Kirill Romanyuk
- Associate Professor:HSE Campus in St. Petersburg / St.Petersburg School of Economics and Management / Department of Finance
- 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
Degree
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.
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)
- Theory of Finance (Bachelor’s programme; St.Petersburg School of Economics and Management; 2 year, 3, 4 module)Rus
- Time Series (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 3 module)Eng
- Past Courses
Courses (2022/2023)
- Risk Management (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 1 module)Eng
- Risk Management (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 4 module)Eng
Courses (2021/2022)
- Corporate Governance (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 1, 2 module)Eng
- Theory of Finance (Bachelor’s programme; St.Petersburg School of Economics and Management; 2 year, 1 module)Eng
- Time Series (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 3 module)Eng
Courses (2020/2021)
- Introduction into Financial Economics (Bachelor’s programme; St.Petersburg School of Economics and Management; 1 year, 3 module)Eng
- Research Seminar "Finance" (Bachelor’s programme; St.Petersburg School of Economics and Management; 2 year, 2-4 module)Rus
Courses (2019/2020)
- Corporate Finance (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 2, 3 module)Rus
- Introduction into Financial Economics (Bachelor’s programme; St.Petersburg School of Economics and Management; 1 year, 3 module)Eng
- Time Series (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 4 module)Rus
Courses (2018/2019)
- Consumer Loans (Minor; St.Petersburg School of Economics and Management; 3, 4 module)Eng
- Introduction into Financial Economics (Bachelor’s programme; St.Petersburg School of Economics and Management; 1 year, 3 module)Eng
- Monetary Economics (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 3 module)Eng
- Research Seminar 'Corporate Finance' (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 2-4 module)Rus
Courses (2017/2018)
- Introduction into Financial Economics (Bachelor’s programme; St.Petersburg School of Economics and Management; 1 year, 3 module)Eng
- Research Seminar in Financial Economics (Bachelor’s programme; St.Petersburg School of Economics and Management; 2 year, 1-4 module)Rus
Publications11
- Article Vukovic D., Romanyuk K., Ivashchenko S., Grigorieva E. Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression // Expert Systems with Applications. 2022. Vol. 194. No. May 2022. Article 116553. doi
- Article Romanyuk K. Impact of the COVID-19 Pandemic on the US Credit Default Swap Market // Complexity. 2021. Vol. 2021. Article 1656448. doi
- Chapter Romanyuk K. The Challenges of Using Big Data in the Consumer Credit Sector, in: Intelligent Computing: Proceedings of the 2021 Computing Conference Vol. 2. Springer, 2021. doi P. 221-231. doi
- Chapter Romanyuk K., Ichkitidze Y. Time Series Analysis of Financial Statements for Default Modelling, in: Intelligent Computing: Proceedings of the 2020 Computing Conference, Volume 1. Advances in Intelligent Systems and Computing Vol. 1228. Springer, 2020. doi P. 281-286. doi
- Article Romanyuk K. Individualized student loans sponsored by companies for bridging the gap between education and employment // Academia (Greece). 2019. No. 16. P. 49-61. doi
- Chapter Romanyuk K. A credit risk model based on contour subspaces for decision support systems in loan granting, in: Lecture Notes in Networks and Systems Vol. 15. Springer, 2018. doi P. 783-793. doi
- Chapter Romanyuk K. Game Theoretic Approach for Applying Artificial Intelligence in the Credit Industry, in: 2018 Fifth HCT Information Technology Trends (ITT). IEEE, 2018. P. 1-6. doi
- Chapter Romanyuk K. Modification of aggregated randomized indices method for credit scoring, in: Proceedings of the 2016 Future Technologies Conference. IEEE, 2017. P. 254-259. doi
- Chapter Romanyuk K. Credit scoring based on a continuous scale for on-line credit quality control, in: International Conference on Evolving and Adaptive Intelligent Systems. IEEE, 2016. doi P. 158-162. doi
- Chapter Romanyuk K. Concept of a decision support system for a loan granting based on continuous price function, in: SAI Intelligent Systems Conference 2015 (IntelliSys 2015). L. : IEEE, 2015. P. 105-111. doi
- Article Romanyuk K. Mortgage lending for slum clearance // Procedia Engineering. 2015. No. 117. P. 304-308. doi
Conferences
- 2023Credit 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
- 2020Analytics 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
- 2019Credit Scoring and Credit Control XVI (Edinburgh). Presentation: Analysis of nonlinear dynamics of financial statements for default probability estimation
- 2018IEEE The Fifth HCT Information Technology Trends (Dubai). Presentation: Game Theoretic Approach for Applying Artificial Intelligence in the Credit Industry
- 2017Credit Scoring and Credit Control XV (Edinburgh). Presentation: A Dynamic Credit Scoring Model Based on Contour Subspaces
- 2016Future 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
- 2015SAI 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.
Research seminar on February, 28: Kirill Romanyuk (Department of Finance)
Time: 16.50 - 18.10
Place: 3A Kantemirovskaya st., room: 343