colombia, Canada, and Japan. We study some problems in finance and stochastic control theory—I have been working in areas related to optimal stochastic control theory, more specifically on optimal execution problems that are relevant for algorithm trading, optimal dividend paid problems, and dynamic portfolio optimization problems.
Fortunately, I was not alone during the pandemic time. My wife and I were almost all the time at home, working. In our free time, we were watching movies and TV series. In my free time, I like to play online chess, read some books and news. I love to walk and swim. Sometimes, we could go outside to walk in the parks that are near.