Curriculum vitae prof. Valery A. Kalyagin

CURRICULUM VITAE

Prof. Valery A. KALYAGIN

Name: KALYAGIN (KALIAGUINE)

First Name: Valery (Valeriy, Valeri)

Date of birth: 12 of June 1952

Place of birth: Kamenka, Gorky region, USSR

Nationality: russian

Family situation: married, 2 childrens

Address (home): Nizhniy Novgorod

Kazanskoye shosse, 14-34

606163, Russia

Phone: [phone]

Address (office) Faculty of Business Informatics and Mathematics

Department of Applied Mathematics

National Research University – Higher School of Economics

Nizhniy Novgorod

Bolshaya Pecherskaya 25

603155 Russia

Phone: [phone]

FAX: [phone]

E-mail: [e-mail]

Staff: Head of the International laboratory of algorithms and technologies for

network analysis. Full Professor. Head of the Department of Applied

Mathematics
AREA OF EXPERTISE: Pure and Applied Mathematics, Computer Sciences.

Complex Analysis, Approximation Theory, Numerical Algorithms, Hydrodynamic Stability, Orthogonal Polynomials, Complex Rational Approximation,

Special Functions, Functional Analysis, Moment Problems, Difference Operators, Numerical algorithms, Algebraic Functions, Dynamical Systems, Mathematical Modelling, Environnemental Models, Economical Models, Financial Models, Actuarial Mathematics, Decision support systems.
EDUCATION

1969-1974 Graduate Courses, Gorky State University

Department of Mecanics and Mathematics

1969-1971 (BS) General Mathematics

1971-1974 (MA) Applied Mathematics

1977-1980 Post Graduate Courses, Moscow State University

Department of Mecanics and Mathematics

PhD, Theory of Function and Functional Analysis

DIPLOMAS, SCIENTIFIC DEGREES

1. Diploma of High Education (MA). Gorky State University

Speciality: Applied Mathematics. Diploma A-I 360120.

Subject of thesis: On the decomposition of entire functions on

Appell series.

2. Degree of Candidat es Sciences in Mathematic and Physics(Ph.D).

Moscow State University, 1981. Diplomas 013514. Thesis:

Normality and convergence problems for simulteneous Pade

approximants

3. Degree of Doctor of Sciences in Mathematics and Physics

(Full Doctor Degree), Moscow State University, 1995, Diplomas

DK 002499.

Thesis: Complex rational approximants and spectral analysis of

non symmetric operators. Thesis distinguished by High Attestation Commission, Bulletin VAK, 1995.

4. Diploma of Docent in Mathematics, Moscow, High Education

Committee of the USSR, 1989. Diplomas DC 015465.

5. Diploma of Professor in Applied Mathematics, Ministry of

National Education, Russia, 1997. Diploma PR 001210.

EXPERIENCE, PERMANENT POSITIONS HELD

1976-1977 Assistant in Mathematics,

Gorky Polytechnical Institute

1977-1980 Post-graduated student in mathematics,

Moscow State University, Departement of Mathematics

1980-1990 Associated professor in Mathematics,

Gorky Polytechnical Institute.

1990-1994 Associated professor,

Nizhniy Novgorod State University

Departement of Mathematics.

1994-1995 Senjor researcher,

Keldysh Institut of Applied Mathematics

Russian Academy of Sciences, Moscow.

1995-2003 Professor (Full Professor),

Nizhny Novgorod State Technical University,

Departement of Applied Mathematics.

2003- present Professor (full professor),

National Research University – Higher School of Economics

Nizhny Novgorod

2012 – present Head of the International Laboratory of Algorithms and Technologies for

Network Analysis.

National Research University – Higher School of Economics

Nizhny Novgorod
GENERAL COURSES: Analysis, Probability, Groups Theory,

Differential Equations, Functional Analysis, Complex Analysis,

Random Processes, Signal and Systems, Numerical Analysis, Optimization, Operational Research, Data Analysis.

SPECIAL COURSES: Approximation, Complex Approximation, Orthogonal

Polynomials, Non-linear discrete dynamical systems, Special functions, Economic dynamics, Actuarial Mathematics, Financial Risk Modeling. Decision analysis. Data Analysis, Research Seminar on Operations Research.

VISITING POSITIONS

1991 France, Toulon University, visiting associated professor

1992 Germany, THF Berlin, Research Fellow

1995 France, Lille University, visiting professor

1996 France, Rouen University, visiting professor

1997 France, INSA de Rouen, visiting fellow

1998 France, Lille University, visiting professor (PAST)

1999 France, Lille University, visiting professor (PAST)

2000 France, Lille University, visiting professor (PAST)

2001 France, Lille University, visiting professor

2002 France, INSA de Rouen, visiting professor

2004 France, Lille, University, visiting professor.

2005 Spain, University Carlos III, Madrid, Research Fellow

2007 France, Lille University, visiting professor

2008 Spain, University Carlos III, Madrid, visiting professor.

2010 France, Lille University, visiting professor

2011 Italy, University of Florence, visiting professor
INTERNATIONAL CONFERENCES ACTIVITY (last years)
2016 год

Workshop on Critical and collective effects in graphs and networks, April 25-29, Yandex-MPTI, Moscow (http://discrete-mathematics.org/?page_id=451/). Talk: Identification of threshold graph in correlation networks.

Discrete Optimization and Operations Research, DOOR 2016, September 19-23, Vladivostok. http://math.nsc.ru/conference/door/2016/index.html.

Talk: Robust identification of subgraphs in a complete weighted graph associated with a set of random variables.

Keldysh Institutte of Applied Mathematics of Russian Academy of Sciences, April 21,

Talk: On some problems with Big Data.

International Summer School on Operational Research and Applications, Nizhny Novgorod, May 22 – 25, 2016. https://nnov.hse.ru/en/latna/conferences/school2016.

Lecture: Network models for stock market

2015 год
World Congress on Global Optimization (WCGO IV), February 22-25, 2015. Gainesville, Florida, USA.

Talk: Optimal Identification Procedures in Gaussian Graphical Models

Yandex Workshop, Applied optimization and search problems on networks, April 06, Yandex

main office (Moscow)

Talk: Problems of identification of network structures
2014 год.
XVI International conference "methods of Optimization and its Applications", June 30 – July 06, 2014, Baikal, Olkhon, http://sei.irk.ru/conferences/mopt2014/index.html

Talk: General approach to market network analysis

 

International Conference “Optimization Control and Applications in the Information Age”, June 15-20, 2014, Chalkidiki, Greece, http://pardalos60.com/

Talk: Market Graph and Markowitz Model

 

Intenational Conference “Learning and Intelligent OptimizatioN (LION 8)”,  February 16-21, 2014, University of Florida, USA, http://caopt.com/LION8

Talk: General Approach to Network Analysis of Statistical Data Sets

 

International Conference «Science of Future», St Petersburg, September 16-2, 2014. http://www.p220conf.ru/.

Talk: Identification of Network Structures in Statistical Data Sets

 

International symposium ORTHOQUAD 2014, Tenerife, Spain, January 20-24, 2014,

http://gama.uc3m.es/claroline1811/courses/CONG/document/index.html

Talk: On a numerical stability of modified Chebychev algorithm for multiple orthogonal polynomials and generalized Volterra lattice

International Conference on Orthogonal Polynomials, Integrable Systems and Their Applications,  Shanghai Jiao Tong University and Shaoxing University, October 25-29, 2014 (ICOPISTA-2014),

http://math.sjtu.edu.cn/conference/icopista/index.html

Talk: Discrete KP equation,  generalized Volterra lattice and multiple orthogonal polynomials
International conference “Complex Analysis and Related Topics”, St Petersburg, April 14-18, 2014, http://en.chebyshev.spb.ru/analysis_conference/

Talk: Asymptotics of sharp constants in Markov-Bernstein inequalities

SCIENTIFIC AWARDS

1997-1999 Awards of the President of Russian Federation:

Special Stipendium for Outstanding Scientist.

2000-2002 Awards of the President of Russian Federation:

Special Stipendium for Outstanding Scientist.

1998. 
      Soros Foundation Professorship.
      
1999. 
      Soros Foundation Professorship.
      

2009 Nizhny Novgorod Governor recognition for the achievements in scientific

research

SCIENTIFIC GRANTS

1993-1996 Russian Foundation of Basic Research, grant 93-011-278, investigator.

1993-1996 INTAS (Europeen Community), grant 93-219, investigator.

1994-1995 International Science Foundation, grant 7N7000, investigator.

1996-1998 Russian Foundation of Basic Research, grant 96-01-00730, Principal

Investigator.

1996-1997 Russian Ministry of Hight Education, grant 95-01.4-28, Principal

Investigator.

1998-1999 Russian Ministry of Education. Scientific grant (Novosibirsk).

Principal Investigator.

1997-1999 French Ministry of High Education. Reseaux Formation-Recherche.

Russian Coordinator.

1998-2001 European Community, TEMPUS-TACIS project. Russian coordinator.

1999-2001 Russian Foundation of Basic Research, grant 99-01-01251, Principal

Investigator.

2000-2002 Trilateral project (France, Germany, Russia) "University of XXI

century", russian coordinator

2001-2002 INTAS (European Community), grant 272-2000. Team Leader.

2002-2004 Russian Foundation of Basic Research, grant 02-01-00565, Principal

Investigator.

2002-2004 French Ministry of High Education. Reseaux Formation-Recherche.

Russian coordinator.

2004-2006 INTAS (European Community), grant NeCCA 03-51-6637, Team

Leader.

2005-2007 Russian Foundation of Basic Research, grant 05-01-00697,

Principal Investigator.

2007-2008 Scientific grant 06-06-0002 of Higher School of Economics, Team

Leader.

2008-2010 European Community, TEMPUS-TACIS project JEP-27208-2006. Project coordinator.

2009 State contract of Russian Ministry of Education № 02.741.11.2081:

Organization of the scientific school «Advanced problems of intellectual decision support systems». School Organizer.

2010-2012 Russian Foundation of Basic Research, grant 10-01-00682,

Principal Investigator.

2014-2015 Russian Science Foundation, grant 14-41-00039, Investigator

2014-2016 Russian Foundation of Basic Research, grant 14-01-00807, Principal Investigator.

2015-2017 Russian Foundation of Human Research, grant 1515-32-01052, Principal Investigator

SELECTED PUBLICATIONS (2013-2017)

2017

• 
  Kalyagin, V.A., Koldanov, A.P., Koldanov, P.A., Pardalos P.M. Optimal decision for the market graph identification problem in a sign similarity network // Annals of Operations Research, First Online: 03 April 2017, DOI: 10.1007/s10479-017-2491-6.
  
• 
  Kalyagin V. A., Koldanov A. P., Petr A. Koldanov. Robust identification in random variables networks // Journal of Statistical Planning and Inference. 2017. Vol. 181. No. Feb P. 30-40. http://dx.doi.org/10.1016/j.jspi.2016.08.008
  
• 
  Pardalos P. M., Kalyagin V. A. Preface to special issue of the journal “Optimization Methods and Software”, 2017. Vol. 32. No. 2. P. 221-221.
  
• 
  Koldanov P., Koldanov A. P., Kalyagin V. A., Pardalos P. M. Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model // Statistics & Probability Letters, v.122 , March 2017, pp.90-95. http://dx.doi.org/10.1016/j.spl.2016.11.003
  
• 
  Колданов П. А., Калягин В. А., Колданов А. П. Устойчивые процедуры построения сетевых структур фондовых рынков // В кн.: XVII Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн. / Отв. ред.: Е. Г. Ясин. Кн. 4. М. : Издательский дом НИУ ВШЭ, 2017. С. 510-516.
  

2016

• 
  Models, Algorithms and Technologies for Network Analysis, Springer Proceedings in Mathematics & Statistics / Editors: V. A. Kalyagin, Petr A. Koldanov, P. M. Pardalos. Vol. 156. Springer International Publishing Switzerland, 2016. doi
  
• 
  Kalyagin V. A., Koldanov A. P., Pardalos P. On multivariate network analysis of statistical data sets with different measures of association // Annals of Mathematics and Artificial Intelligence. 2016. Vol. 76. No. 1. P. 83-92. doi
  
• 
  Koldanov P., Kalyagin V. A., Bautin G. A. On some statistical procedures for stock selection problem // Annals of Mathematics and Artificial Intelligence. 2016. Vol. 76. No. 1. P. 47-57. doi
  
• 
  Pardalos P. M., Kalyagin V. A. Preface to the special issue on “Clustering and search techniques in large scale networks” // Optimization Letters, v.11, Issue 2, 2017 doi 10.1007/s11590-016-1053-1
  

2015

• 
  Batsyn M.V., Kalyagin V.A., Tulyakov D. An efficient approach to the protein structure alignment problem / Keldysh Institute of Applied Mathematics, preprint 91, 2015.
  
• 
  Aptekarev A., Draux A., Kalyagin V. A., Tulyakov D. Asymptotics of sharp constants of Markov-Bernstein inequalities in integral norm with Jacobi weight // Proceedings of the American Mathematical Society. 2015. Vol. 143. No. 9. P. 3847-3862. doi
  
• 
  Koldanov A. P., Kalyagin V. A., Pardalos P. M. Step Down and Step Up Statistical Procedures for Stock Selection with Sharp Ratio // Lecture Notes in Computer Science. 2015. Vol. 9432. P. 26-36.
  

2014

• 
  Kalyagin V. A., Koldanov A. P., Pardalos P. M. A General Approach to Network Analysis of Statistical Data Sets, in: Learning and Intelligent Optimization. / Науч. ред.: P. M. Pardalos, M. Resende, C. Vogiatzis, J. Walteros. Vol. 8426: Lectute Notes in Computer Science. Switzerland : Springer, 2014. P. 88-97.
  
• 
  Andrey A. Glotov, Kalyagin V. A., Arsenii N. Vizgunov, Pardalos P. M. Market Graph Construction Using the Performance Measure of Similarity, in: Models, Algorithms and Technologies for Network Analysis / Науч. ред.: M. V. Batsyn, V. A. Kalyagin, P. M. Pardalos. Vol. 104. L., NY, Dordrecht, Heidelberg : Springer, 2014. Ch. 3. P. 21-35.
  
• 
  Koldanov P., Kalyagin V. A., Koldanov A. P., Zamaraev V. A. Market Graph and Markowitz Model, in: Optimization oi Science and Engineering (In Honor of the 60th Birthday of Panos M. Pardalos). NY : Springer Science, Business Media, 2014. Ch. 15. P. 301-313. doi
  
• 
  Kalyagin V.A., Koldanov A.P., Koldanov P.A., Pardalos P.M., Zamaraev V.A. Measures of uncertainty in market network analysis // Physica A: Statistical Mechanics and its Applications. 2014. Vol. 413. No. 1. P. 59-70. doi
  
• 
  Models, Algorithms and Technologies for Network Analysis / Науч. ред.: M. V. Batsyn, V. A. Kalyagin, P. M. Pardalos. Vol. 104. L., NY, Dordrecht, Heidelberg : Springer, 2014.
  
• 
  Kalyagin V. A., Pardalos P. M., Rassias T. Network Models in Economics and Finance. Springer Verlag, 2014.
  
• 
  Kalyagin V. A., Koldanov P., Zamaraev V. A. Network Structure Ucertainty for Different Markets // Springer Optimization and Its Applications. 2014. Vol. 100. P. 181-197.
  
• 
  Vizgunov Arsenii, Goldengorin B., Kalyagin V. A., Koldanov A. P., Koldanov P.A., Pardalos P. M. Network approach for the Russian stock market // Computational Management Science. 2014. Vol. 11. No. 1-2. P. 45-55. doi
  

2013

• 
  Mikhail Batsyn, Valery Kalyagin. An Analytical Expression for the Distribution of the Sum of Random Variables with Mixed Uniform Density and Mass Function, in: Models, Algorithms, and Technologies for Network Analysis / Ed. by B. I. Goldengorin, V. A. Kalyagin, P. M. Pardalos. Issue 32. NY : Springer, 2013. Ch. 3. P. 51-63.
  
• 
  Bautin G., Kalyagin V. A., Koldanov A. P. Comparative Analysis of Two Similarity Measures for the Market Graph Construction // Springer Proceedings in Mathematics & Statistics. 2013. Vol. 59. P. 29-41.
  
• 
  Beckermann B., Kalyagin V., Matos A., Wielonsky F. Equilibrium Problems for Vector Potentials with Semidefinite Interaction Matrices and Constrained Masses // Constructive Approximation. 2013. Vol. 37. No. 1. P. 101-134. doi
  
• 
  Models, Algorithms, and Technologies for Network Analysis / Ed. by B. I. Goldengorin, V. A. Kalyagin, P. M. Pardalos. Issue 32. NY : Springer, 2013. (в печати)
  
• 
  Models, Algorithms, and Technologies for Network Analysis / Ed. by Boris I. Goldengorin, Valery A. Kalyagin, Panos M. Pardalos. Vol. 59. NY : Springer, 2013.
  
• 
  Kalyagin V. A., Koldanov A. P., Koldanov P.A., Pardalos P. M., Bautin G. A. Simple measure of similarity for the market graph construction // Computational Management Science. 2013. Vol. 10. No. 2-3. P. 105-124. doi
  

April 2017 Valery Kalyagin (V.Kaliaguine)