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Regular version of the site

School Head —
Vladimir Mkhitarian


Manager —  Ella Rychkova


Senior Administrator — Oleg Chikunaev


19049, Moscow, Shabolovka Ulitsa, 28/11, Building 9, Room 1114
Phone: +7 (495) 772-95-90*26056
Email: erichkova@hse.ru

CEUR-WS Proceedings of the Workshop on Computer Modelling in Decision Making (CMDM 2017)

Edited by: A. Althonayan, T. Belkina, V. Mkhitaryan et al.

Vol. 2018. Aachen: CEUR-WS, 2017.

Book chapter
Econometric Modeling of Integration Activity in the Russian Economy

Mkhitarian V., Karelina M. G.

In bk.: CEUR-WS Proceedings of the Workshop on Computer Modelling in Decision Making (CMDM 2017). Vol. 2018. Aachen: CEUR-WS, 2017. P. 126-138.

Working paper
Limit theorems for the alloy-type random energy model

Molchanov S., Panov V.

math. arxive. Cornell University, 2018. No. 1802.05071.

About the department

Department of Statistics and Data Analysis of the Faculty of Economics, National Research University Higher School of Economics, unites a team of Internationally leading experts in the fi of Micro- and Marco-economics, Applied Statistics, Probability Theory an Mathematical Statistcs and specifically statistical methods of analysis of economical and social phenomena. The Department fits the International standards adopted by the leading Universities Worldwide according to the following criteria:

  • The teaching syllabus meets the best International standards and guaranties the sinergy of the teaching process with the modern advanced research in the fields  of Statistics and Data Analysis. It is designed to equip the students with the methods of creative analysis based on the deep understanding of the basic facts and methods of economics, mathematics, statistics and computing technologies.
  • The hign standards of our basic courses are fully justified by the increasing demands of financial engineering, financial sector in general, modern statistical analysis of social and economic processes to the training and skills of new generation. It is a common knowledge that the probabilistic features and considerable number of competing factors in ecomonics and financial studies requires modern advanced statistical methods and computational skills to deal with. Our staff provides the students with the modern advanced toolkit not only via the traditional lecturing process but also by involving students in research seminars and conferences with the participation of the leading international experts.
  • Many members of our staff may be considered as the leading researcher at the National level in the field of the statistical analysis of the econimic and social processes. A number of our Professors and Assistant Professors have a track record of working for many years in the leading Universities of France, Germany, UK and US. They are in a position to insure the International education standards and provide our students with a career path to the postgraguate studies in the best Universities Worldwide or competative careers in banks, the National and International financial institutions or insurance companies.
  • All our staff are research active, at average publishing at least 12 research papers at the leading peerreviewed International Journals, delivering at least 7-9 invited talks at International Conferences in Europe and US. In 2016 our staff members published two textbooks at the University Publishing House ”Urait”. This is only a very short and incomplete summary of the intensive academic life of our Department.
  • Two years ago Professor V.Konakov and Assistant Professor V.Panov initiated the creation of the Laboratory of Stochastic Analysis and its Applications which attracts a number of distinguished researcher from Germany, US, France, Russia and UK with the similar interests in Stochastic Analysis. The well-qualified staff of this laboratory delivers all the basic courses in Probability and Mathematical Statistics.
  • A few years before, in 2010, Professor A.Ponomarenko initiated the creation of the International Institute of Statistical Education at HSE with the goal to enhance the qualification of the National Statistics officers from the former USSR Commonwealth countries. Only in 2015 about 900 staff members from the former USSR Commonwealth participated in the educational program of the Institute.
  • We are also proud of our strong connections with the National Office of Statistics of Russian Federation. It is worth mentioning that the Head of the Office, Professor A.Surinov, is a part-time member of our Department.
  • Our Department cares to promote our students and demonstrate their academic successes. We are happy to involve both bachelor and magistrate students in a research collaboration with the staff to create an intellectual product usually in the form of joint publication or conference contribution. For the last 7 years we maintain for students and postgraduate students the Conference ”‘Statistical Methods of Modeling of Social and Economic Processes” which provides a platform for discussion and publication of their results.
Finally, the following list indicates the main trends and goals in the development of the Department:
  • create the teaching and research strategies in the fields of modern Probability and Mathematical Statistics and their applications for modeling social and economic phenomena;
  • maintain the high academic standards matching the leading Universities Worldwide;
  • develop joined academic and research programmes with a number of leading Universities Woldwide;
  • promote the professional development of the Russian statistical community and consolidate its contribution to the National academic life.