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Аnatoly A. Peresetsky

Category

Faculty

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Publications

Published papers: (selected)

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

“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).

“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).

“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).

“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).

“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.)

“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).

“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).

“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).

“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).

“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).

“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).

“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).

“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).

“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).

“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).

“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).

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

“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.

“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.

"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.

"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.

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

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.

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

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.

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

Interaction of the Russian Financial MarketsAnatoly Peresetsky, Alexsandr Ivanter, Economics of Planning, 2000, 33(1-2): 103-140

The Development of the GKO Futures Market in RussiaAnatoly Peresetsky, Gauhar Turmuhambetova, Giovann Urga, Emerging Markets Review, 2001, 2(1): 1-16

Models for Moody’s Bank RatingsAnatoly Peresetsky, Alexander Karminsky, Frontiers in Finance and Economics2011, 8(1): 88-110

Probability of Default Models of Russian Banks, Anatoly Peresetsky, Alexander Karminsky, Sergei Golovan, Economic Change and Restructuring, 2011, 44(4): 297-334

Borisova E.I., Polishchuk L.I., Peresetsky A.A. (2014). Collective management of residential housing in Russia: The importance of being social. Journal of Comparative Economics, 42 (3), 609–629.

Papers in "Peer-Reviewed International Journals":

Borisova E.I., Polishchuk L.I., Peresetsky A.A. (2014). Collective management of residential housing in Russia: The importance of being social. Journal of Comparative Economics, 42 (3), 609–629. 

Peresetsky A. (2014). What drives the Russian stock market: World market and political shocks. International Journal of Computational Economics and Econometrics, 4, (1/2), 82–95.

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).

P. Katyshev, A. Peresetsky. Problem sets with solutions in Probability ansd Statistics for Economists. Vol. I. Problems. NRU HSE. Moscow, 2014. (in Russian). ISBN 978-5-7598-1171-8; ISBN 978-5-7598-1170-1.

P. Katyshev, A. Peresetsky. Problem sets with solutions in Probability ansd Statistics for Economists. Vol. II. Solutions. NRU HSE. Moscow, 2014. (in Russian). ISBN 978-5-7598-1172-5;  ISBN 978-5-7598-1170-1. "

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

Contacts

Office #1.04, 100 Novaya Street
Skolkovo, Moscow, Russia, 143025
Phone: +7 (495) 956 95 08 ext. 140
E-mail: perstsky (at) cemi.rssi.ru


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