CurriculumVitae – Egorova Liudmila

/ Date of birth: 10.11.1986
Cell phone 89250487532
E-mail:

Education

2004-2009:ChuvashStateUniversity, Russia,facultyofmathematics

2009-2011:NationalResearchUniversityHigherSchoolofEconomics, Russia,facultyofbusinessinformatics, schoolofappliedmathematicsand information science

Employmentexperience

2012- : International Laboratory of Decision Choice and Analysis at National Research University Higher School of Economics, Junior Research Fellow

2012- : Laboratory of Algorithms and Technologies for Networks Analysis at National Research University Higher School of Economics,Junior Research Fellow

2010- : Department of Mathematics, Faculty of Economics at National Research University Higher School of Economics, lecturer

2010-2012: International Laboratory of Decision Choice and Analysis at National Research University Higher School of Economics,Research Assistant

Publications

Papers:

  1. AleskerovF., EgorovaL. Blackswansandstockexchange// HSE Economical Journal, 2010. №4(14). pp.492—506.
  2. Aleskerov F., Egorova L. Is it so bad that we cannot recognize black swans? // Economics Letters, 2012. Т.117. №3. pp.563—565.
  3. Egorova L. G.Effectiveness of Different Trading Strategies for Price-takers // Procedia Computer Science. 2nd International Conference on Information Technology and Quantitative Management, ITQM 2014. National Research University Higher School of Economics (HSE) in Moscow (Russia) on June 3-5, 2014/ Editors Y. Shi,A. Lepskiy,F. T. Aleskerov. Vol. 31. Amsterdam : ELSEVIER, 2014. P.133-142.
  4. Aleskerov F.,Gokhberg L.,Egorova L.,Myachin A.,Sagieva G.Pattern Analysis in the Study of Science, Education and Innovative Activity in Russian Regions//Procedia Computer Science. 2013. Vol.17. P.687-694.
  5. Aleskerov F., Belousova V., Egorova L., Mirkin B. Methods of Pattern Analysis in Statics And Dynamics, Part 1: Literature Review and Clarification of the Term // Business informatics, 3(25), pp. 79-80 (in Russian)
  6. Aleskerov F., Belousova V., Egorova L., Mirkin B. Methods of Pattern Analysis in Statics And Dynamics, Part 2: Examples of Application for Social and Economic Processes Analysis // Business informatics, 4(26), pp. 77-78 (in Russian)
  7. Belenky A.S., Egorova L.G. An Approach to Forming and Managing a Portfolio of Financial Securities by Small and Medium Price-Taking Traders in a Stock Exchange // Advances in Intelligent Systems and Computing. Proceedings of the 3rd International Conference on Modelling, Computation and Optimization in Information Systems and Management Sciences MCO 2015. Vol. 359. Springer, 2015. P. 257-268.

Working papers:

  1. Aleskerov F., Egorova L. Is it so bad that we cannot recognize black swans?, Working paperWP7/2010/03, Moscow, Higher School of Economics, 2010
  2. Egorova L. Recognition of stock exchange processes as a Poisson process of events of two types: models with stimulation and learning.Working paperWP7/2011/02, Moscow, Higher School of Economics, 2011
  3. Aleskerov F., Gokhberg L., Egorova L., Myachin A., Sagieva G. Study of science, education and innovation data using the pattern analysis. Working paperWP7/2012/07 – Moscow: Publishing House of the Higher School of Economics, 2012. – 72 p. (in Russian).
  4. Egorova L. G.The Effectiveness of Different Trading Strategies for Price-Takers. Working papers by NRU Higher School of Economics. Series FE "Financial Economics". 2014. No. WP BRP 29/FE/2014.
  5. Belenky, A. S., Egorova, L. G. Two decision-making models of a trader on developing and changing her investment portfolio. Working paper WP7/2015/02. – Moscow: Higher School of Economics Publ. House, 2015. – 32 p. (in Russian).

Current research projects and interests:

  1. Decision making on the stock exchange,
  2. Self-excited processes and their application in finance,
  3. Forecasting demand for higher education.