Solojentsev Evgueni - Chief of Laboratory, Doctor of Technical Sciences, Professor.
Ryabinin Igor - Member of part-time staff, Doctor of Technical Sciences, Professor. Founder of the logical and probabilistic methods of the structural complex systems reliability.
Kostas Giannopoulos - Honorary Research Fellow,
Doctor laureate in Banking and Economics.
VaR analysis, market risk models, market risk management, methods of correlation modeling and security pricing.
Development of methods of Filtered Historical Simulation. Consulting service.
Karassev Vassili - Senior staff scientist,
Ph.D. in Technical Science.
Logical and probabilistic methods in risk
estimation, credit scoring, representation of knowledge, analysis, programming,
HTML-programming.
Rybakov Andrey
- Software engineer. Investigations of the optimization problems in identification of the logical and probabilistic models of risk. Development of the optimisation methods and programs in task of identification of logical and probabilistic models (LP-models) of failure risk with groups of incompatible events (GIE).Moshkantsev Ivan
- Software engineer. Models and algorithms of the logical and probabilistic risk theory with groups of incompatible events in problems of classification, investment and efficiency.Alexeev Vadim
- Software engineer. Development of the techniques and programs for logical and probabilistic VaR in tasks of selection of security portfolio.Shokolov Valentin
- Software engineer. Development of the techniques and programs for logical and probabilistic VaR in tasks of selection of security portfolio.
Tel.: (+7-812)-321-47-66; Fax: (+7-812)-321-47-71;
E-mail: risk@sapr.ipme.ru