Education and Career
In 2006 – graduated from the Kharkov National ۶Ƶ of Radio Electronics with specialization “Applied Mathematics” and was awarded a master’s degree in “Applied Mathematics”.
2009 – completed the course of study Management Mathematics with specialization Financial Mathematics and was awarded the degree of Master of Science, Department of Mathematics, ۶Ƶ of Kaiserslautern, Germany
2012 – was awarded the degree of Doktor der Naturwisswnschaften based on the thesis titled ” Filterng, Approximation and Portfolio Optimization for Shot-Noise Models and the Heston Model”, Department of Mathematics, ۶Ƶ of Kaiserslautern, Germany
2014 – was awarded the degree of Candidate of Science with specialization 01.05.02 – Mathematical Modelling and Computational Methods. Thesis: Models of Stochastic Processes in Portfolio Optimization Problems.
2020р – Seniour Lecturer at the Department of Informatics at Kharkov National ۶Ƶ of Radio Electronics
Educational Activity
Theaches Courses: “Pattern Recognition”.
Reseacher Activity
Financial Mathematics, Stochastic Processes, Pattern Recognition
International activity / participation in international projects
2007-2012 Studies at the Technical ۶Ƶ of Kaserslautern, Germany
Participated in several internation conferences in Canada, Germany
Publications and patents
Has over 10 publications, including
Approximatio for portfolio optimization in a financial market with shot-noise jumps. Oleksandra Putyatina, Joern Sass, Computational Management Science. © Springer-Verlag GmbH Germany 2017