Teaching activity

Laboratory members are actively involved in educational activities:

- giving open scientific and popular science lectures on the laboratory's research topics;

- giving mini-courses at the invitation of Russian and foreign universities;

- conducting lectures and seminars within the framework of the HSE bachelor's and master's programs on the following courses:

1) Random Processes and Modeling – V. Konakov

2) Markov Processes and Stochastic Modelling – V. Konakov

3) Stochastic Processes – V. Panov

4) Introduction to Financial Mathematics – V. Kolokoltsov

5) Introduction to Stochastic Differential Equations and Numerical Probability – J.F. Jabir

6) Theory of Probability and Mathematical Statistics – J.F. Jabir

7) Actuarial Calculus; Actuarial Calculus-2 – H. Moreno-Franco

8) Stochastic control in finance - H. Moreno-Franco

9) Theory of Probability and Mathematical Statistics – D. Borzykh                                            

10) Probabilistic and Statistical Analysis of Extreme Values – I. Slabolitskiy

11) Mathematics for Data Analysis (Probability Theory) – I. Slabolitskiy

12) Theoretical Foundations of Time Series Analysis – I. Slabolitskiy

Moreover, in 2014-2015 the laboratory organized the lecture courses by some other invited leading scientists: M.Grabchak (Charlotte, USA), Y.Davydov (Lille, France), O.Lepski (Marseille, France), E.Orsingher (Rome, Italy), P.Deheuvels (Paris, France). In 2016-2019 there was presented a number of courses by such well-known scientists as D. Belomestny (Duisburg-Essen, Germany), L. Szpruch (Edinburgh, UK), A. Pascucci (Bologna, Italy), J. Palczewski (Leeds, UK), P. Tankov (Paris, France). In the period from 2014 to 2025 the laboratory organized 55 mini-courses for students of all levels (bachelor-, master-, PhD-) and researchers of the HSE.

All information about the courses is available at

https://lsa.hse.ru/mini_courses

Master’s program

In the 2016/17 academic year the master program "Stochastic Modeling in Economics and Finance" was opened. This program allows better integrate all courses organized by the International Laboratory of stochastic analysis and its applications in the educational process, and to use the potential of the laboratory for the  improvement  of the quality of statistical education offered by HSE.