Vasily Karasev


Senior staff scientist of Intelligent Integrated Systems of Automated Design Laboratory
of Institute of Problems of Mechanical Engineering
of Russian Academy of Science

Candidate in Technical Science

 


GPA: 4.56 out of 5.0
h-index: 3
Russian Scientific Citation Index: 33
More than 80 scientific publications



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 research



ACCOMPLISHMENTS:

In period of education and diploma work I had developed newest technology 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 technology of numerical evaluation of fraud risk in business and following models of some types of frauds were developed: manager fraud model, employee fraud model, shady transaction with investments. Calculation research 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 (software realization with Borland C++).

During my postgraduate activity I was engaged in development of new technology of risk estimation in banks, business and quality management that has high accuracy and robustness (stability). I had developed newest logical and probabilistic technology for credit risk estimation (Credit Scoring) and software for this technology. The technology includes logical and probabilistic model of credit risk of individuals, methods of probabilistic model identification by statistical data, technique of risk analysis with use of contributions of initiating events.

The dissertation is entitled "The development and research of logical and probabilistic risk models in business and methods of their identification with account of the groups of incompatible events". The dissertation was successfully defended in June, 14, 2000 in Saint-Petersburg Institute of Informatics of Russian Academy of Sciences.

I have 20 years experience in the area of logical and probabilistic simulation and analysis of risk in economic and technical systems.

I take active part in international conferences:

I'm Program Committee member in: