Karassev Vassili Vladimirovich


Senior staff scientist of Intellectual Integrated System Laboratory
of Institute of Problems of Mechanical Engineering
of Russian Academy of Science

Candidate in Technical Science

 

EDUCATION:

Education Period:

September 1990 - February 1996

Institute:

St.Petersburg State Academy of Aerospace Instruments Making

Faculty:

Devices and Automatic Machinery of Flying Machines

Specialty:

Computer Aided Design

POST GRADUATE:

Education Period:

May 1996 - April 1999

Institute:

Institute of Problems of Mechanical Engineering of Russian Academy of Sciences

Laboratory:

Intellectual Integrated Systems Laboratory

Specialty:

Application of computers, mathematical simulation and mathematical methods in scientific investigations



ACCOMPLISHMENTS:

In period of education and diploma work I had developed newest technique of identification of fraud in business based on methods of logical and probabilistic simulation.

The diploma work "The system of logical and probabilistic simulation and analysis of fraud in business". The technique of numerical evaluation of fraud risk in business, the models of some types of frauds were developed, and investigation of these models were performed. Also I had developed the algorithm of fraud risk calculation by logical model using the method of statistical simulation Monte-Carlo.

I am a co-author of the books: "The logical and probabilistic evaluation of bank risks and frauds in business", "The logical and probabilistic risk models in banking, business and quality". I'm participating in annual International Conference "Instrumentation in Ecology and Human Safety" (IEHS), and International Scientific School "Modelling and Analysis of Safety and Risk in Complex System" (MA SR) in St - Petersburg.

During my postgraduate activity I had developed the new methodology of risk evaluation in banks, business and quality management that has twice more accuracy and seven times more stability than known methods.

The dissertation is entitled "The development and investigation of logical and probabilistic risk models in business and methods of their identification with account of the groups of uncompatible events". The dissertation was successfully defended in June, 14, 2000.

I have 8 years experience in the area of logical and probabilistic simulation and analysis of risk in economic and technical systems. I'm secretary of Orgcomittee in Second and Third International Scientific Schools "Modelling and Analysis of Safety and Risk in Complex System" (MA SR).

I was developing newest logical and probabilistic technique for credit risk estimation (Credit Scoring) and software for this technique.


LIST OF MAIN PUBLICATIONS:

1. Solojentsev E.D., Karassev V.V., Solojentsev V.E. Logical and Probabilistic Estimation of Bank Risks and Frauds in Business. - St-Petersburg, Politechnika.- 1996 .- 60 pages (In Russian).

2. Karasev V.V. Development and Research of Logic-Probabilistic Models of Fraud in Business / International Conference Instrumentation in Ecology and Human Safety (IEHS'96) / Proceedings: St.-Petersburg State Academy of Aerospace Instrumentation, 1996, p.129.

3. Solojentsev E.D, Karassev V.V. About Technique of Numerical Estimation of Credit Risk of Individuals. - Money and Credit, 2/1998 - pp. 76-79 (In Russian).

4. Karassev V.V. Logical and Probabilistic Model of Credit Risk / International Conference Instrumentation in Ecology and Human Safety (IEHS'98) / Proceedings: St.-Petersburg State University of Aerospace Instrumentation, 1998, p.179. (In Russian).

5. Solojentsev E.D., Karassev V.V. The Logic and Probabilistic Method of Assessment of Credit Risks and Identification of Risk Models / International ICSC Congress "Computational Intelligence: Method and Applications (CIMA'99)" / Proceedings: Rochester Institute of Technology, RIT, Rochester, N.Y., USA, 1999.

6. Karassev V.V., Solojentsev E.D. Logical and Probabilistic estimation and analysis of risk (probability) of failure in technical and organizational systems / The Second International Conference on Problems of Dynamic Objects Logic-Linguistic Control", St-Petersburg, June 21-25, 1999., pp.63-70. (In Russian).

7. Solojentsev E., Karassev V. Adaptive optimisation by slight increment of parameters for identification of the risk logical and probabilistic models . / 6th Saint Petersburg Symposium on Adaptive System Theory / dedicated to the memory of Ya. Z. Tsypkin. / Proceedings, September 7-9, 1999, Saint Petersburg, Russia, p. 190-193.

8. Solojentsev E.D., Karassev V.V., Solojentsev V.E. Logic and probabilistic risk models in banks, business and quality / Edited by E.Solojentsev. SPb.: Nauka, 1999.- 120 p. (In Russian).

9. Solojentsev E.D., Karassev V.V. (2001) Risk logic and probabilistic models in business and identification of risk models. - Informatica 25 (2001), pp. 49-55.

10. Solojentsev E.D., Karassev V.V. Risk logical and probabilistic models in business and identification of risk models. - Informatica 25 (2001) 49-55.

11. Karassev V.V. Investigations of identification of logical and probabilistic risk models in business // Proc. of the International Scientific School MA SRQ-2001. - SPb.: Omega, p.p.107-111.

12. Solojentsev E.D., Karassev V.V. Logical and probabilistic risk models in business with groupes of incompatible events.- Economics and mathematical methods, No 4, 2002. (Russian).

13. Karassev V.V. Technical analysis and logic-probabilistic simulation. - In the book "Modelling and Analysis of Safety and Risk in Complex Systems" // Proc. of the Second International Scientific School MA SR-2002 . - SPb.: Business Press, pp. 295-304. (Russian).

14. Karassev V.V., Roukine A.B., Solojentsev E.D. Assesment and Analysis of Credit Risk with Using of Logical and Probabilistic Model / E-Proc. of the European Financial Management Association Conference.- London, June 24-27, 2002.

15. Solojentsev E.D., Karassev V.V. Identification of logic and probabilistic risk model of structure in complex systems with groups of incompatible events.- Automation and Teleautomatics, No 3 , 2002, p.p. 97-113 (in Russian and after it is translated in English in USA).

16. Karassev V.V., Kuznetsov A.S., Solojentsev E.D. Logical-and-probabilistic approach for problems of risk in economics / Proc. of the Third International Scientific School MA SR - 2003, St-Petersburg, SUAIM, August 20-23, 2003 pp. 111-124.

 

JOB EXPERIENCE:

Period of working: May 1996 - April 1999
Name of the company: Institute of Problems of Mechanical Engineering of RAS
Position: Post-graduate
Duties: Investigations, calculation experiments, simulation, software developments.

Period of working: June 1999 - November 2000
Name of the company: Institute of Problems of Mechanical Engineering of RAS
Position: Junior staff scientist
Duties: Data analysis and software development. Investigations in structural and parametrical identification of probabilistic risk models.

Period of working: November 2000 - December 2002
Name of the company: Institute of Problems of Mechanical Engineering of RAS
Position: Staff scientist
Duties: Data analysis, software development. Investigations in technical analysis and portfolio theory. Work in Orgcomittee of MASR.

Period of working: January 2003
Name of the company: Institute of Problems of Mechanical Engineering of RAS
Position: Senior staff scientist
Duties: Data analysis and software development. Combinatorial analysis, DATA MINING, classification methods. Work in Orgcomittee of MASR.


REAL EXPERIENCE:

IBM PC, WINDOWS 95/98/XP, Microsoft Word, Microsoft Excel, C++, Pascal, Origin 6.0/8.0, HTML-programming, Web-design.

PROJECTS:

1. The system of logical and probabilistic simulation and analysis of fraud in business. MS DOS, Borland C++ 4.0,      Logical and Probabilistic models, Monte-Carlo Simulation, Algorithms, Programming).
2. The system of logical and probabilistic evaluation and analysis of credit risks in banks (Credit Scoring      System). Software for bank staff training. Methodology, algorithms and software core. Mathematical methods of      probabilistic model identification and risk calculation.
3. Development of the web-site for travelling agency "INTERLINK". HTML-programming and design.
4. Translation into Russian the book of Japanese scientists Susumu Sato and Hiromitsu Kumamoto "Re-     engineering the Environment". Scanning, artwork, translation of chapters.


FOREIGN LANGUAGES:

ENGLISH, reading: fluently, writing: good, speaking: good


PERSONAL:

Date of Birthday: January 1, 1973
Marital Status: single
Children: no
Citizenship: Permanent resident of Russia


ADDRESS:

RUSSIA, St-Petersburg, Grazhdansky avenue, 121/100 - 4, 195299.
Phone: 7(812) 590-00-35; 7(812) 321-47-66;
Fax.: 7(812) 321-47-71;
E-mail: karassev@sapr.ipme.ru
http://www.ipme.ru/ipme/labs/iisad/staff/karv1.htm


HOBBY:

Photography, Hunting with a camera, Tourism (hiking), History

Tel.: 7(812) 590-00-35; 7(812) 321-47-66; Fax.: 7(812) 321-47-71; E-mail: karassev@sapr.ipme.ru