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Regular version of the site
Language Proficiency
English
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Contacts
Phone:
27242
E-mail:
Address: 11 Pokrovsky Bulvar, Pokrovka Complex, room S809
Timetable
SPIN-RSCI: 3312-5177
ORCID: 0000-0002-6704-8450
ResearcherID: X-9150-2018
Scopus AuthorID: 25960663800
Google Scholar
Supervisor
I. Arzhantsev
Assistant
A. Grigorieva
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Nikolay Filipenkov

  • Nikolay Filipenkov has been at HSE University since 2018.

Education and Degrees

  • 2010

    Candidate of Sciences* (PhD)

  • 2006

    Degree in Applied Mathematics and Information Science
    Lomonosov Moscow 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.

Academic Supervision

for a degree of Candidate of Science
1

Credit Risk Modelling

Courses (2019/2020)

Courses (2018/2019)

Publications12

Conferences

  • 2019

    Credit Scoring and Credit Control XVI (Эдинбург). Presentation: Interpretable Machine Learning Scorecards

  • 2014
    Интеллектуализация обработки информации (Ираклион). Presentation: О некоторых вопросах анализа пучков временных рядов

Employment history

2005 - 2010 Bank of Moscow

2010 - 2015 SAS Russia / CIS

2015 - present SAS Risk Research and Quantitative Solutions

Timetable for today

Full timetable