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Winter scientific trip of the Foundation: a new tradition

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.

The place was not chosen by chance, in memory of the great mathematician Andrei Nikolaevich Kolmogorov, who grew up in Yaroslavl. This year marks the 120th anniversary of his birth.

The participants of the scientific trip were representatives of student research groups, joint specializations of the Foundation and partner faculties of Moscow State University, as well as postgraduate students and scholarship recipients of the Foundation.

The following student scientific groups presented their results of scientific research:

      •  "Models of stochastic volatility" under the direction of Mikhail Zhitlukhin and Charles-Henri Rubine;
      •  «Optimal control in decentralized finance» under the leadership of Rostislav Berezovsky;
      •  "Factor Analysis and Forecasting" under the direction of Rodion Latypov, Egor Postolit, Anton Belyakov;
      •  «Pricing & hedging of derivatives on proprietary indices» under the leadership of Vladimir Shangin, Yerkin Kitapbaev;
      •  "Currency market making" under the leadership of Vadim Meshcheryakov and Aleksey Zaitsev.

After the presentations of student scientific groups, poster sessions were held, where everyone could discuss the results obtained in an informal setting with the authors of the papers.

Within the framework of the scientific trip, there were also speeches by the Foundation's post-graduate scholarship recipients.

The detailed program of the event can be found here.

At the official Closing Ceremony of the scientific trip, the best performances were awarded with prizes:

      • "Best presentation" - "Modern quadrature pricing. A primer with the Heston model” by Badma Nasunov, 1st year student of the MSE;
      •  "Best poster" - "Volatility may pretend to be rough" by Dmitry Sotnikov, 2nd year student of the Master's program at the faculty of Computational Mathematics and Cybernetics; 6th-year student of the Faculty of Mechanics and Mathematics Elizaveta Kulakova and 2nd-year student of the Master's program Nikita Fedyashin of the Faculty of Computer Science of the NRU HSE;
      • "People's Choice Award" - "Optimal Liquidity Providing via AMM with concentrated liquidity" 6th year student of the Faculty of Mechanics and Mathematics Aleksey Savin.

The cultural program was also rich, which included an evening with a barbecue, songs with a guitar, joint ice skating and a tour of Yaroslavl and Kolmogorov places.

The Foundation team thanks the leaders and members of student research groups, postgraduate students for the work done. We are proud of your results!