Peter Lukianchenko
- Senior Lecturer:Faculty of Computer Science / Big Data and Information Retrieval School
- Laboratory Head:Faculty of Computer Science / AI and Digital Science Institute / Laboratory of Artificial Intelligence in Mathematical Finance
- Peter Lukianchenko has been at HSE University since 2009.
Responsibilities
Руководство исследовательскими проектами в сфере применения искусственного интеллекта в задачах финансовой математики
Организация научно-исследовательских семинаров программы Прикладной анализ данных ФКН НИУ-ВШЭ
Участие в конференциях и аналогичных мероприятиях, направленных на развитие методологии исследования аномалий и структурных сдвигов в финансовых временных рядах для задач моделирования ликвидности
Education
- 2011
Master's
HSE University - 2009
Bachelor's in Information Science
HSE University - 2009
Bachelor's
HSE University
Publications5
- Article Lukianchenko P., Zotov G. Change point analysis in Vasicek interest rate model // Doklady Mathematics. 2023 doi
- Article Lukianchenko P. Neural Network Approach to the Problem of Predicting Interest Rate Anomalies under the Influence of Correlated Noise // Doklady Mathematics. 2023. Vol. 108 doi (in press)
- Article Лукьянченко П. П. Simulation Modeling of Information Transfer Between Stock Exchanges Based on a Multi-Agent Model // Интеллектуальные системы в производстве. 2023. Т. 21. № 4. С. 88-94. doi
- Article Лукьянченко П. П., Громов В. А., Бесчастнов Ю. Н., Томащук К. К. АНАЛИЗ СТРУКТУРЫ ВРЕМЕННЫХ РЯДОВ КОЛИЧЕСТВА ДЕЛ В СУДЕ // Вестник кибернетики. 2022. Т. 4. № 48. С. 37-48. doi
- Article Лукьянченко П. П. Подход к оценке динамики уровня консолидированности отраcли // Компьютерные исследования и моделирование. 2022. Т. 15. № 1. С. 129-140. doi
HSE Faculty of Computer Science Launches ‘AI in Mathematical Finance’ Laboratory
At the end of September, the HSE University Faculty of Computer Science launched the laboratory ‘Artificial Intelligence in Mathematical Finance’, which brought together more than 70 participants. Representatives of the laboratory told students and staff about the key tasks and goals of the new research department.
“ICEF Offers Simply Perfect Blend of Courses, Believe Me”
Alina Shchetnikova is in her first year of bachelor's degree and had been announced winner of the National Economics Olympiad among school students even twice. We asked Alina why she chose ICEF, what makes our learning environment special, and how to decide on a career track when you are a first-year student.
ICEF Students Praised by Experts for Their Research Endeavors
A springboard to careers in academia for many promising contestants, this year’s Student Research Paper Competition has announced as many as 13 winners – students and graduates of ICEF.