Source: https://fermlab.hse.ru/en/conf
Timestamp: 2019-04-18 16:53:12+00:00

Document:
Laboratory members take part in various conferences and other scientific events.
International Congress of Actuaries 2018, Berlin, June 4-8, 2018.
XIX April International Academic Conference On Economic and Social Development, Moscow, April 13, 2018.
M. Kurbangaleev, Z. Selezneva. Information capacity of the aggregated credit scores.
"Tikhonov readings" scientific conference, Moscow, October 29 - November 2, 2018.
Smirnov S., Andreev N. A guaranteed deterministic approach to the portfolio investment and superhedging problems.
"Expert estimates and data analysis" research seminar at V.A. Trapeznikov Institute of control sciences, Moscow, March 14, 2018.
Smirnov S., Kurbangaleev M. Aggregation of credit ratings as a consensus problem for expert estimates.
Perm Winter School, Perm, February 3-4, 2017.
XVIII April International Academic Conference On Economic and Social Development. Moscow, April 11-14, 2017.
7th International Academic Conference for Students and Graduate Students ‘Statistical Methods for Analysis of the Economy and Society’, Moscow, May 17-20, 2016.
N. Andreev, A. Byachkova. Statistical analysis of the Brinson approach to the portfolio attribution problem under transaction costs.
III International Conference «Modern Econometric Tools and Applications -META2016», Nizhny Novgorod, September 22-24, 2016.
A. Byachkova, N. Andreev. The analysis of portfolio efficiency according to the Brinson approach including transaction costs.
Perm Winter School, Perm, February 4, 2016.
XII Russia Risk Conference, Moscow, October 20, 2016.
V. Lapshin. Bond market liquidity: quote inconsistency measure (with applications).
"Mathematics and Interdisciplinary Research - 2016" national conference, Perm, May 16-20, 2016.
N. Andreev, A. Byachkova. Portfolio performance attribution under the Brinson approach in presence of transaction costs.
Roundtable "Assessing liquidity of securities under Basel III. Factoring liquidity into calculation of market risk in line with Bank of Russia’s new requirements", Moscow, December 15, 2015.
Andreev N. "Implicit transaction costs and liquidity aspects in order driven market".
European Bond Commission Conference, 2015, Smirnov S.
Perm Winter School, 2015, Kurbangaleev M., Lapshin V.
Andreev N. "Portfolio selection for unspecified price dynamics under transaction costs".
Lapshin V. "Contrdance in Europe, the second half of the XVIII century: a review of the sources and the main trends".
Andreev N. "Numerical study of the book limit orders to the market shares of movable applications".
Lapshin V. "The integration of credit and market risk models"
Lapshin V. "The integration of credit risk and market risk models"
Andreev N., Lapshin V. "Stochastic dynamics model of the limit orders book in the optimal portfolio liquidation"

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