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CURRICULUM VITAE
ARKADY SHEMYAKIN,
Professor, Department of Mathematics, University of St. Thomas, St. Paul, MN, USA.
HOME ADDRESS: 5445 Girard Avenue S, Minneapolis, MN 55419, tel. (612)-823-5019.
OFFICIAL ADDRESS: University of St. Thomas, 2115 Summit Avenue, Mail OSS #201, St.
Paul, MN, 55105; phone: (651)-962-5522, e-mail: [email protected].
PERSONAL BACKGROUND: Born January 17, 1959, at St. Petersburg, USSR. Resided in
Novosibirsk, Russia from 1961 to 1992. Citizen of the USA. Married with two daughters.
EDUCATION AND ACADEMIC QUALIFICATION
Academic degrees:
1988
1980
Candidate of Science Degree (equivalent to Ph.D.) in Probability and Statistics,
Sobolev Institute of Mathematics, Siberian Branch of Acad. of Sciences, USSR,
Novosibirsk, Russia,
Diploma (equivalent to Master of Science) in Math. and Applied Math.,
Novosibirsk State University, Novosibirsk, Russia,
Other degrees and certificates:
1993
Diploma (Docent, equivalent to Associate Professor)
State Higher Education Committee of Russian Federation
ACADEMIC EXPERIENCE
Academic and Administrative Positions:
20092011-2013
2002-2009
2004
1998-2002
1996-1998
1995-1996
1994-1995
1993-1994
1992-1993
1988-1995
1985-1988
1985-1990
Professor, Dept. of Mathematics, University of St. Thomas (UST), St. Paul, MN
Director, Statistics Program, UST
Associate Professor, Director of Statistics Program, UST
Visiting Lecturer, Heriot-Watt University, Edinburgh, Scotland, UK
Assistant Professor, UST
Visiting Assistant Professor, Dept. of Math., UST
Visitor, Business Affairs, UST
Vice-Rector, Independent Siberian University (ISU), Novosibirsk, Russia
Visiting Assistant Professor, Dept. of Math., Business Affairs, UST
Vice-Rector, External Relations, ISU
Associate Professor, Novosibirsk State University (NSU), Novosibirsk, Russia
Assistant Professor, NSU
Administrative Secretary, Dept. of Probability and Statistics,
Div. of Math. And Applied Math., NSU
GRANT AWARDS
External grants:
2014
2009, 2013
2009
Recipient of personal grant by BP for collaboration with Novosibirsk State
University
Recipient of personal grants of “Dynasty” foundation, Russia
Participant, USAID grant for the collaboration with the Siberian Center of
Economic Studies
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2008-2014
Co-PI, NSF grant “Computational Science Training for Undergraduates in
Mathematical Sciences”
RECENT PUBLICATIONS
(Total list includes 38 items)
1. Copula Models in Joint Last Survivor Analysis (with H. Youn), Applied Stochasic Methods in
Business and Industry, 2006, Volume 22, p.211-224.
2. Logistic Regression and Bayesian Model Selection in Estimation of Probability of Success
(with L. Lundsten), Review of Business Research, 2006, v.6, #1, 215-223.
3. An Adaptive Backward Coupling Independent Metropolis Algorithm for Truncated
Distributions, Model Assisted Statistics and Applications, 2007, v.2, No. 1, 137-143.
4. Community Oriented Projects in Calculus Based Statistics Courses (with B. Tiefenbruck),
Model Assisted Statistics and Applications, 2009, v.4, No 4, pp.253-264.
5. From the Institute to the Market Place - Optimizing the Commercialization of New
Technology (with T. Jithendranathan and L. Lundsten), Special Volume, Proceedings of the
Institute of Economics, Novosibirsk, Russia, 2009, v. 4, pp.199-212.
6. Information Inequalities, Reference Priors and Hellinger Distance, Proceedings of
International Conference in Business and Economics, AGU, 2010, pp.231-235.
7. Hellinger Distance and Non-informative Priors, pre-print, Center for Applied Mathematics,
University of St. Thomas, cam2011-19, September, 2011.
8. Selection of Copula Model for Inter-market Dependence, with V. Gordeev and A. Knyazev,
Model Based Statistics and Applications, 2012, v. 7, No 3, pp. 315-325.
9. Modern Applications of Copula in Financial Modeling, with S. Lipovetsky, Model Based
Statistics and Applications, 2012, v. 7, No 3, p. 265.
10. A New Approach to Construction of Objective Priors: Hellinger Information. Applied
Econometrics (In Russian), 2012, v. 28, No 4, pp.124-137.
11. Hellinger Distance and Non-informative Priors, Bayesian Analysis, 2014, v. 9, No 4, pp.
923-938.
12. A Comparative Study of Regional Innovative Entrepreneurship in Russia and the United
States, with T. Jithendranathan, N. Kravchenko, S. Kuznetsova, L. Lundsten, and A.
Yusupova, Journal of Small Business and Enterprise Development, 2015, v. 22, No 1.
13. Bayesian copula models for statistical dependence of national stock indices, with N.
Kangina, A. Kniazev, and O. Lepekhin, In: Proceedings of XV April International Academic
Conference on Economic and Social Development, HSE, Moscow, Russia, (to appear in
2015, currently available online).
14. Modeling Joint Distributions of National Stock Indices, with A. Kniazev and O. Lepekhin
(Astrakhan State University), submitted to Model Assisted Statistics and Applications in
October 2014.
15. Time-to-default Analysis of Mortgage Portfolios, with M. Galloway (UST) and A. Johnson
(Macalester College), submitted to Applied Stochastic Models of Business and Industry in
December 2014.
16. Joint Distribution of Stock Indices: Bayesian Estimation and Copula Model Selection, with A.
Kniazev and O. Lepekhin (Astrakhan State University), forthcoming.
17. Bayesian Copula Model Selection for Dependent Warranty Claims, with J. Kumerow, N.
Lenz, K. Sargent, and K. Wifwat (all- UST), forthcoming.
Major Consulting and Applied Research Projects:
Consulting for Deutsche Bank (2013-2014)
Consulting for U.S. Bancorp (2012-2013)
Applied research project with Travelers Insurance Group (2012-2014) “Employment
Practices Liability Modeling”
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Applied research projects with One Beacon Insurance (2011-2014) “Macroeconomic
Models of Underwriting Cycle” and “Models of Historical Severity based on Inflation”
Applied research projects with Credit Risk Division of U.S. Bancorp (2010-2011)
“Markov Chain Monte Carlo Modeling of Risk Distributions” and “Statistical Models of
Dependence in Applications to Risk Management”
Consulting for UW, River Falls (2008-2009) in statistical analysis of work recognition
patterns for aphasic patients.
Community service:
-
President, Twin Cities Chapter of the American Statistical Association
President, American Siberian Educational Foundation
Committee Member, Statistics Program, UST
Science Scholarship Committee (Division of Sciences, UST)
Coordinator, Applied Probability and Statistics Interdisciplinary Seminar
Recent Presentations (Invited or Contributed Papers in the last 3 years):
Twelfth World Meeting of ISBA (ISBA-2014), Cancun, Mexico, July 2014, “Modelling Related
Failures of Vehicle Components using Bayesian Copula Selection” (with J. Kumerow, N.
Lenz, K. Sargent, and K. Wifwat).
XV April International Academic Conference on Economic and Social Development, Moscow,
April 2014, “Bayesian copula models for statistical dependence of national stock
indices”, (with N. Kangina, A. Kniazev (presenter), and O. Lepekhin)
Actuarial Research Seminar at the Heriot-Watt University, invited lecture “Time-to-default
Analysis of Mortgage Portfolios”, January 2014, Edinburgh, UK
Fifth IMS-ISBA joint meeting MCMSki IV, Chamonix, France, 6 - 8 January 2014, “Time-todefault Analysis of Mortgage Portfolios”, (with M. Galloway (presenter), A. Johnson, E.
Klingner),
O-Bayes-13 International Conference in Objective Bayesian Methodology, “Hellinger Priors
for Multiple Parameters”, Duke University, Durham, NC, December 2013.
VIII-th International School-seminar “Multivariate Statistical Analysis and Econometrics”,
“Criteria of Copula Model Choice in Financial Mathematics Applications”, Invited plenary
lecture, Tsakhkadzor, Armenia, June 2012.
VIII-th International School-seminar “Multivariate Statistical Analysis and Econometrics”, “New
Approach to Objective Prior Distribution Construction”, Invited plenary lecture,
Tsakhkadzor, Armenia, June 2012.
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