Education and Career
In 2006 鈥 graduated from the Kharkov National University of Radio Electronics with specialization 鈥淎pplied Mathematics鈥 and was awarded a master鈥檚 degree in 鈥淎pplied Mathematics鈥.
2009 – completed the course of study Management Mathematics with specialization Financial Mathematics and was awarded the degree of Master of Science, Department of Mathematics, University of Kaiserslautern, Germany
2012聽 鈥 was awarded the degree of Doktor der Naturwisswnschaften聽 based on the thesis titled ” Filterng, Approximation and Portfolio Optimization for Shot-Noise Models and the Heston Model”,聽 Department of Mathematics, University of Kaiserslautern, Germany
2014 鈥 was awarded the degree of Candidate of Science with specialization 01.05.02 鈥 Mathematical Modelling and Computational Methods. Thesis: Models of Stochastic Processes in Portfolio Optimization Problems.
2020褉 鈥 Seniour Lecturer at the Department of Informatics at Kharkov National University of Radio Electronics
Educational Activity
Theaches Courses: “Pattern Recognition”.
Reseacher Activity
Financial Mathematics, Stochastic Processes, Pattern Recognition
International activity / participation in international projects
2007-2012 Studies at the Technical University of Kaserslautern, Germany
Participated in several internation conferences in Canada, Germany
Publications and patents
Has over 10 publications, including
Approximatio for portfolio optimization in a financial market with shot-noise jumps. Oleksandra Putyatina, Joern Sass, Computational Management Science. 漏 Springer-Verlag GmbH Germany 2017