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Университет ИТМО

Head of Sberbank Technologies’ St. Petersburg branch Danil Kabanov speaks on the advantages and disadvantages of blockchain

The scientific workshop of young scientists and specialists "New Intellectual Technologies: Finance, Healthcare, Communication" was held at the ITMO University with support of the Russian Science Foundation as a part of the project "Big Data Intellectual Technologies for Support of Decision-Making in Financial Sector Based on Forecasting". The program included lectures of both Russian and foreign professors. The event brought together researchers, professionals and young scientists specializing in Big Data intelligent financial technologies on one venue. The speakers, Danil Kabanov and Andrey Pavlushov from the Center of Competence in Development of Billing Technologies of Sberbank Technologies company, told the participants about main lines of activity and cases implemented on blockchain platforms in particular.


ITMO Holds School-Workshop Advanced Intelligent Technologies: Finances, Healthcare, Communications

On December 18-20, 2017, ITMO University held Scientific School-Workshop Advanced Intelligent Technologies: Finances, Healthcare, Communications, with the help of International Banking Institute (IBI) and Bank Saint Petersburg. The three topics of the School were covered in three days by speakers from ITMO and IBI, as well as partners from Russia and abroad. The event is organized with financial support of the Russian Science Foundation within the project 'Intellectual technologies of big data for decision-making support in the financial field based on predictive modeling'.

The first day of School was devoted to Healthcare with lectures by Alfons Hoekstra (University of Amsterdam), Alexey Yakovlev (Almazov National Medical Research Center) and Sergey Kovalchuk (ITMO). Their speeches touched upon such issues as computational solutions and scientific approaches to analysis of processes in Healthcare. The day was concluded with a short guided tour around the FabLab laboratory-workshop of the Technopark of ITMO University. 

The second day was all about Finances: Yuriy Shpolyanskiy (ITIVITI), Peter Sloot (University of Amsterdam), and Leonid Gorokhovatsky (IBI) provided a review of the current financial technologies, including theoretical pricing of financial instruments in algorithmic trading systems and early-warning signals of the recent credit crisis. 

On the third day titled 'Communications' speakers from ITMO Klavdiia Bochenina, Nikolay Butakov, and Andrey Filchenkov, as well as Michael Lees (University of Amsterdam) and Danil Kabanov (Sberbank Technologies), covered such topics as high performance simulation of processes in large social networks, multiscale computing on large infrastructures, and decision support through behavioral agent-based models.

The Scientific School-Workshop will be held annually within the Russian Science Foundation project.


Towards an intelligent platform for multiscale computing on large distributed infrastructures by Nikolay Butakov

On December 20 2017, Dr. Nikolay Butakov will deliver a talk at the scientific School-Workshop of young scientists and specialists Advanced Intelligent Technologies: Finances, Healthcare, Communications, at the ITMO University. The lecture will give an introduction to multiscale computing approach, current problems in the field and directions being developed to build a computing platform for efficient execution of multiscale applications.

Nikolay Butakov is a Junior Research Associate at eScience Research Institute of ITMO University. Starting from 2013 he is an integral part of the CLAVIRE project and is engaged in designing data-driven composite applications. Nikolay Butakov’s research interests are distributed computations, workflow scheduling, social network analysis, machine learning.

The up-to-date program is available at the event website http://dss.fintech.ifmo.ru/

To participate in any of the School events, please fill in the registration form.

For further information please contact Gorgia Mulyukina at fintech@corp.ifmo.ru


Yuri Shpolyanskiy to Discuss Theoretical Pricing of Financial Instruments in an Algorithmic Trading System

Yuri Shpolyanskiy to Discuss Theoretical Pricing of Financial Instruments in an Algorithmic Trading System

On December 19 2017, Dr. Yuri Shpolyanskiy will deliver a talk at the scientific School-Workshop of young scientists and specialists Advanced Intelligent Technologies: Finances, Healthcare, Communications, at the ITMO University. Yuri Shpolyanskiy, Dr. Sci. in Physics and Mathematics, is the Head of Mathematical and Trading Applications Department at ITIVITI, and professor at ITMO. Fintech.

Dr. Yuri Shpolyanskiy will talk about theoretical pricing of financial instruments in an algorithmic trading system. We will review basic mathematical problems that arise in theoretical pricing of financial instruments along with approaches to their efficient solution. Examples of analytical and numerical models will be presented and analyzed with respect to the consumption of computational resources.

The up-to-date program is available at the event website http://dss.fintech.ifmo.ru/

To participate in any of the School events, please fill in the registration form.

For further information please contact Gorgia Mulyukina at fintech@corp.ifmo.ru


ITMO University

Sergey Kovalchuk to Discus Predictive Modeling in Medicine and Healthcare: From Big Data to Intelligent Modeling

Sergey Kovalchuk to Discus Predictive Modeling in Medicine and Healthcare: From Big Data to Intelligent Modeling

On December 18 2017, Dr. Sergey Kovalchuk will deliver a talk at the scientific School-Workshop of young scientists and specialists Advanced Intelligent Technologies: Finances, Healthcare, Communications, at the ITMO University. Sergey Kovalchuk is a senior researcher at the eScience Research Institute and a lecturer at the High-Performance Computing Department at ITMO University.

Sergey Kovalchuk will talk about predictive modeling in medicine and healthcare, ranging from big data to intelligent modeling. Today’s problems arising in medicine and healthcare can be solved based on various sources of data: from healthcare information systems to social networks and individual wearable devices. In predictive modeling, using the data to its full potential, subsequent making of recommendations and medical and organizational decision support require integration of a wide specter of intellectual technologies for various problems. For instance, solutions for intellectual data analysis can be applied here, such as data mining, process mining, text mining, as well as those for predictive modeling, imitational modeling, data processing control and high-performance computations. Sergey Kovalchuk will talk about the experience of solving such problems, which he and his colleagues from the Computational Biomedicine group has gained throughout their research.

The up-to-date program is available at the event website http://dss.fintech.ifmo.ru/

To participate in any of the School events, please fill in the registration form.

For further information please contact Gorgia Mulyukina at fintech@corp.ifmo.ru


ITMO University

Andrey Filchenkov to Discuss Social Data Analysis: Predicting, Searching and Making Recommendation

Andrey Filchenkov to Discuss Social Data Analysis: Predicting, Searching and Making Recommendation

On December 20 2017, Dr. Andrey Filchenkov will deliver a talk at the scientific School-Workshop of young scientists and specialists Advanced Intelligent Technologies: Finances, Healthcare, Communications, at the ITMO University. Dr. Andrey Filchenkov is Associate Professor at Computer Technology Department and participant of the Computer Technologies International Laboratory at ITMO.

Dr. Andrey Filchenkov will talk about analyzing social data including such aspects as predicting, searching and making recommendation. The focus of the lecture will be on how to predict different social media features such as gender, income or mental health. It will also investigate into how to effectively use this information to make personalized recommendations as well as to improve user search in social networks.

The up-to-date program is available at the event website http://dss.fintech.ifmo.ru/

To participate in any of the School events, please fill in the registration form.

For further information please contact Gorgia Mulyukina at fintech@corp.ifmo.ru


ITMO University

Peter Sloot to Discuss Lehman Brothers Financial Collapse from the Position of Machine Learning

Peter Sloot to Discuss Early-Warning Signals of the Recent Credit Crisis in Financial Time Series

On December 19 Peter Sloot will read a lecture within the scientific School-workshop of young scientists and specialists Advanced Intelligent Technologies: Finances, Healthcare, Communications, at the ITMO University. Peter Sloot will speak on Early-Warning Signals of the Recent Credit Crisis in Financial Time Series. In financial markets, participants locally optimize their profit which can result in a globally unstable state leading to a catastrophic change. Peter Sloot will speak on how the concept of the dissipation of mutual information can be used for prediction of such crisis.

Subject areas of the lecture are information theory and computation, computational science, scientific data, information technology.

Prof. Dr. P.M.A. Sloot is a distinguished research professor at UvA, The Netherlands, and Research Professor at HPC Department, ITMO University, Russia. His research focuses on understanding how nature processes information. He studies this 'natural information processing' in complex systems by computational modeling and simulation as well as through formal methods.

His work is applied to a large variety of disciplines with a focus on - but not limited to - Biomedicine and Socio-Economic systems. Recent work is on modeling the virology and epidemiology of infectious diseases, notably HIV, through Complex Networks, Cellular Automata and Multi-Agents. Recently he tries to build bridges to socio-dynamics. He has published some 500 research papers, edited many books.

 The up-to-date program is available at the event website http://dss.fintech.ifmo.ru/

To participate in any of the School events, please fill in the registration form.

For further information please contact Gorgia Mulyukina at fintech@corp.ifmo.ru


ITMO University

Advanced Intelligent Technologies: Finances, Healthcare, Communications Scientific School-Workshop at ITMO

On December 18-20, 2017, University ITMO in collaboration with the International Banking Institute and Bank Saint Petersburg will host the scientific School-Workshop for young scientists and specialists, Advanced Intelligent Technologies: Finances, Healthcare, Communications. The Program includes lectures by professors from Russian and foreign universities as well as industry professionals. The School will take place at the ITMO University campus on Birzhevaya Liniya 14.

The event brings together researchers, professionals and young scientists specializing in intelligent BigData financial technologies. The aim of the Conference is to discuss the problem of increasing the efficiency of processing extremely large amounts of weak-structured data in order to extract and formalize knowledge for organization and management of financial processes of various scales. The applied financial services are in high demand by commercial banks, consulting and investment companies, retail, brokers and hedge funds, rating agencies, insurance companies and regulators. Besides, the consumers themselves are looking forward to such financial products that will be based on their own individual characteristics and preferences.

The up-to-date program is available at the event website http://dss.fintech.ifmo.ru/

To participate in any of the School events, please fill in the registration form.

For further information please contact Gorgia Mulyukina at fintech@corp.ifmo.ru


ITMO University

ITMO and IBI Organize Cryptohackathon in St Petersburg

ITMO and IBI Organize Cryptohackathon in St Petersburg

On December 2-3, 2017, ITMO University, International Banking Institute and Ingria Technopark with the support of IBM and in partnership with Blockchain projects Zodiaq corp., Mera Kapital, Wealthman, and Findinamika, organize Cryptohackathon in St Petersburg.

The blockchain hackathon has the following targets:

  • find effective solutions for applied fintech problems using blockchain technology
  • form developer teams to solve the problems
  • work out models of blockchain-quantum computing cooperation
  • get more familiar with the IBM Hyperledger technology

Awards:

  • 1 st prize - 60 000 RUB
  • 2nd prize - 25 000 RUB
  • 3rd prize - 15 000 RUB
  • Extra prizes from partners, including internships, participation in projects, promotion of the solutions, training

Problem areas:

  • International financial transactions
  • Statistics and data metering in blockchhain
  • Cryptoassets and algorithm construction
  • Quantum computing and blockchain

Date: December 2-3, 2017

Registration http://www.cryptohack.tech/

Address: Medikov pr., 3А, St Petersburg, Russia


ITMO University

Leading Russian Universities Open Doors to International Students

An intellectual competition for future international Master’s students, the Open Doors: Russian Scholarship Project, is kicking off soon, with registration of participants beginning on Nov. 20, 2017. Winners will get an opportunity to study tuition-free, courtesy of the government of the Russian Federation, at Russia’s leading universities. The subject areas include Mathematics, Physics, Computer Science and Economics. The contest is supported by the Ministry of Education and Science of the Russian Federation and is organized by the “Global Universities” Association.


ITMO University

Prof. J. Holyst Gives Two Talks on Financial Derivatives at ITMO

On November 23 and 30, 2017, Professor Janusz Holyst, the leader of the Russian Scientific Foundation project, will give two talks on financial derivatives at ITMO.Fintech Institute. Both lectures will be in English and are open to general public.

Part 1
November 23, 5 pm, room 515, Birzhevaya liniya 14

1) The Sankt Petersburg paradox - the game where the cumulative expected win is infinite
2) Why not only expected profit but also possible risk is important?
3) Arbitrage and efficient market hypothesis
4) Basic financial derivatives, forward contracts, futures, options

Part 2
November 30, 5 pm, room 103, Birzhevaya liniya 14

5) Speculating and hedging with financial derivatives, examples
6) Basic concept of stochastic dynamics
7) The Black & Scholes formula for option pricing

Literature

1) An Introduction To Econophysics - Correlations and Complexity in Finance, R.N. Mantegna and H. E Stanley, Cambridge Univ. Press, 2000
2) The Statistical Mechanics of Financial Markets, J. Voit, Springer 2005

More information on the RNF project 'BigData intellectual technologies for financial decision support systems based on predictive modeling'


ITMO University

RSF Project Leader Prof. Dr. Holyst Meets ITMO.Fintech Students

On October 6, 2017 ITMO.Fintech Master's degree students met with the Russian Scientific Foundation (RSF) Project Leader Prof. Dr. Holyst. The meeting started with an introduction by Dr. Klavdiya Bochenina, one of the key participants of the BigData intellectual technologies for financial decision support systems based on predictive modeling project. In her presentation, Dr. Bochenina explained the main targets and talked about the expected outcomes - both scientific and practical.

Prof. Dr. Holyst then took the floor. First, Prof. Holyst showed the students some seemingly simple experiments that in fact demonstrated some of the mechanisms that will help develop the project. One of such concepts that can be applied to the field of finance is the idea of controlled chaos that Professor Holyst has elaborated since the 1990s. Then, Professor also briefly presented other international collaborations that he is currently involved in.

The audience had the opportunity to get an insight into the project in a very interactive way, answering to the questions and joining the discussion - as well as asking their own questions to the professor. We are looking forward to further meetings with Prof. Holyst and other participants of the project.

ITMO University won the Russian Science Foundation grant for developing intelligent technologies of decision support systems in the field of finance. The project is headed by Prof. Dr. Janusz Holyst, Warsaw University of Technology, Poland. The project's goal is to create a cloud-based online platform that will become the basis for different services used by banks and other commercial structures. More information on the Russian Scientific Foundation Project 'BigData intellectual technologies for financial decision support systems based on predictive modeling' on ITMO website.


Университет ИТМО

E-residency: a secure digital identity for the modern business world

ITMO.FinTech, International Banking Institute and Research Laboratory brdt.pro organize a public meeting with Arnaud Castaignet, Head of Public Relations, e-Residency, Republic of Estonia.

You are most welcome to join the event to discuss the following issues
- key components required for further development of blockchain industry which can be provided by the governments (as illustrated by e-Residency)
- examples of blockchain companies which have already started using e-government services 
- proposal to introduce digital currency by the e-Government of Republic of Estonia

The meeting will be held in English

Time: October 1st, 1 pm - 3 pm

Address: Assembly hall of International Banking Institute in St Petersburg, Malaya Sadovaya 6

Free entrance upon registration via Timepad

Registration is administered by Research Laboratory brdt.pro

e-Residency website

Arnaud Castaignet on Twitter


ITMO University

ITMO.Fintech Master's Programs Launch with Introduction Week

On September 1, 2017 the new ITMO.Fintech Master's Programs were officially launched with the start of the Introduction Week. This first week proved to be rich on events: intro lectures, workshops, presentations, and the semester opening ceremony where Director of ITMO.Fintech Maria Sigova talked about the new programs and answered the questions. Each of the 21 future Fintech expert received their student cards and thus officially joined the ITMO University. The students were then invited to a reception where the conversation continued in a more laid-back atmosphere. The week proceeded with a series of introduction lectures given by the staff and ITMO.Fintech partners who were eager to share their vision on the industry's present and future. From September 11 the classes begin as scheduled: the students pick elective courses, decide on their research topics and get acquainted with their supervisors.


ITMO University

ITMO University Wins Grant on Developing New Decision Support System

A team of researchers from ITMO University won a Russian Science Foundation grant for developing intelligent technologies of decision support systems in the field of finance. The project will be headed by Janusz Holyst, a visiting professor from the Warsaw University of Technology. The project's goal is to create a cloud-based online platform that will become the basis for different services used by banks and other commercial structures. What's more, the research team will also create a public online service - with its help, Internet users will be able to assess the benefits of using different financial products based on individual criteria.


ITMO University

Training IT Specialists for Global Financial Systems – ITMO’s New Programs and Collaborations

Starting with the new academic year, ITMO will launch two new Master's programs for the new Institute of Financial Cybertechnologies (ITMO.Fintech) –“Mathematical Support and Software for Global Financial Systems” and “Big Data in Financial Technologies”. The programs’ focus will be on training highly-qualified personnel that can design, develop and maintain the mathematical support and software for global financial systems and stock markets. Not only university lecturers, but representatives from the field's leading companies will participate in the educational process. Among such companies is the Itiviti International Company that develops financial software and innovative solutions for telemarketing systems. The prospects of this collaboration were discussed by Maria Sigova, Fintech's director, and Itiviti's representatives last Friday.