Central Economics and Mathematics Institute,
Russian Academy of Sciences,
Nakhimovsky Prospekt, 47,
Moscow, 117418, Russia.
Phone: +7 495 129 4611, 129 3236 ext. 140
Fax: +7 495 129 3722
E-mail: peresetsky@cemi.rssi.ru

Specialization:

• Mathematical Statistics, Econometrics.
• Differential Equations. Geometrical methods in qualitative theory of ordinary differential
  equations. Numerical methods
• Data Analysis. Application of the Cluster Analysis Methods for analysis of DNA
  sequences and electroencephalograms.
• Software. System for time-series analysis.
• Mathematical models.

Education:

• Moscow State University MS in Mathematics cum laude 1971
• Moscow State University Ph.D. in Mathematics 1977
  Title: "Qualitative Theory of Homogeneous Cosmological Models".
  (mathematics, geometrical methods in qualitative theory of ordinary
  differential equations). Advisor: academician Sergei. P. Novikov.

Academic Employment:

• New Economic School, Associate Professor 1992-present
  Moscow, Russia. Mathematical Statistics,
  Econometrics

• Center for Economic Research Visiting Researcher August 1999
  Tilburg University, The Netherlands

• School of Mathematics Visiting professor March-June 1999
  Georgia Institute of Technology courses in Probability
  Atlanta, GA, USA Theory and Statistics

• International College of Economics Lecturer Fall 1997 - present
  and Finance. Higher School of Informational computer
  Economics and London School of systems. Statistics
  Economics. (in English)

• Higher School of Economics, Professor Fall 1997 - present
  State University, Moscow, Econometrics
  Russia

• Genetic laboratory, Visiting Researcher Nov1996-Jan1997
  Ghent University, Applications of mathematical
  Belgium statistics to molecular genetics.

• International College, Professor Sep 1996 - 1997
  Moscow State University/ Statistics for economists with
  Colorado University, Denver computer applications,
  Econometrics (both courses are taught in English)

• Business and Economics School, Lecturer Jan-Feb 1996/97
  Moscow. (affiliated with (Course in Time Series
  California State University, Analysis) Hayward)

• Center for Economic Research Visiting Researcher Fall 1995
  Tilburg University,
  The Netherlands

• Center for Economic Research Visiting Researcher Fall 1994
  Tilburg University,
  The Netherlands

• Central Economics and Leading Research 1991-present
  Mathematics Institute of the Scientists
  Russian Academy of Sciences
  (CEMI RAN), Moscow, Russia.

• Georgia Institute of Technology, Visiting Researcher, Fall 1993
  Atlanta, USA. School of Biology.
  Applications of mathematical statistics to molecular genetics.

• Moscow State University, Visiting Researcher, Fall 1990
  School of Biology.
  Cluster-analysis methods in EEG.

• Radiotechnics and Electronics Research Scientists 1971-1973
  Institute of the
  Russian Academy of Sciences.

Courses taught:

• - Mathematical Statistics and Probability Theory
• - Econometrics I, II, III.
• - Ordinary Differential Equations
• - Statistics with computer applications.
• - Introduction to computers
• - Forecasting Time Series
• - Introduction to Probability

Non-Academic Employment:

• Glaxo-Wellcome, Consultant 1996-1998 Moscow office, Statistical analysis of the comparative
  medicine research.

• StatDialogue, Leader of the Project 1992-1994 Moscow, Russia (Leader of the Project Mesosaur-Windows, a software package for time series analysis)

• Central Scientific Research Senior Research 1977-199, Institute for Industrial Scientist Buildings and Structures. Moscow, Russia

Published papers: (selected)

1. “SU-Cobordisms and Formal Groups”, Matematicheskii Sbornik, 1972, v.88, n.4 p.536-545. (in Russian). (Translated in: Mathematics of the USSR. Sbornik).

2. “To the Theory of Heat-Stimulated Discharge of Semiconductor Condenser in Conditions of Strong Retrapping” (with Tkach Yu.J.), Mikroelektronika, 1973, v.2, n.5, p.431-435. (in Russian).

3. “To the Theory of Discharge of Semiconductor Condenser as a Method of Determination of Parameters of Continually Distributed Traps” (with Tkach Yu.J.), Mikroelektronika, 1974, v.3, n.4, p.347-353. (in Russian). (Translated in: Microelectronics).

4. “Electrical Field Distribution in Semiconductor Bicrystal With Model Non-homogeneous Barrier” (with Pyasta J.A., Sandomirsky V.B.), Voprosy Avtomatizatsii Nauchnykh Issledovanii v Oblasti Radiotekhniki i Elektroniki. Moscow. IRE AN SSSR, 1975, p.113-120. (in Russian).

5. “Anisotropic Cosmological Model Bianchi type VII With Moving Matter”, Uspekhi Matematicheskikh Nauk, 1976, v.31, n.5, p.251-252. (in Russian). (Translated in: Russian Mathematical Surveys).

6. “Singularity of Homogeneous Einstein Metrics”, Matematicheskie Zametki, 1977, v.21, n.1, p.71-80. (in Russian). (Translated in: Mathematical Notes of the Academy of Sciences of the USSR.)

7. “Automated System Project Arrangement of Pipelines for Chemical Enterprises” (with Zajtsev A.A., Lavitman V.S., Sherman Yu.L.), Referativnii Sbornik SEV. Khimiya i Neftekhimiya. 1978, n.6. (in Russian).

8. “Computer Optimization of the Intershop Pipe Arrangement” (with Zajtsev A.A., Lavitman V.S., Sherman Yu.L.), Stroitelstvo i Arkhitektura. Ser.13. Organizatsiya Metody i Tekhnologiya Proectirovaniya. Sbornik CINIS, 1979, n.6, p.25-30. (in Russian).

9. “Qualitative Theory of Open Homogeneous Cosmological Models With Moving Matter”, Proceedings of the Seminar in Honor I.G.Petrovsky, 1979, v.5, p.137-162. (in Russian).

10. “The Method of Calculation of the Air Distribution in Premises by Inclined Jets” (with Ponchek M.I., Kharitonova L.V.), Povishenie Energeticheskoi Effectivnosti Sistem Ventilyatsii i Konditsionirovaniya Vozdukha. Leningrad, 1983. p.70-73. (in Russian).

11. “Automated design of units of equipment of industrial buildings” (with Janikyan G.G., Lavitman V.S., Cherepov I.A.). Montaznye i spetsialnye stroitelnye raboty. Serie: Montaz oborudovaniya i truboprovodov. Minmontazspetsstroi SSSR. CBNTI. Moscow, 1987, v.8, p.14-15. (in Russian).

12. “Indoor Climate Design for Halls Having the Radiant Heating System” (with Soloviev A.Yu.), Izvestiya VUZov. Stroitelstvo i Arkhitektura. Novosibirsk. 1987, n.4, p.96-100. (in Russian).

13. “Automated System of Project Arrangement in Case of Complete Unit Application” (with Beilin V.N., Lavitman V.S.), Promyshlennoe Stroitelstvo. 1987, n.8 p.15-16. (in Russian).

14. “Combined Systems of the Radiant Heating and Ventilation” (with Alekseeva I.Yu., Soloviev A.Yu.), Vodosnabzenie i Sanitarnaya Tekhnika. Moscow. 1987, n.10, p.10-12. (in Russian).

15. “Heating Systems for Big Volume Buildings” (with Klimovitsky M.S., Soloviev A.Yu., Trushchinskaya E.K.), Izvestiya VUZov. Stroitelstvo i Arkhitektura. Novosibirsk. 1989, n.5, p.82-86. (in Russian).

16. “Method of Calculation of Unstationary Heat Regime of Hangar Buildings” (with Soloviev A.Yu., Strongin A.S.), Mathematical Methods and Software for Design of Industrial Buildings and Structures. M.:CNIIpromzdanii, 1991. (in Russian).

17. “System ECONOMETRICS (SEE) for Simultaneous Equations” (with Kabanov Yu.M., Sedova M.A., Sragovich G.V.), Algorithms and Software for the Applied Statistical Analysis. Moscow, 1991, p.197. (in Russian).

18. “Cluster-Analysis Methods in Analysis of Electroencephalograms” (with Kaplan A.J.), ibid. p.228. (in Russian).

19. “Deriving Non-homogeneous DNA Markov Chain Models by Cluster Analysis Algorithm Minimizing Multiple Alignment Entropy” (with Borodovsky M.), Computers and Chemistry, 1994, v.18. p.259-268.

20. “Risk Premia at the Ruble/Dollar Futures Market” (with de Roon, F.). Proceedings of the International conference “Econometrics of Transition”,. Warsaw Poland. 1995, p. 305-315.

21. "Risk Premia in the Ruble/Dollar Futures Market" (with de Roon, F.), in: Donders, M., Doedhart, M., and Vorst, T., (eds.), Financiering en Belegging (18), 1995, Erasmus Universiteit Rotterdam, The Netherlands.

22. "Comparative Clinical Effectiveness of Zovirax and Alpezarinum in Prevention of Relapsing Genitalis Herpes" (with Khahalin L.N., Abazova F.I., Borisenko K.K., Isakov V.A., Kuznetsova N.P. Проблемы здоровья женщин и детей Сибири. n.3б, 1996, pp.36-40.

23. Peresetsky A., Roon F., Risk Premia in the Ruble/Dollar Futures Market, Journal of Futures Markets, 1997, v.17, n.2, pp.191-214.

24. Classification des sйquences codantes d'Arabidopsis thaliana. In Actes des 6иmes Rencontres de la Sociйtй Francophone de Classification, G. Caraux, et O. Gascuel (Eds.). (with Mathe C, Dehais P, Van Montagu M, Rouze P), Montpellier, Agro Montpellier, 1998, pp. 151-156.

25. Classification of Arabidopsis thaliana gene sequences: clustering of coding sequences into two groups according to codon usage improves gene prediction. (with Mathe C, Dehais P, Van Montagu M, Rouze P), Journal of Molecular Biology, 1999, Feb 5; 285(5):1977-91.

26. Interaction of the Russian Financial Markets. (with A.Ivanter). University of Leicester. Working papers. 98/12. 1998.

27. The Development of the State Bond market (with A.Ivanter). EERC working papers series No. 99/06, 1999.

Book:

J.Magnus, P.Katyshev, A.Peresetsky. Econometrics. First course. Moscow, Delo.1997. (in Russian)

P.Katyshev, A.Peresetsky. Problems and Solutions for the First Course in Econometrics. Moscow. Delo. 1999. (in Russian).

Presentation at professional conferences:

- VI Allunion International conference on topology. “SU-Cobordisms and Formal Groups”. Tbilisi. USSR.1972.

- VII Allunion International conference on topology. “Some Features of Homogeneous Einstein Metrics”. Minsk. USSR.1977.

- MACROMODELS-91. International Conference on Problem of Building and Estimation of Large Econometric Models. “System of Econometric Equation: Interactive Econometrics Software” (with Kabanov Yu.M., Sedova M.A.). Lodz, Poland. 1991.

- MACROMODELS-93. International Conference on Problem of Building and Estimation of Large Econometric Models. “System MESOSAUR-ECONOMETRICS. Time series analysis package” (with Zhidko D.). Lodz, Poland. 1993.

- VI Russian-France seminar on Applied Statistics. “Deriving Non-homogeneous DNA Markov Chain Models by Cluster Analysis Algorithm Minimizing Multiple Alignment Entropy” (with Borodovsky M.Yu.). St.Petersburg. Russia. 1994.

- “Econometrics of Transition”, International conference of the applied econometrics association. “Risk Premia at the Ruble/Dollar Futures Market” (with DeRoon, F.). Warsaw Poland. 1995.

- 2nd Scientific meeting of the International Research Society of Spinal Deformities, “Efficiency of the Conservative Treatment in Idiopathic Scoliosis. Mathematical Models of the Effect of the Brace Treatment in Patients with Adolescent Idiopathic Scoliosis” (with G. P. Dmitrieva, R.D. Nazarova). Burlington Vermont, USA, June 1998.

- 9th International Meeting on Arabidopsis Research “Classification of Arabidopsis thaliana coding sequences into two classes improves gene prediction” (with Mathe C, Dehais P, Van Montagu M, Rouze P), Madison, Wisconsin USA, June 24-28, 1998

- Plant & Animal Genome VII Conference, “Classification of Arabidopsis thaliana coding sequences into two classes improves gene prediction” (with Mathe C, Dehais P, Van Montagu M, Rouze P), Town & Country Hotel, San Diego, CA, January 17-21, 1999.

Referee for professional journals:

- Economics and Mathematical Methods. Moscow, Russia.

Grants:

• TACIS ACE “Currency Futures Market in Russia” 1995-1996
  
• Russian Humanistic Science Foundation. Grant for writing a book in Econometrics. 1996.
  
• Russian Humanistic Science Foundation. Grant for publishing the book in Econometrics. 1997.
  
• TACIS MEET-4 (Econometric Inference into the Macroeconomic Dynamic of CIS Economies) 1997-1998
• Russian Financial Market Integration. EERC. (Eurasia foundation). “Development of the GKO market”. Grant 97-125. 1997-1998.
• “Transforming Government in Economies in Transition” (GET) sponsored by TACIS-ACE 1998-1999.
• NOW (Netherlands) grant 99/10543a. August 1999.
• Russian Humanistic Science Foundation. Russian financial market.Grant 98-02-30004а/1. (1999-2000).

Professional affiliations: member of Moscow Mathematical Society.