Education
| 2012 | Master, Mathematics, Theoretical and Mathematical Physics St Petersburg State University of Economics (Russia) |
| 2011 | Master, Mathematics, Financial Mathematics University of Halmstad (Sweden) |
| 2008 | Bachelor, Mathematics, Mathematical Physics St Petersburg State University of Economics (Russia) |
Publications & Citations
Journal article
| Year | Title / Publication | Link |
|---|---|---|
| 2020 | Paranoid Transformer: Reading Narrative of Madness as Computational Approach to Creativity Future Internet |
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| 2020 | Music generation with variational recurrent autoencoder supported by history SN Applied Sciences |
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| 2019 | Learning Literary Style End-to-end with Artificial Neural Networks Advances in Science, Technology and Engineering Systems Journal |
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| 2018 | Government and Corruption: Scylla and Charybdis International Journal of Public Administration |
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| 2017 | Optimization problem for a portfolio with an illiquid asset: Lie group analysis Journal of Mathematical Analysis and Applications |
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Teaching
2023/2024
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 1º | Financial Data Science | Mestrado Bolonha em Finanças - Finance | Yes |
| 1º | Stochastic Finance in Continuous Time | Mestrado Bolonha em Matemática Financeira - Mathematical Finance, Mestrado Bolonha em Economia - Economia | Yes |
| Year | Student Name / Title / Institution | Supervision Type | Link |
|---|---|---|---|
| 2021/2022 | VLADYSLAV KOLTUN Pump it: Twitter Sentiment Analysis for Cryptocurrency Price Prediction ISEG - Instituto de Economia e Gestão |
Master | Ver |