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+7 (812) 644-59-11
Address: St. Petersburg, 3A Kantemirovskaya Ulitsa, Korpus 1, room 311
ORCID: 0000-0002-5420-2607
ResearcherID: F-8443-2018
Scopus AuthorID: 56825751900
Google Scholar
Y. Ichkitidze
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Kirill Romanyuk

  • Kirill Romanyuk has been at HSE University since 2017.

Education and Degrees

  • 2016

    Candidate of Sciences* (PhD) in Mathematical and Instrumental Methods in Economics
    Peter the Great St. Petersburg Polytechnic University

  • 2013

    Saint Petersburg 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.

Continuing education / Professional retraining / Internships / Study abroad experience

04.02.2021 - Chartered Statistician (Royal Statistical Society).

January - March 2019, MFE C++ Programming and Numerical Analysis Course, UC Berkeley.

3-5 July 2019 - XXVIII International Financial Congress.

2 July 2019 - The Bank of Russia's Summer Macroeconomic School.  

11 December 2018 - The Graduate Statistician status awarded by the Royal Statistical Society.

3-7 September 2018 - Teaching Development Program: Teaching Principles and Practices (CERGE-EI, HSE).

14-18 May 2018 - The workshop on soft skills for teaching and research by William Thomson (HSE).

16-19 April - FICO World 2018 conference

Young Faculty Support Program (Group of Young Academic Professionals)
Category "New Lecturers under 30" (2019)

Professional associations

Chartered Statistician (Royal Statistical Society, UK)

IEEE Information Theory Society

Courses (2023/2024)

Courses (2022/2023)

Courses (2021/2022)

Courses (2020/2021)

Courses (2019/2020)

Courses (2017/2018)



  • 2023
    Credit Scoring and Credit Control XVIII (Edinburgh). Presentation: Impact of the COVID-19 Pandemic on the Credit Default Swap Market
  • Royal Statistical Society International Conference (Harrogate). Presentation: Impact of the COVID-19 Pandemic on the Predictability of Credit Default Swap Spreads of US Companies
  • 2021

    Computing (London). Presentation: The challenges of using big data in the consumer credit sector

  • 2020
    Analytics for Management and Economics Conference (Санкт-Петербург). Presentation: Application of alternative data in credit scoring
  • Computing (London). Presentation: Time Series Analysis of Financial Statements for Default Modelling
  • 2019
    Credit Scoring and Credit Control XVI (Edinburgh). Presentation: Analysis of nonlinear dynamics of financial statements for default probability estimation
  • 2018
    IEEE The Fifth HCT Information Technology Trends (Dubai). Presentation: Game Theoretic Approach for Applying Artificial Intelligence in the Credit Industry
  • 2017
    Credit Scoring and Credit Control XV (Edinburgh). Presentation: A Dynamic Credit Scoring Model Based on Contour Subspaces
  • 2016
    Future Technologies Conference (San Francisco). Presentation: Modification of Aggregated Randomized Indices Method for Credit Scoring
  • Intelligent Systems Conference (London). Presentation: A credit risk model based on contour subspaces for decision support systems in loan granting
  • 2015
    SAI Intelligent Systems Conference 2015 (IntelliSys 2015) (London). Presentation: Concept of a Decision Support System for a Loan Granting Based on Continuous Price Function
  • IEEE Evolving and Adaptive Intelligent Systems (Douai). Presentation: Credit scoring based on a continuous scale for on-line credit quality control

Job Experience

2017-present - Department of Finance, HSE University.

2021-2022 - research fellow at Financial Engineering and Risk Management Lab, HSE University.

2017 - lecturer at St. Petersburg Polytechnic University.

Timetable for today

Full timetable

Research seminar on February, 28: Kirill Romanyuk (Department of Finance)

Time: 16.50 - 18.10
Place: 3A Kantemirovskaya st., room: 343