Source: https://www.hse.ru/en/org/persons/930360
Timestamp: 2019-04-24 02:37:47+00:00

Document:
Working days 09:00 a.m. to 18:00p.m.
Valery A. Kalyagin has been at HSE since 1997.
2010: Member of the Editorial Board, Бизнес-информатика (Business Informatics).
Plenary talk: Market network analysis: identification of network structures in market network.
- 2d Vietnam International Applied Mathematics Conference, VIAMC 2017, Ho Shi Minh, Vietnam, December 15-18, 2017.
Workshop on Critical and collective effects in graphs and networks, April 25-29 апреля, 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.
Talk: on some problems with Big Data, April 21, 2016.
International Summer School on Operational Research and Applications, Nizhny Novgorod, May 22 – 25, 2016. https://nnov.hse.ru/en/latna/conferences/school2016.
International Conference «Science of Future», St Petersburg, September 16-21, 2014. http://www.p220conf.ru/.
Article 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.
Chapter Kalyagin V. A., Koldanov A. P., Pardalos P. M. A General Approach to Network Analysis of Statistical Data Sets, in: Learning and Intelligent Optimization. / Ed. by P. M. Pardalos, M. Resende, C. Vogiatzis, J. Walteros. Vol. 8426: Lectute Notes in Computer Science. Switzerland : Springer, 2014. P. 88-97.
Book Kalyagin V. A., Pardalos P. M., Rassias T. Network Models in Economics and Finance. Springer, 2014.
Article 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.
Article 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.
Book Models, Algorithms, and Technologies for Network Analysis / Ed. by Boris I. Goldengorin, Valery A. Kalyagin, Panos M. Pardalos. Vol. 59. NY : Springer, 2013.
Article Koldanov A. P., Kalyagin V. A., Koldanov P.A., Pardalos P. M. Statistical procedures for the market graph construction // Computational Statistics & Data Analysis. 2013. Vol. 68. P. 17-29.
Chapter Bautin G. A., Kalyagin V. A. Markov Chains in Modelling of the Russian Financial Market, in: Financial Decision Making Using Computational Intelligence / Ed. by M. Doumpos, C. Zopounidis, P. M. Pardalos. Issue 70. L., NY, Dordrecht, Heidelberg : Springer, 2012. P. 233-251.
Preprint Aleskerov F. T., Чистяков В. В., Kalyagin V. A. Многокритериальные пороговые алгоритмы принятия решений / NRU Higher School of Economics. Series WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2010. No. 02.
Article Kononova A., Kalyagin V. A. On Compact Perturbation of the Limit-Periodic Jacobi Operator // Mathematical notes. 2009. Vol. 86. No. 6. P. 789-800.
Article Chistyakov V., Kalyagin V. A. A model of noncompensatory aggregstion with an arbitrary collections of grades // Доклады Академии наук. 2008. Vol. 78. No. 1. P. 617-620.
Article Aleskerov F. T., Роgоrеlskiу К., Kalyagin V. A. Actual voting power of the IMF members based on their political-economic intergration // Mathematical and Computer Modelling. 2008. Vol. 48. P. 1554-1559.
Article Aptekarev A. I., Kalyagin V. A., Van Iseghem J. Geneticsum representation for the moments of the Stieltjes function and their application // Constructive Approximation. 2000. Vol. 16. P. 487-454.
Article Draux A., Kalyagin V. A., Aptekarev A. I. On asymptotics of exact constants in the Markov-Bernstein inequalities in the weighted spaces of integrable functions with classical weight // Russian Mathematical Surveys. 2000. Vol. 55. No. 1. P. 173-174.
Article Beckermann B., Kalyagin V. A. Diagonal of the Pade table and the approxiamation of the Weyl function of second order difference operator // Constructive Approximation. 1997. Vol. 13. P. 481-510.
Article Kalyagin V. A. On a classical system of polynomials of simultaneous orthogonality // Journal of Computational and Applied Mathematics. 1997. Vol. 67. P. 207-216.
Article Aptekarev A. I., Kalyagin V. A., van Assche W. Criterion of the resolvent set of a non-symmetric tridiagonal operators // Proceedings of the American Mathematical Society. 1995. Vol. 123. No. 8. P. 2423-2430.
Article Kalyagin V. A. Note on asymptotics of ortogonal polynomials on an arc // Journal of Approximation Theory. 1995. Vol. 80. P. 138-145.

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