Registration for special courses of the fall semester is openOn September 01, 2021, the fall cycle of special courses of the Vega Institute Foundation in fundamental mathematics and mathematical finance starts. Courses are held online, with free access for students of Russian universities.
In the fall semester of the 2021/2022 academic year, disciplines were launched for students in the third year of study and above. Anyone can enroll in the course as a lestener.
Special courses of the fall semester:
• Machine Learning Algorithms
• Introduction to the Theory of Rough Paths
• Model-Independent Hedging
• Nonlinear PDE, Viscosity Solutions
• Optimal Transport and Its Applications
• Applied Econometrics
• Advanced Monte Carlo Techniques
• Market Impact and Algorithmic and High-Frequency Trading Models
• Stochastic Analysis I
• Functional Analysis and Measure Theory for Financial Mathematics. Part I
The full list of disciplines is available on the courses page on our website.
To enroll, please complete the form on each course page.
In the period from February 24 to February 26, a scientific trip took place near Yaroslavl for the first time, timed to coincide with the reporting events of student research groups following the results of the fall semester.More
On Sunday, December 11, the opening of the 2nd Chernomorskaya School of Financial Mathematics for students of Russian universities took place, it will be held in a unique quantaton format. The school was co-organized by the Vega Institute Foundation and Sirius University.More
On Thursday, November 17, Chief Executive Officer, Head of Quantitative research of VTB Bank, Candidate of Physical and Mathematical Sciences Kirill Klimov will open a series of review lectures for 2nd year students of the Faculty of Mechanics and Mathematics of Moscow State University.More
On Wednesday, October 19, the first meeting was held as part of the regular Seminar of the Department of Probability Theory of the Lomonosov Moscow State University, organized with the support of the Vega Institute Foundation.More
In the fall semester 2022, 5 student research groups will conduct their work under the guidance of leading experts from the scientific world and industry. 37 selected students became members of the groups. Competition in groups reached 2 people per place.<br>More
On Saturday, September 24, as part of the upcoming selection campaign, a series of meetings-presentations of student research groups of the Vega Institute Foundation will be held, which are designed to help students decide on their choice of research.More
On Sunday, August 21, the opening ceremony of the annual summer school in financial mathematics for senior students took place in the Kochubey training center (Pushkin, St. Petersburg). The event is held by the Vega Institute Foundation. 40 participants from 6 cities of Russia have arrived to the school.More
On September 03, 2022, the fall cycle of special courses of the Vega Institute Foundation in fundamental mathematics and mathematical finance starts. Courses are held online, with free access for students of Russian universities.More