Ph.D. in physics and mathematics, Research Fellow at the Computing Centre of the Russian Academy of Sciences.
Activities
Integral indicator and rating construction, expert estimations validation. It includes both the theory (how we can prove our indicator or rating is valid) and the practice (how we should calculate a particular indicator or rating).
Creation of mathematical models based on measured data of any type. The main tool is regression models (both, parametric or non-parametric) automatic generation and selection.
Development of algorithms in the field of data analysis, pattern recognition, forecasting.