Curriculum Vitae – Egorova Liudmila

Date of birth: 10.11.1986Cell phone 89250487532E-mail: lyude@inbox.ru

Education2004-2009: Chuvash State University, Russia, faculty of mathematics2009-2011: 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 Fellow2012- : Laboratory of Algorithms and Technologies for Networks Analysis at National Research University Higher School of Economics, Junior Research Fellow2010- : Department of Mathematics, Faculty of Economics at National Research University Higher School of Economics, lecturer2010-2012: 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.