Yaroslav Lyulko
- Assistant Professor:International College of Economics and Finance
- Head og project:International College of Economics and Finance / Research Methodology Unit
- Yaroslav Lyulko has been at HSE University since 2013.
Education and Degrees
- 2014
Candidate of Sciences* (PhD)
Lomonosov Moscow State University - 2010
Degree
Lomonosov Moscow State University Probability theory and Statistics, PhD thesis title: «On the Random walk- and Brownian motion-type functionals», scientific advisor: Prof. Albert Shiryaev
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
07.2021 - 08.2021 | Sberbank digital summer school. Data Science track.
Young Faculty Support Programme (Group of Young Academic Professionals)
Category "New Researchers" (2014)
Courses (2023/2024)
- Advanced Statistics, ICEF Academia (Optional course (faculty); 1-3 module)Eng
- Computational statistics (Optional course (faculty); International College of Economics and Finance; 1, 2 module)Eng
Mathematics of Finance and Valuation (Bachelor’s programme; International College of Economics and Finance; field of study "38.03.01. Экономика", field of study "38.03.01. Экономика"; 4 year, 1, 2 module)Eng
- Probability Theory and Statistics (Bachelor’s programme; International College of Economics and Finance; 1 year, 1-4 module)Eng
- Statistical Data Analysis (Bachelor’s programme; International College of Economics and Finance; 3 year, 3, 4 module)Eng
- Statistics (Bachelor’s programme; International College of Economics and Finance; 2 year, 1-4 module)Eng
- Past Courses
Courses (2022/2023)
- Advanced Statistics, ICEF Academia (Optional course (faculty); 1-3 module)Eng
- Mathematics of Finance and Valuation (Bachelor’s programme; International College of Economics and Finance; 4 year, 1, 2 module)Eng
- Probability Theory and Statistics (Bachelor’s programme; International College of Economics and Finance; 1 year, 1-4 module)Eng
- Statistics (Bachelor’s programme; International College of Economics and Finance; 2 year, 1-4 module)Eng
Courses (2021/2022)
- Advanced Statistics, ICEF Academia (Optional course (faculty); International College of Economics and Finance; 1-3 module)Eng
- Probability Theory and Statistics (Bachelor’s programme; International College of Economics and Finance; 1 year, 1-4 module)Eng
- Statistics (Bachelor’s programme; International College of Economics and Finance; 2 year, 1-4 module)Eng
Courses (2020/2021)
- Probability Theory and Statistics (Bachelor’s programme; International College of Economics and Finance; 1 year, 1-4 module)Eng
- Statistics (Bachelor’s programme; International College of Economics and Finance; 2 year, 1-4 module)Eng
- Topics in Statistics (Optional course (faculty); International College of Economics and Finance; 1-3 module)Rus
Courses (2019/2020)
- Probability Theory and Statistics (Bachelor’s programme; International College of Economics and Finance; 1 year, 1-4 module)Eng
- Statistics (Bachelor’s programme; International College of Economics and Finance; 2 year, 1-4 module)Eng
Publications2
- Article Lyulko Y., Shiryaev A. Sharp maximal inequalities for stochastic processes // Proceedings of the Steklov Institute of Mathematics. 2014. Vol. 287. No. 1. P. 155-173. doi
- Article Lyulko Y. Exact Inequalities for the Maximum of a Skew Brownian Motion // Moscow University Mathematics Bulletin. 2012. Vol. 67. No. 4. P. 164-169.
Employment history
2014-2019 | Barclays Investment Bank | VP, Quantitative Analytics department
2012-2013 | PricewaterhouseCoopers | Consultant, Financial Services Consulting division of Advisory, Strategy & Operations department
From Economic Thinking to Complex Case Solving: ICEF Academia Enters New Season
ChatGPT is unrivaled when it comes to academic paper screening, a routine it performs just seamlessly. But plodding away at routine is not what economists are valued for in the first place. It’s their economic thinking, soft skills, and ability to solve cases even with little verified data at hand. In their recently held opening session 2023, the managers, faculty and students of ICEF Academia spoke about how to gain these qualities and where they are needed most.
Orientation Seminars for ICEF’s Newly Recruited Teachers
Traditionally hosted by ICEF Teaching and Learning Center, the orientation seminars are designed to provide onboarding experience to all newly recruited academic staff whether with or without previous experience as lecturers or seminar hosts.
"Sport Makes Your Brain More Efficient"
Igor Batov is in his second year of ICEF’s bachelor’s programme and has received the honoured Master of Sports title at the Russian Ballroom Dancing Championship. In this interview, Igor shares how to balance studying and dancing, how sports help in building skills, and why strive for sporting success.
ICEF Academia Welcomes New Cohort at Presentation Meeting
ICEF Academia offers its students advanced courses, research opportunities, access to scientific debate, and more in-depth training for academic careers. Its courses are taken alongside core curriculum. Presenting ICEF Academia to the new cohort of students were its leaders, teachers, and ICEF graduate Andrey Voronin, who shared his experience of gaining admission to PhD programme at UCLA (USA).
Introduction to Teaching Workshop at ICEF
Traditionally organized by ICEF Center for Educational Technologies, Introduction to Teaching workshops are designed for teachers who are new to ICEF and are to be taken by all new teachers regardless of their previous experience as lecturers or seminar tutors.
ICEF Academia held a welcome meeting for its new enrollment
Alongside with the core curriculum,ICEF Academia offers its students more advanced courses, research and scientific debate opportunities, and better preparation for academic careers. Presenting ICEF Academia to first-year students were its leaders, teachers, and ICEF graduate Arseny Stolyarov, who is currently doing a PhD at the University of Wisconsin–Madison.