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Curriculum Vitae – Egorova Liudmila
Date of birth: 10.11.1986
Cell phone 89250487532
E-mail: [email protected]
Education
2004-2009: Chuvash State University, Russia, faculty of mathematics
2009-2011: National Research University Higher School of Economics, Russia, faculty of
business informatics, school of applied mathematics and information science
Employment experience
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. Aleskerov F., Egorova L. Black swans and stock exchange// 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
paper WP7/2010/03, 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 paper WP7/2011/02, 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 paper WP7/2012/07 –
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.