Nikita Lysenok
- Lecturer, Doctoral Student: Faculty of Economic Sciences / Department of Financial Market Infrastructure
- Visiting Lecturer: Faculty of Economic Sciences / Master's Programmes Curriculum Support
- Nikita Lysenok has been at HSE University since 2021.
Education
HSE University
HSE University
Russian Foreign Trade Academy
Continuing education / Professional retraining / Internships / Study abroad experience
From 2019 to 2020 graduated with honors from the University of Geneva in the specialization program "Investment Management".
In 2020 graduated from The London School of Economics and Political Science course "Business, International Relations and the Political Economy", has a CPD certificate on completion of the course.
In 2021 graduated from the University of Oxford course: ”Oxford Algorithmic Trading Program".
In 2022 successfully completed the Larry Williams Stock Trading and Investing course.
In 2024, he successfully completed the course of the first stream of the MOEX IR Academy
MOEX (PDF, 2,61 Мб)
Awards and Accomplishments
- Best Teacher — 2026, 2024
Postgraduate Studies
Approved topic of thesis: The effectiveness of volatility forecasts in active trading strategies of institutional investors on the Russian stock market
Academic Supervisor: Nikolay I. Berzon
In 2021, assistance Berzon N.I. during the classes of the 3rd module of the MagoLego "Financial markets and instruments".
In 2022, assistance Berzon N.I. during classes 1-2 modules Financial markets, institutions and instruments.
Courses (2026/2027)
- Algorithmic Trading and Quantitative Strategies (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit; 1 year, 2 module)Rus
- Algorithmic Trading and Quantitative Strategies (Mago-Lego; Faculty of Economic Sciences)Rus
- Corporate Governance and Behavioral Economics (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit; 2 year, 1 module)Rus
- Corporate Governance and Behavioral Economics (Mago-Lego; Faculty of Economic Sciences)Rus
- Financial Markets and Institutions (Minor; Faculty of Economic Sciences)Rus
- Financial Markets and Instruments (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit; 1 year, 1, 2 module)Rus
- Financial Markets and Instruments (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit; 1 year, 1, 2 module)Rus
- Financial Markets and Instruments (Mago-Lego; Faculty of Economic Sciences)Rus
- Financial Markets and Instruments (Mago-Lego; Faculty of Economic Sciences)Rus
- IR Director: Leading Communications in the IPO Era (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit; 2 year, 3 module)Rus
- IR Director: Leading Communications in the IPO Era (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit; 2 year, 3 module)Rus
- IR Director: Leading Communications in the IPO Era (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit; 2 year, 3 module)Rus
- IR Director: Leading Communications in the IPO Era (Mago-Lego; Faculty of Economic Sciences)Rus
- Private Finance Management (Minor; Faculty of Economic Sciences)Rus
- Professional Participants and the Financial Market (Minor; Faculty of Economic Sciences)Rus
- Structure of the Global Financial Market (Minor; Faculty of Economic Sciences)Rus
- Past Courses
Courses (2025/2026)
- Algorithmic Trading and Quantitative Strategies (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit; 1 year, 2 module)Rus
- Algorithmic Trading and Quantitative Strategies (Mago-Lego; Faculty of Economic Sciences; 2 module)Rus
- Financial Markets and Institutions (Minor; Faculty of Economic Sciences)Rus
- Financial Markets and Instruments (Mago-Lego; Faculty of Economic Sciences; 3 module)Rus
- Financial Markets and Instruments (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit; 1 year, 1, 2 module)Rus
- Financial Markets and Instruments (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit; 1 year, 1, 2 module)Rus
- Financial Markets and Instruments (Mago-Lego; Faculty of Economic Sciences; 1, 2 module)Rus
- IR Director: Leading Communications in the IPO Era (Mago-Lego; Faculty of Economic Sciences; 3 module)Rus
- Private Finance Management (Minor; Faculty of Economic Sciences)Rus
- Professional Participants and the Financial Market (Minor; Faculty of Economic Sciences)Rus
- Structure of the Global Financial Market (Minor; Faculty of Economic Sciences)Rus
Courses (2024/2025)
- Financial Markets (Bachelor’s programme; Faculty of Economic Sciences field of study Economics; 4 year, 3 module)Rus
- Financial Markets (Bachelor’s programme; Faculty of Economic Sciences field of study Economics; 3 year, 3 module)Rus
- Financial Markets (Bachelor’s programme; Faculty of Economic Sciences field of study Applied Mathematics and Information Science, Economics; 3 year, 3 module)Rus
- Financial Markets (Bachelor’s programme; Faculty of Economic Sciences field of study Economics; 2 year, 3 module)Rus
- Financial Markets (Bachelor’s programme; Faculty of Economic Sciences field of study Applied Mathematics and Information Science, Economics; 2 year, 3 module)Rus
- Financial Markets (Bachelor’s programme; Faculty of Economic Sciences field of study Economics; 2 year, 3 module)Rus
- Financial Markets (Bachelor’s programme; Faculty of Economic Sciences field of study Economics; 1 year, 3 module)Rus
- Financial Markets (Bachelor field of study Applied Mathematics and Information Science, Economics; 1 year, 3 module)Rus
- Financial Markets and Institutions (Minor; Faculty of Economic Sciences)Rus
- Financial Markets and Instruments (Mago-Lego; 3 module)Rus
- Private Finance Management (Minor; Faculty of Economic Sciences)Rus
- Professional Participants and the Financial Market (Minor; Faculty of Economic Sciences)Rus
- Research Seminar "Contemporary Problems of Development of Finacial Markets" (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit; 2 year, 1-4 module)Rus
- Research Seminar "Contemporary Problems of Development of Finacial Markets" (Master’s programme; Faculty of Economic Sciences field of study Finance and Credit; 2 year, 1-4 module)Rus
- Structure of the global financial market (Minor; Faculty of Economic Sciences)Rus
Courses (2023/2024)
- Financial Markets and Instruments (Mago-Lego; 3 module)Rus
- Private Finance Management (Minor; Faculty of Economic Sciences; 3, 4 module)Rus
- Project Proposal (Bachelor’s programme; Faculty of Economic Sciences field of study Economics, field of study Economics; 4 year, 3 module)Eng
Conferences
- 2024
Чтения по экономике и финансам памяти Е. Г. Ясина (Москва). Presentation: Фондовый индекс БРИКС 100+. Кластерный метод в определении отраслевых лидеров.
- 2023
Международная научно-практическая конференция "ВЭД в период формирования новой модели международных отношений" (Москва). Presentation: ПОТЕНЦИАЛ ЭКОНОМИЧЕСКОГО И ФИНАНСОВОГО СОТРУДНИЧЕСТВА СТРАН БРИКС В УСЛОВИЯХ КРИЗИСА
XXIV Ясинская (Апрельская) международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Потенциал применения структурных продуктов для финансовых рынков стран БРИКС
- 2022
XXIII Ясинская (Апрельская) международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Оценка инвестиционной привлекательности фондовых рынков стран БРИКС
XII Международная научно-практическая конференция «Архитектура финансов: устойчивое развитие и ответственное финансирование в эпоху глобальных изменений» (Санкт-Петербург). Presentation: Оценка потенциала применения структурных продуктов для фондовых рынков стран БРИКС
Международная научная конференция студентов, аспирантов и молодых учёных «Ломоносов-2022» (Москва). Presentation: Оценка инвестиционной привлекательности фондовых рынков стран БРИКС
XII Международная научно-практическая конференция «Трансформация экономики и управления: новые вызовы и перспективы» (Санкт-Петербург). Presentation: ОЦЕНКА ПОТЕНЦИАЛА ПРИМЕНЕНИЯ СТРУКТУРНЫХ ПРОДУКТОВ ДЛЯ ФОНДОВЫХ РЫНКОВ СТРАН БРИКС
Employment history
2018 - 2020 / Assistant Chief Economist / “TOIR-M", Moscow
2020 / Intern in the Analytics Department / Alutech Group of Companies, Moscow
2021 / Intern / Innoterra AG, Switzerland
2021 / Assistant to the Head of the Financial Products Department / CAT Financial Products AG, Switzerland
2021 - 2023 / Junior Portfolio Manager / Clarus Capital Group, Switzerland
2021 - 2023 / Teaching Assistant Professor, Doctor of Economics Berzon N.I. / Higher School of Economics, HSE, Moscow
HSE Economist Finds Way to Improve Efficiency of Stock Market Trading Strategies
An economist at HSE University has analysed possible trading strategies on the stock market and shown that investors can achieve higher returns if they determine the size of their trades based on the degree of intraday fluctuations in asset prices. When the key interest rate is high, the advantage of this strategy over a conventional one increases 4.7-fold. The study has been published in the journal Enterprise Development and Microfinance.
Machine Learning Models Can Help Reduce Volatility and Boost Stock Market Returns
The use of machine learning models makes it possible to achieve greater accuracy in predicting risks in the Russian stock market compared to classical econometric approaches. The predictive power of these models increases by 23%, while the average investor’s return can reach up to 13% per annum. These conclusions were drawn by Nikita Lysenok from the Department of Financial Market Infrastructure at the HSE Faculty of Economic Sciences. The paper has been published in Fundamental and Applied Mathematics.